hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1018.33
Total PnL
18.33 (1.83%)
Total Trades (Win/Los)
623 (291/332)
Win Rate
46.71%
Max Drawdown
416.36 (35.48%)
Total Fees
330.68
Position avg (max), %
70.17 (113.84)
Profit Factor
1.07
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.01% -8.24% 2.28% -8.76% -0.90% -3.51% -3.96% 11.86% -2.91% 13.96% 8.82% -7.20% -0.72%
2025 0.04% -1.92% 2.04% 10.14% -9.09% -4.12% -17.52% 11.32% -9.45% 16.64% 10.03% -13.18% -10.96%
2026 4.78% 23.43% 3.62% -9.61% -4.85% 0.00% — — — — — — 15.27%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1018.33
Min balance 757.10
Max balance 1298.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.06
Average monthly return (arithmetic), % 0.49
Best month, % 23.43
Worst month, % -17.52
PnL, Volume & Fees
Metric Value
Total PnL 18.33
Total PnL, % 1.83
Gross profit 5021.19
Gross loss 4672.24
Trading volume (USDT) 921503.58
Total transactions (buy/sell) 624
Total fees 330.68
Funding net 0.06
Funding accrued (received) 40.36
Funding paid 40.30
Trades
Metric Value
Total Trades 623
Win Trades 291
Los Trades 332
Win Rate, % 46.71
Expectancy per trade 0.5601
Max consecutive wins 11
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 70.17
Position max, % of margin balance 113.84
Max Drawdown 416.36
Max Drawdown, % 35.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0747
Recovery Factor (Total PnL / Max DD) 0.0440
Sharpe ratio (monthly) 0.1819
Sortino ratio (monthly) 0.2919
CAGR, % 0.75
Calmar ratio (CAGR / Max DD%) 0.0213
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 348.95 | Fee: 330.68 | Vol: 921503.58
Details
{
  "name": "T4 SUI",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "BTCUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 2,
    "detection": 4,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}