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
1028.74
Total PnL
28.74 (2.87%)
Total Trades (Win/Los)
226 (124/102)
Win Rate
54.87%
Max Drawdown
644.54 (41.04%)
Total Fees
130.15
Position avg (max), %
53.17 (120.85)
Profit Factor
1.05
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 6.79% -1.55% -3.45% 19.40% 0.80% 5.80% 0.19% 7.87% 7.05% -3.48% 6.54% -10.64% 37.41%
2025 7.12% -2.48% -9.03% -0.03% -13.52% -7.26% -8.35% 7.93% 4.16% 13.43% 7.73% -13.53% -17.06%
2026 4.27% -12.05% -2.29% 1.25% -0.44% 0.00% — — — — — — -9.67%
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 1028.74
Min balance 872.45
Max balance 1570.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.10
Average monthly return (arithmetic), % 0.41
Best month, % 19.40
Worst month, % -13.53
PnL, Volume & Fees
Metric Value
Total PnL 28.74
Total PnL, % 2.87
Gross profit 3350.06
Gross loss 3191.15
Trading volume (USDT) 363752.61
Total transactions (buy/sell) 227
Total fees 130.15
Funding net -0.02
Funding accrued (received) 37.65
Funding paid 37.67
Trades
Metric Value
Total Trades 226
Win Trades 124
Los Trades 102
Win Rate, % 54.87
Expectancy per trade 0.7031
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 53.17
Position max, % of margin balance 120.85
Max Drawdown 644.54
Max Drawdown, % 41.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0498
Recovery Factor (Total PnL / Max DD) 0.0446
Sharpe ratio (monthly) 0.1790
Sortino ratio (monthly) 0.2625
CAGR, % 1.18
Calmar ratio (CAGR / Max DD%) 0.0288
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 158.91 | Fee: 130.15 | Vol: 363752.61
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": 4,
    "detection": 15,
    "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
}