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
999.90
Total PnL
-0.10 (-0.01%)
Total Trades (Win/Los)
217 (120/97)
Win Rate
55.30%
Max Drawdown
695.73 (42.55%)
Total Fees
126.26
Position avg (max), %
51.58 (122.81)
Profit Factor
1.04
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 6.34% 4.06% -3.70% 19.15% 0.93% 6.02% 0.15% 6.84% 6.60% -2.88% 6.31% -13.17% 38.92%
2025 7.67% -2.66% -9.20% -2.04% -7.73% -9.67% -9.87% 7.30% 4.13% 13.74% 8.05% -14.33% -17.62%
2026 2.93% -13.30% -2.45% 0.73% -0.31% 0.00% — — — — — — -12.57%
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 999.90
Min balance 914.22
Max balance 1635.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.00
Average monthly return (arithmetic), % 0.32
Best month, % 19.15
Worst month, % -14.33
PnL, Volume & Fees
Metric Value
Total PnL -0.10
Total PnL, % -0.01
Gross profit 3353.85
Gross loss 3225.53
Trading volume (USDT) 352958.41
Total transactions (buy/sell) 218
Total fees 126.26
Funding net -2.17
Funding accrued (received) 36.11
Funding paid 38.27
Trades
Metric Value
Total Trades 217
Win Trades 120
Los Trades 97
Win Rate, % 55.30
Expectancy per trade 0.5914
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.58
Position max, % of margin balance 122.81
Max Drawdown 695.73
Max Drawdown, % 42.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0398
Recovery Factor (Total PnL / Max DD) -0.0002
Sharpe ratio (monthly) 0.1397
Sortino ratio (monthly) 0.2001
CAGR, % 0.00
Calmar ratio (CAGR / Max DD%) -0.0001
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 128.32 | Fee: 126.26 | Vol: 352958.41
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": 16,
    "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
}