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
952.59
Total PnL
-47.41 (-4.74%)
Total Trades (Win/Los)
234 (127/107)
Win Rate
54.27%
Max Drawdown
720.79 (45.29%)
Total Fees
126.19
Position avg (max), %
52.38 (123.71)
Profit Factor
1.03
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 8.72% 0.33% -4.11% 2.32% -3.47% 7.63% -11.63% 3.66% 12.44% 9.93% 13.00% -10.14% 27.86%
2025 19.33% -18.08% 0.01% -2.40% -3.83% -3.41% -13.41% 9.93% 6.53% -14.55% 11.95% -13.28% -25.43%
2026 8.21% -7.57% -0.28% -1.13% 1.37% 0.00% — — — — — — -0.03%
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 952.59
Min balance 870.63
Max balance 1591.42
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.16
Average monthly return (arithmetic), % 0.27
Best month, % 19.33
Worst month, % -18.08
PnL, Volume & Fees
Metric Value
Total PnL -47.41
Total PnL, % -4.74
Gross profit 3174.76
Gross loss 3096.59
Trading volume (USDT) 352538.00
Total transactions (buy/sell) 235
Total fees 126.19
Funding net 0.61
Funding accrued (received) 34.81
Funding paid 34.19
Trades
Metric Value
Total Trades 234
Win Trades 127
Los Trades 107
Win Rate, % 54.27
Expectancy per trade 0.3341
Max consecutive wins 7
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 52.38
Position max, % of margin balance 123.71
Max Drawdown 720.79
Max Drawdown, % 45.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0252
Recovery Factor (Total PnL / Max DD) -0.0658
Sharpe ratio (monthly) 0.1016
Sortino ratio (monthly) 0.1450
CAGR, % -1.99
Calmar ratio (CAGR / Max DD%) -0.0440
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 78.17 | Fee: 126.19 | Vol: 352538.00
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": 5,
    "detection": 11,
    "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
}