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
998.61
Total PnL
-1.39 (-0.14%)
Total Trades (Win/Los)
310 (145/165)
Win Rate
46.77%
Max Drawdown
518.95 (36.22%)
Total Fees
178.70
Position avg (max), %
49.97 (126.76)
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 10.33% -3.44% -0.84% 3.97% -1.32% -0.88% 3.76% 16.73% 3.89% -2.47% 0.41% -7.98% 21.81%
2025 3.95% -8.72% 3.84% -9.72% -5.06% 0.21% -6.27% 10.89% 0.17% 2.52% 3.82% -11.34% -16.86%
2026 2.82% -10.41% 9.60% 0.47% -2.73% 0.00% — — — — — — -1.33%
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 998.61
Min balance 884.23
Max balance 1432.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.00
Average monthly return (arithmetic), % 0.21
Best month, % 16.73
Worst month, % -11.34
PnL, Volume & Fees
Metric Value
Total PnL -1.39
Total PnL, % -0.14
Gross profit 3480.21
Gross loss 3307.73
Trading volume (USDT) 498539.31
Total transactions (buy/sell) 311
Total fees 178.70
Funding net 4.82
Funding accrued (received) 35.13
Funding paid 30.30
Trades
Metric Value
Total Trades 310
Win Trades 145
Los Trades 165
Win Rate, % 46.77
Expectancy per trade 0.5564
Max consecutive wins 7
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.97
Position max, % of margin balance 126.76
Max Drawdown 518.95
Max Drawdown, % 36.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0521
Recovery Factor (Total PnL / Max DD) -0.0027
Sharpe ratio (monthly) 0.1101
Sortino ratio (monthly) 0.1649
CAGR, % -0.06
Calmar ratio (CAGR / Max DD%) -0.0016
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 172.49 | Fee: 178.70 | Vol: 498539.31
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": 6,
    "detection": 2,
    "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
}