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
1041.43
Total PnL
41.43 (4.14%)
Total Trades (Win/Los)
230 (74/156)
Win Rate
32.17%
Max Drawdown
379.93 (29.09%)
Total Fees
134.50
Position avg (max), %
32.09 (110.53)
Profit Factor
1.09
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 8.47% 7.57% 0.85% -0.84% -8.91% -1.96% 4.08% -9.82% 8.17% 5.97% -1.31% -12.34% -3.00%
2025 3.89% 6.06% 1.60% -1.62% 2.81% 4.18% -7.42% 9.06% -1.71% 10.73% 1.56% -18.29% 7.57%
2026 7.08% -2.94% -11.02% 3.80% 4.00% 0.00% — — — — — — -0.18%
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 1041.43
Min balance 926.03
Max balance 1305.97
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.14
Average monthly return (arithmetic), % 0.39
Best month, % 10.73
Worst month, % -18.29
PnL, Volume & Fees
Metric Value
Total PnL 41.43
Total PnL, % 4.14
Gross profit 2109.99
Gross loss 1935.08
Trading volume (USDT) 374891.82
Total transactions (buy/sell) 231
Total fees 134.50
Funding net 1.01
Funding accrued (received) 21.06
Funding paid 20.05
Trades
Metric Value
Total Trades 230
Win Trades 74
Los Trades 156
Win Rate, % 32.17
Expectancy per trade 0.7605
Max consecutive wins 6
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.09
Position max, % of margin balance 110.53
Max Drawdown 379.93
Max Drawdown, % 29.09
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0904
Recovery Factor (Total PnL / Max DD) 0.1090
Sharpe ratio (monthly) 0.1932
Sortino ratio (monthly) 0.2521
CAGR, % 1.70
Calmar ratio (CAGR / Max DD%) 0.0583
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 174.91 | Fee: 134.50 | Vol: 374891.82
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": 20,
    "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
}