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
1157.78
Total PnL
157.78 (15.78%)
Total Trades (Win/Los)
541 (265/276)
Win Rate
48.98%
Max Drawdown
509.89 (36.32%)
Total Fees
316.86
Position avg (max), %
66.39 (115.51)
Profit Factor
1.10
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 5.98% -6.29% -0.77% -3.98% 2.88% -6.92% -11.46% 12.14% 10.25% 20.55% 3.48% 0.59% 24.45%
2025 -4.23% -6.38% 0.36% 6.88% -6.30% 6.72% -22.26% 8.24% -6.31% 13.42% 8.75% -11.99% -17.70%
2026 3.03% 21.24% -0.75% -3.94% -5.02% 0.00% — — — — — — 13.11%
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 1157.78
Min balance 777.05
Max balance 1416.21
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.49
Average monthly return (arithmetic), % 0.93
Best month, % 21.24
Worst month, % -22.26
PnL, Volume & Fees
Metric Value
Total PnL 157.78
Total PnL, % 15.78
Gross profit 5234.84
Gross loss 4759.48
Trading volume (USDT) 883325.22
Total transactions (buy/sell) 542
Total fees 316.86
Funding net -0.72
Funding accrued (received) 42.48
Funding paid 43.21
Trades
Metric Value
Total Trades 541
Win Trades 265
Los Trades 276
Win Rate, % 48.98
Expectancy per trade 0.8787
Max consecutive wins 13
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 66.39
Position max, % of margin balance 115.51
Max Drawdown 509.89
Max Drawdown, % 36.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0999
Recovery Factor (Total PnL / Max DD) 0.3094
Sharpe ratio (monthly) 0.3436
Sortino ratio (monthly) 0.5434
CAGR, % 6.25
Calmar ratio (CAGR / Max DD%) 0.1722
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 475.36 | Fee: 316.86 | Vol: 883325.22
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": 2,
    "detection": 5,
    "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
}