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
1232.27
Total PnL
232.27 (23.23%)
Total Trades (Win/Los)
445 (221/224)
Win Rate
49.66%
Max Drawdown
554.01 (43.28%)
Total Fees
229.98
Position avg (max), %
62.65 (111.80)
Profit Factor
1.12
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 11.15% -5.52% 2.69% 10.35% -6.54% -11.89% -16.03% -1.00% 10.90% 13.20% -1.12% -2.92% -1.82%
2025 -0.13% -13.20% 1.47% 4.77% 0.20% 3.45% -17.95% 8.23% -8.16% 10.90% 14.13% -4.07% -5.40%
2026 2.26% 15.05% 19.66% -0.13% -5.57% 0.00% — — — — — — 32.77%
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 1232.27
Min balance 726.05
Max balance 1374.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.70
Average monthly return (arithmetic), % 1.14
Best month, % 19.66
Worst month, % -17.95
PnL, Volume & Fees
Metric Value
Total PnL 232.27
Total PnL, % 23.23
Gross profit 4316.52
Gross loss 3855.37
Trading volume (USDT) 641444.58
Total transactions (buy/sell) 446
Total fees 229.98
Funding net 1.10
Funding accrued (received) 37.07
Funding paid 35.97
Trades
Metric Value
Total Trades 445
Win Trades 221
Los Trades 224
Win Rate, % 49.66
Expectancy per trade 1.0363
Max consecutive wins 8
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 62.65
Position max, % of margin balance 111.80
Max Drawdown 554.01
Max Drawdown, % 43.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1196
Recovery Factor (Total PnL / Max DD) 0.4193
Sharpe ratio (monthly) 0.4219
Sortino ratio (monthly) 0.6542
CAGR, % 9.03
Calmar ratio (CAGR / Max DD%) 0.2087
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 461.15 | Fee: 229.98 | Vol: 641444.58
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": 7,
    "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
}