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
1571.66
Total PnL
571.66 (57.17%)
Total Trades (Win/Los)
374 (195/179)
Win Rate
52.14%
Max Drawdown
646.55 (37.12%)
Total Fees
264.80
Position avg (max), %
60.02 (116.10)
Profit Factor
1.18
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 22.92% -1.58% 9.55% 16.72% -6.59% -7.20% -2.57% -3.39% 10.80% 8.93% -2.03% -1.59% 46.87%
2025 0.54% -15.41% 4.73% 9.98% -5.49% -0.78% -16.11% 3.41% 1.11% 8.98% 10.95% -8.11% -10.48%
2026 3.12% 13.92% 17.85% -12.04% -1.82% 0.00% — — — — — — 19.54%
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 1571.66
Min balance 999.77
Max balance 1845.18
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.52
Average monthly return (arithmetic), % 1.96
Best month, % 22.92
Worst month, % -16.11
PnL, Volume & Fees
Metric Value
Total PnL 571.66
Total PnL, % 57.17
Gross profit 5464.97
Gross loss 4630.46
Trading volume (USDT) 739011.35
Total transactions (buy/sell) 375
Total fees 264.80
Funding net 1.95
Funding accrued (received) 50.47
Funding paid 48.52
Trades
Metric Value
Total Trades 374
Win Trades 195
Los Trades 179
Win Rate, % 52.14
Expectancy per trade 2.2313
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 60.02
Position max, % of margin balance 116.10
Max Drawdown 646.55
Max Drawdown, % 37.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1802
Recovery Factor (Total PnL / Max DD) 0.8842
Sharpe ratio (monthly) 0.7156
Sortino ratio (monthly) 1.2646
CAGR, % 20.59
Calmar ratio (CAGR / Max DD%) 0.5547
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 834.51 | Fee: 264.80 | Vol: 739011.35
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": 9,
    "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
}