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
1609.12
Total PnL
609.12 (60.91%)
Total Trades (Win/Los)
314 (173/141)
Win Rate
55.10%
Max Drawdown
728.43 (33.42%)
Total Fees
254.75
Position avg (max), %
58.32 (116.96)
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 20.19% 1.43% -3.24% 19.63% 2.95% 3.52% -4.05% 0.86% 7.06% 10.25% 13.03% -4.82% 84.80%
2025 9.86% -10.51% -5.31% 8.38% -7.31% 4.77% -15.98% 2.23% 3.94% 7.25% 8.64% -12.43% -10.74%
2026 1.68% -8.85% 9.14% 1.87% -5.33% 0.00% — — — — — — -2.45%
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 1609.12
Min balance 999.77
Max balance 2179.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.60
Average monthly return (arithmetic), % 1.96
Best month, % 20.19
Worst month, % -15.98
PnL, Volume & Fees
Metric Value
Total PnL 609.12
Total PnL, % 60.91
Gross profit 5720.96
Gross loss 4856.77
Trading volume (USDT) 711368.26
Total transactions (buy/sell) 315
Total fees 254.75
Funding net -0.31
Funding accrued (received) 56.95
Funding paid 57.27
Trades
Metric Value
Total Trades 314
Win Trades 173
Los Trades 141
Win Rate, % 55.10
Expectancy per trade 2.7522
Max consecutive wins 14
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 58.32
Position max, % of margin balance 116.96
Max Drawdown 728.43
Max Drawdown, % 33.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1779
Recovery Factor (Total PnL / Max DD) 0.8362
Sharpe ratio (monthly) 0.7913
Sortino ratio (monthly) 1.3512
CAGR, % 21.77
Calmar ratio (CAGR / Max DD%) 0.6515
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 864.19 | Fee: 254.75 | Vol: 711368.26
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": 12,
    "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
}