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
1443.10
Total PnL
443.10 (44.31%)
Total Trades (Win/Los)
310 (169/141)
Win Rate
54.52%
Max Drawdown
764.59 (35.61%)
Total Fees
248.38
Position avg (max), %
57.86 (118.69)
Profit Factor
1.14
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 20.98% 0.82% -2.40% 11.42% -2.12% 7.99% -9.42% -1.98% 10.03% 10.28% 11.81% -3.67% 62.70%
2025 11.87% -4.07% 6.80% 8.65% -7.02% 1.76% -17.72% 5.53% 3.37% 8.15% 8.83% -17.06% 3.25%
2026 2.40% -10.54% 9.19% -11.92% -2.48% 0.00% — — — — — — -14.09%
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 1443.10
Min balance 999.77
Max balance 2147.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.23
Average monthly return (arithmetic), % 1.65
Best month, % 20.98
Worst month, % -17.72
PnL, Volume & Fees
Metric Value
Total PnL 443.10
Total PnL, % 44.31
Gross profit 5505.51
Gross loss 4815.55
Trading volume (USDT) 693528.98
Total transactions (buy/sell) 311
Total fees 248.38
Funding net 1.52
Funding accrued (received) 56.17
Funding paid 54.65
Trades
Metric Value
Total Trades 310
Win Trades 169
Los Trades 141
Win Rate, % 54.52
Expectancy per trade 2.2257
Max consecutive wins 8
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.86
Position max, % of margin balance 118.69
Max Drawdown 764.59
Max Drawdown, % 35.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1433
Recovery Factor (Total PnL / Max DD) 0.5795
Sharpe ratio (monthly) 0.6276
Sortino ratio (monthly) 0.9676
CAGR, % 16.40
Calmar ratio (CAGR / Max DD%) 0.4606
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 689.96 | Fee: 248.38 | Vol: 693528.98
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": 3,
    "detection": 11,
    "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
}