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
1389.37
Total PnL
389.37 (38.94%)
Total Trades (Win/Los)
432 (198/234)
Win Rate
45.83%
Max Drawdown
724.89 (34.93%)
Total Fees
353.54
Position avg (max), %
58.41 (116.99)
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 9.71% -1.53% 3.69% 9.84% 8.54% -0.91% -2.48% 11.86% 5.53% 13.27% 7.20% -4.91% 75.90%
2025 5.37% -9.09% -5.64% 13.14% -3.84% -1.40% -19.93% 11.53% -4.22% 5.98% 17.53% -12.67% -9.80%
2026 2.53% -5.06% -0.13% -4.69% -5.42% 0.00% — — — — — — -12.37%
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 1389.37
Min balance 987.32
Max balance 2075.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.10
Average monthly return (arithmetic), % 1.46
Best month, % 17.53
Worst month, % -19.93
PnL, Volume & Fees
Metric Value
Total PnL 389.37
Total PnL, % 38.94
Gross profit 6128.96
Gross loss 5384.11
Trading volume (USDT) 985891.93
Total transactions (buy/sell) 433
Total fees 353.54
Funding net -1.94
Funding accrued (received) 52.57
Funding paid 54.51
Trades
Metric Value
Total Trades 432
Win Trades 198
Los Trades 234
Win Rate, % 45.83
Expectancy per trade 1.7242
Max consecutive wins 10
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 58.41
Position max, % of margin balance 116.99
Max Drawdown 724.89
Max Drawdown, % 34.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1383
Recovery Factor (Total PnL / Max DD) 0.5371
Sharpe ratio (monthly) 0.6022
Sortino ratio (monthly) 0.9685
CAGR, % 14.59
Calmar ratio (CAGR / Max DD%) 0.4176
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 744.85 | Fee: 353.54 | Vol: 985891.93
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": 4,
    "detection": 2,
    "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
}