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
1599.71
Total PnL
599.71 (59.97%)
Total Trades (Win/Los)
361 (183/178)
Win Rate
50.69%
Max Drawdown
955.09 (37.67%)
Total Fees
344.21
Position avg (max), %
56.87 (122.91)
Profit Factor
1.15
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 20.34% 0.30% 1.47% 17.71% 0.95% -1.59% 10.95% 11.52% 10.47% 11.29% 4.88% -3.69% 120.02%
2025 11.32% -12.62% -3.33% 11.14% -7.53% -5.91% -17.59% 9.93% -2.23% 11.91% 13.76% -11.21% -8.96%
2026 1.09% -1.70% -1.97% -9.79% -9.06% 0.00% — — — — — — -20.08%
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 1599.71
Min balance 999.77
Max balance 2535.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 2.03
Best month, % 20.34
Worst month, % -17.59
PnL, Volume & Fees
Metric Value
Total PnL 599.71
Total PnL, % 59.97
Gross profit 7117.00
Gross loss 6172.45
Trading volume (USDT) 960807.17
Total transactions (buy/sell) 362
Total fees 344.21
Funding net -0.62
Funding accrued (received) 63.28
Funding paid 63.90
Trades
Metric Value
Total Trades 361
Win Trades 183
Los Trades 178
Win Rate, % 50.69
Expectancy per trade 2.6165
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 56.87
Position max, % of margin balance 122.91
Max Drawdown 955.09
Max Drawdown, % 37.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1530
Recovery Factor (Total PnL / Max DD) 0.6279
Sharpe ratio (monthly) 0.7391
Sortino ratio (monthly) 1.2797
CAGR, % 21.48
Calmar ratio (CAGR / Max DD%) 0.5701
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 944.55 | Fee: 344.21 | Vol: 960807.17
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": 6,
    "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
}