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
1403.12
Total PnL
403.12 (40.31%)
Total Trades (Win/Los)
330 (171/159)
Win Rate
51.82%
Max Drawdown
703.82 (33.68%)
Total Fees
261.25
Position avg (max), %
56.99 (116.69)
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 9.64% -0.05% 0.06% 17.51% -2.55% 1.14% -0.22% 1.71% 11.31% 11.13% 5.43% -1.64% 65.34%
2025 12.53% -12.31% 6.84% 9.47% -7.83% -0.79% -15.58% 9.70% 0.08% 9.54% 9.79% -12.49% 2.93%
2026 2.89% -2.75% 4.69% -13.11% -9.36% 0.00% — — — — — — -17.49%
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 1403.12
Min balance 950.23
Max balance 2090.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.14
Average monthly return (arithmetic), % 1.49
Best month, % 17.51
Worst month, % -15.58
PnL, Volume & Fees
Metric Value
Total PnL 403.12
Total PnL, % 40.31
Gross profit 5567.80
Gross loss 4904.06
Trading volume (USDT) 729303.15
Total transactions (buy/sell) 331
Total fees 261.25
Funding net 0.63
Funding accrued (received) 53.84
Funding paid 53.20
Trades
Metric Value
Total Trades 330
Win Trades 171
Los Trades 159
Win Rate, % 51.82
Expectancy per trade 2.0113
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 56.99
Position max, % of margin balance 116.69
Max Drawdown 703.82
Max Drawdown, % 33.68
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1353
Recovery Factor (Total PnL / Max DD) 0.5728
Sharpe ratio (monthly) 0.6164
Sortino ratio (monthly) 0.9501
CAGR, % 15.06
Calmar ratio (CAGR / Max DD%) 0.4471
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 663.74 | Fee: 261.25 | Vol: 729303.15
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": 8,
    "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
}