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
1229.98
Total PnL
229.98 (23.00%)
Total Trades (Win/Los)
321 (168/153)
Win Rate
52.34%
Max Drawdown
616.64 (33.67%)
Total Fees
230.60
Position avg (max), %
56.64 (116.02)
Profit Factor
1.10
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 10.30% -0.13% -0.85% 16.01% 0.55% 0.36% 1.75% -2.41% 7.96% 10.26% 6.05% -5.05% 52.21%
2025 12.04% -12.92% 6.54% 9.46% -9.98% -3.95% -15.90% 10.20% 2.68% 9.46% 9.31% -13.18% -2.75%
2026 2.18% -2.82% 3.20% -9.91% -9.94% 0.00% — — — — — — -16.85%
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 1229.98
Min balance 970.50
Max balance 1831.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.69
Average monthly return (arithmetic), % 1.04
Best month, % 16.01
Worst month, % -15.90
PnL, Volume & Fees
Metric Value
Total PnL 229.98
Total PnL, % 23.00
Gross profit 5067.52
Gross loss 4607.70
Trading volume (USDT) 643836.28
Total transactions (buy/sell) 322
Total fees 230.60
Funding net 0.77
Funding accrued (received) 48.86
Funding paid 48.09
Trades
Metric Value
Total Trades 321
Win Trades 168
Los Trades 153
Win Rate, % 52.34
Expectancy per trade 1.4325
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 56.64
Position max, % of margin balance 116.02
Max Drawdown 616.64
Max Drawdown, % 33.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0998
Recovery Factor (Total PnL / Max DD) 0.3730
Sharpe ratio (monthly) 0.4357
Sortino ratio (monthly) 0.6437
CAGR, % 8.95
Calmar ratio (CAGR / Max DD%) 0.2658
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 459.82 | Fee: 230.60 | Vol: 643836.28
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": 9,
    "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
}