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
1399.58
Total PnL
399.58 (39.96%)
Total Trades (Win/Los)
295 (161/134)
Win Rate
54.58%
Max Drawdown
529.87 (33.13%)
Total Fees
187.94
Position avg (max), %
55.30 (121.80)
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 10.30% 0.24% -3.79% 15.27% -0.37% 2.52% -10.25% -2.34% 7.96% 10.46% 11.89% -5.48% 38.45%
2025 8.71% -12.35% 5.88% 6.66% -11.37% -0.70% -16.24% 9.81% 7.19% 9.08% 8.76% -8.58% 1.26%
2026 7.12% -3.69% 3.25% -7.51% 1.38% 0.00% — — — — — — -0.10%
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 1399.58
Min balance 922.15
Max balance 1638.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.13
Average monthly return (arithmetic), % 1.46
Best month, % 15.27
Worst month, % -16.24
PnL, Volume & Fees
Metric Value
Total PnL 399.58
Total PnL, % 39.96
Gross profit 4509.00
Gross loss 3921.33
Trading volume (USDT) 524962.42
Total transactions (buy/sell) 296
Total fees 187.94
Funding net -0.15
Funding accrued (received) 43.20
Funding paid 43.35
Trades
Metric Value
Total Trades 295
Win Trades 161
Los Trades 134
Win Rate, % 54.58
Expectancy per trade 1.9921
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 55.30
Position max, % of margin balance 121.80
Max Drawdown 529.87
Max Drawdown, % 33.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1499
Recovery Factor (Total PnL / Max DD) 0.7541
Sharpe ratio (monthly) 0.6252
Sortino ratio (monthly) 0.9538
CAGR, % 14.94
Calmar ratio (CAGR / Max DD%) 0.4508
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 587.67 | Fee: 187.94 | Vol: 524962.42
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": 10,
    "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
}