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
1167.09
Total PnL
167.09 (16.71%)
Total Trades (Win/Los)
325 (158/167)
Win Rate
48.62%
Max Drawdown
841.47 (42.46%)
Total Fees
225.68
Position avg (max), %
53.32 (126.85)
Profit Factor
1.09
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 8.56% -3.75% -0.97% 12.98% 1.04% 6.13% 2.44% 8.96% 2.89% 17.72% 11.58% -10.36% 69.53%
2025 12.96% -13.21% -3.47% -0.01% -8.82% -1.02% -11.96% 10.40% 2.37% -16.81% 16.04% -9.84% -26.04%
2026 -0.66% 1.73% -2.92% -3.39% -1.74% 0.00% — — — — — — -6.86%
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 1167.09
Min balance 883.58
Max balance 1981.89
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.52
Average monthly return (arithmetic), % 0.90
Best month, % 17.72
Worst month, % -16.81
PnL, Volume & Fees
Metric Value
Total PnL 167.09
Total PnL, % 16.71
Gross profit 4764.39
Gross loss 4372.57
Trading volume (USDT) 629968.96
Total transactions (buy/sell) 326
Total fees 225.68
Funding net 0.95
Funding accrued (received) 44.32
Funding paid 43.36
Trades
Metric Value
Total Trades 325
Win Trades 158
Los Trades 167
Win Rate, % 48.62
Expectancy per trade 1.2056
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 53.32
Position max, % of margin balance 126.85
Max Drawdown 841.47
Max Drawdown, % 42.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0896
Recovery Factor (Total PnL / Max DD) 0.1986
Sharpe ratio (monthly) 0.3567
Sortino ratio (monthly) 0.5568
CAGR, % 6.61
Calmar ratio (CAGR / Max DD%) 0.1556
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 391.82 | Fee: 225.68 | Vol: 629968.96
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": 5,
    "detection": 3,
    "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
}