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
1287.31
Total PnL
287.31 (28.73%)
Total Trades (Win/Los)
294 (152/142)
Win Rate
51.70%
Max Drawdown
888.28 (41.16%)
Total Fees
218.48
Position avg (max), %
53.82 (124.88)
Profit Factor
1.11
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 10.26% 1.72% -0.67% 13.37% -2.99% 9.38% 9.37% 6.85% 2.35% 11.63% 11.49% -12.87% 73.84%
2025 19.94% -14.85% 0.96% 1.37% -10.99% -2.33% -12.03% 10.15% 6.98% -14.46% 13.30% -10.59% -18.38%
2026 1.83% 0.80% -2.70% -6.36% -2.92% 0.00% — — — — — — -9.21%
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 1287.31
Min balance 950.74
Max balance 2158.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.85
Average monthly return (arithmetic), % 1.27
Best month, % 19.94
Worst month, % -14.85
PnL, Volume & Fees
Metric Value
Total PnL 287.31
Total PnL, % 28.73
Gross profit 5007.30
Gross loss 4504.60
Trading volume (USDT) 610157.98
Total transactions (buy/sell) 295
Total fees 218.48
Funding net 3.09
Funding accrued (received) 50.02
Funding paid 46.93
Trades
Metric Value
Total Trades 294
Win Trades 152
Los Trades 142
Win Rate, % 51.70
Expectancy per trade 1.7099
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 53.82
Position max, % of margin balance 124.88
Max Drawdown 888.28
Max Drawdown, % 41.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1116
Recovery Factor (Total PnL / Max DD) 0.3234
Sharpe ratio (monthly) 0.4795
Sortino ratio (monthly) 0.7438
CAGR, % 11.02
Calmar ratio (CAGR / Max DD%) 0.2679
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 502.70 | Fee: 218.48 | Vol: 610157.98
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": 4,
    "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
}