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
1761.68
Total PnL
761.68 (76.17%)
Total Trades (Win/Los)
282 (153/129)
Win Rate
54.26%
Max Drawdown
870.85 (33.92%)
Total Fees
242.88
Position avg (max), %
51.82 (128.69)
Profit Factor
1.20
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 14.85% 0.35% -1.13% 12.66% 0.23% 9.03% 8.74% 7.02% 11.12% 11.54% 11.75% -8.11% 107.79%
2025 19.47% -15.72% 0.91% 0.98% 0.18% -5.96% -11.91% 10.49% 6.81% -14.99% 12.40% -11.73% -15.25%
2026 7.48% 3.53% -2.33% -4.89% -3.16% 0.00% — — — — — — 0.11%
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 1761.68
Min balance 975.01
Max balance 2567.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.91
Average monthly return (arithmetic), % 2.32
Best month, % 19.47
Worst month, % -15.72
PnL, Volume & Fees
Metric Value
Total PnL 761.68
Total PnL, % 76.17
Gross profit 5932.41
Gross loss 4926.64
Trading volume (USDT) 678634.87
Total transactions (buy/sell) 283
Total fees 242.88
Funding net -1.22
Funding accrued (received) 55.50
Funding paid 56.72
Trades
Metric Value
Total Trades 282
Win Trades 153
Los Trades 129
Win Rate, % 54.26
Expectancy per trade 3.5666
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.82
Position max, % of margin balance 128.69
Max Drawdown 870.85
Max Drawdown, % 33.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2041
Recovery Factor (Total PnL / Max DD) 0.8746
Sharpe ratio (monthly) 0.8851
Sortino ratio (monthly) 1.4733
CAGR, % 26.43
Calmar ratio (CAGR / Max DD%) 0.7791
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1005.77 | Fee: 242.88 | Vol: 678634.87
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": 5,
    "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
}