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
1505.63
Total PnL
505.63 (50.56%)
Total Trades (Win/Los)
251 (138/113)
Win Rate
54.98%
Max Drawdown
721.36 (35.49%)
Total Fees
175.49
Position avg (max), %
51.62 (123.05)
Profit Factor
1.18
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 9.64% -0.05% -3.79% 11.10% 1.20% 9.12% -6.77% 5.49% 10.19% 10.84% 12.91% -9.01% 59.64%
2025 23.10% -16.39% 0.59% 0.20% -2.31% -2.99% -11.31% 10.18% 6.68% -14.52% 12.41% -13.99% -15.29%
2026 9.94% 2.55% 9.14% -5.02% -4.66% 0.00% — — — — — — 11.42%
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 1505.63
Min balance 912.35
Max balance 2032.39
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.38
Average monthly return (arithmetic), % 1.82
Best month, % 23.10
Worst month, % -16.39
PnL, Volume & Fees
Metric Value
Total PnL 505.63
Total PnL, % 50.56
Gross profit 4455.08
Gross loss 3775.69
Trading volume (USDT) 490381.40
Total transactions (buy/sell) 252
Total fees 175.49
Funding net 1.73
Funding accrued (received) 46.01
Funding paid 44.28
Trades
Metric Value
Total Trades 251
Win Trades 138
Los Trades 113
Win Rate, % 54.98
Expectancy per trade 2.7068
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.62
Position max, % of margin balance 123.05
Max Drawdown 721.36
Max Drawdown, % 35.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1799
Recovery Factor (Total PnL / Max DD) 0.7009
Sharpe ratio (monthly) 0.6693
Sortino ratio (monthly) 1.0867
CAGR, % 18.47
Calmar ratio (CAGR / Max DD%) 0.5203
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 679.40 | Fee: 175.49 | Vol: 490381.40
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": 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
}