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
1450.30
Total PnL
450.30 (45.03%)
Total Trades (Win/Los)
242 (135/107)
Win Rate
55.79%
Max Drawdown
734.73 (38.96%)
Total Fees
152.74
Position avg (max), %
50.28 (121.80)
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 10.30% 0.24% -3.79% 9.08% 5.47% 7.79% -11.96% 4.56% 10.33% 10.80% 13.03% -9.99% 51.04%
2025 20.23% -19.20% 0.11% -1.42% -3.86% -2.28% -12.76% 9.97% 6.69% -14.74% 12.62% -11.23% -21.42%
2026 10.16% 1.82% 8.56% -0.99% 1.43% 0.00% — — — — — — 22.29%
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 1450.30
Min balance 922.15
Max balance 1885.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.25
Average monthly return (arithmetic), % 1.70
Best month, % 20.23
Worst month, % -19.20
PnL, Volume & Fees
Metric Value
Total PnL 450.30
Total PnL, % 45.03
Gross profit 4035.19
Gross loss 3432.58
Trading volume (USDT) 426898.70
Total transactions (buy/sell) 243
Total fees 152.74
Funding net 0.42
Funding accrued (received) 40.15
Funding paid 39.73
Trades
Metric Value
Total Trades 242
Win Trades 135
Los Trades 107
Win Rate, % 55.79
Expectancy per trade 2.4902
Max consecutive wins 7
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 50.28
Position max, % of margin balance 121.80
Max Drawdown 734.73
Max Drawdown, % 38.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1756
Recovery Factor (Total PnL / Max DD) 0.6129
Sharpe ratio (monthly) 0.6255
Sortino ratio (monthly) 0.9486
CAGR, % 16.64
Calmar ratio (CAGR / Max DD%) 0.4272
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 602.62 | Fee: 152.74 | Vol: 426898.70
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": 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
}