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
1148.38
Total PnL
148.38 (14.84%)
Total Trades (Win/Los)
221 (126/95)
Win Rate
57.01%
Max Drawdown
535.91 (34.25%)
Total Fees
124.87
Position avg (max), %
50.29 (124.96)
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 7.74% 0.38% -2.95% 4.52% 0.79% 7.95% -8.32% 3.61% 12.37% -1.86% 14.10% -10.11% 28.25%
2025 17.73% -14.90% 0.02% -2.06% -3.60% 0.43% -7.07% 9.56% 7.60% -13.99% 12.01% -13.66% -13.41%
2026 8.23% -9.85% 0.58% 4.07% 1.32% 0.00% — — — — — — 3.48%
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 1148.38
Min balance 897.66
Max balance 1564.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.46
Average monthly return (arithmetic), % 0.82
Best month, % 17.73
Worst month, % -14.90
PnL, Volume & Fees
Metric Value
Total PnL 148.38
Total PnL, % 14.84
Gross profit 3395.21
Gross loss 3123.93
Trading volume (USDT) 349091.15
Total transactions (buy/sell) 222
Total fees 124.87
Funding net 1.97
Funding accrued (received) 37.08
Funding paid 35.12
Trades
Metric Value
Total Trades 221
Win Trades 126
Los Trades 95
Win Rate, % 57.01
Expectancy per trade 1.2275
Max consecutive wins 7
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 50.29
Position max, % of margin balance 124.96
Max Drawdown 535.91
Max Drawdown, % 34.25
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0868
Recovery Factor (Total PnL / Max DD) 0.2769
Sharpe ratio (monthly) 0.3375
Sortino ratio (monthly) 0.5055
CAGR, % 5.90
Calmar ratio (CAGR / Max DD%) 0.1722
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 271.28 | Fee: 124.87 | Vol: 349091.15
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": 12,
    "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
}