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
1122.57
Total PnL
122.57 (12.26%)
Total Trades (Win/Los)
214 (123/91)
Win Rate
57.48%
Max Drawdown
477.11 (32.19%)
Total Fees
119.39
Position avg (max), %
49.42 (125.49)
Profit Factor
1.08
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 7.61% 0.38% -3.26% 3.91% 0.80% 6.97% -7.86% 3.80% 11.96% -0.97% 8.95% 1.83% 37.74%
2025 3.57% -8.77% 0.09% -1.86% -3.70% 0.33% -7.21% 9.54% 5.76% -14.08% 12.09% -13.59% -19.77%
2026 6.38% -9.95% 0.95% 4.05% 1.03% 0.00% — — — — — — 1.66%
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 1122.57
Min balance 893.71
Max balance 1482.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.39
Average monthly return (arithmetic), % 0.63
Best month, % 12.09
Worst month, % -14.08
PnL, Volume & Fees
Metric Value
Total PnL 122.57
Total PnL, % 12.26
Gross profit 3257.22
Gross loss 3016.55
Trading volume (USDT) 333735.43
Total transactions (buy/sell) 215
Total fees 119.39
Funding net 1.28
Funding accrued (received) 35.62
Funding paid 34.34
Trades
Metric Value
Total Trades 214
Win Trades 123
Los Trades 91
Win Rate, % 57.48
Expectancy per trade 1.1247
Max consecutive wins 6
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.42
Position max, % of margin balance 125.49
Max Drawdown 477.11
Max Drawdown, % 32.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0798
Recovery Factor (Total PnL / Max DD) 0.2569
Sharpe ratio (monthly) 0.3175
Sortino ratio (monthly) 0.4479
CAGR, % 4.90
Calmar ratio (CAGR / Max DD%) 0.1523
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 240.68 | Fee: 119.39 | Vol: 333735.43
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": 13,
    "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
}