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
1253.82
Total PnL
253.82 (25.38%)
Total Trades (Win/Los)
238 (130/108)
Win Rate
54.62%
Max Drawdown
683.39 (41.67%)
Total Fees
137.60
Position avg (max), %
47.49 (120.72)
Profit Factor
1.13
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 8.67% 2.55% -2.96% 0.58% -5.02% 4.18% 7.23% 8.82% 4.19% 5.17% 5.45% -10.65% 29.66%
2025 22.34% -13.48% -3.10% -9.60% -7.64% 0.94% -12.34% 10.27% 7.56% -1.73% 6.55% -6.19% -11.71%
2026 2.02% -1.07% 9.80% -2.52% 1.46% 0.00% — — — — — — 9.61%
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 1253.82
Min balance 927.80
Max balance 1640.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.76
Average monthly return (arithmetic), % 1.05
Best month, % 22.34
Worst month, % -13.48
PnL, Volume & Fees
Metric Value
Total PnL 253.82
Total PnL, % 25.38
Gross profit 3324.43
Gross loss 2933.24
Trading volume (USDT) 384380.17
Total transactions (buy/sell) 239
Total fees 137.60
Funding net 0.23
Funding accrued (received) 33.56
Funding paid 33.33
Trades
Metric Value
Total Trades 238
Win Trades 130
Los Trades 108
Win Rate, % 54.62
Expectancy per trade 1.6437
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.49
Position max, % of margin balance 120.72
Max Drawdown 683.39
Max Drawdown, % 41.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1334
Recovery Factor (Total PnL / Max DD) 0.3714
Sharpe ratio (monthly) 0.4736
Sortino ratio (monthly) 0.7581
CAGR, % 9.82
Calmar ratio (CAGR / Max DD%) 0.2357
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 391.19 | Fee: 137.60 | Vol: 384380.17
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": 6,
    "detection": 4,
    "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
}