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
1163.67
Total PnL
163.67 (16.37%)
Total Trades (Win/Los)
222 (123/99)
Win Rate
55.41%
Max Drawdown
665.87 (42.01%)
Total Fees
121.67
Position avg (max), %
48.63 (121.77)
Profit Factor
1.10
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 8.21% 2.21% -3.05% -3.43% -9.76% 7.88% 6.66% 7.46% 9.43% 5.53% 5.22% -11.36% 24.43%
2025 23.08% -14.91% -1.84% -9.75% -2.05% -5.21% -11.85% 10.13% 7.38% -2.07% 5.79% -7.85% -14.26%
2026 2.37% -1.41% 10.21% -3.02% 1.19% 0.00% — — — — — — 9.16%
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 1163.67
Min balance 906.97
Max balance 1585.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.51
Average monthly return (arithmetic), % 0.84
Best month, % 23.08
Worst month, % -14.91
PnL, Volume & Fees
Metric Value
Total PnL 163.67
Total PnL, % 16.37
Gross profit 3052.22
Gross loss 2764.68
Trading volume (USDT) 339914.91
Total transactions (buy/sell) 223
Total fees 121.67
Funding net -2.20
Funding accrued (received) 31.49
Funding paid 33.69
Trades
Metric Value
Total Trades 222
Win Trades 123
Los Trades 99
Win Rate, % 55.41
Expectancy per trade 1.2952
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.63
Position max, % of margin balance 121.77
Max Drawdown 665.87
Max Drawdown, % 42.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1040
Recovery Factor (Total PnL / Max DD) 0.2458
Sharpe ratio (monthly) 0.3554
Sortino ratio (monthly) 0.5580
CAGR, % 6.48
Calmar ratio (CAGR / Max DD%) 0.1542
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 287.54 | Fee: 121.67 | Vol: 339914.91
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": 5,
    "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
}