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
1209.47
Total PnL
209.47 (20.95%)
Total Trades (Win/Los)
215 (120/95)
Win Rate
55.81%
Max Drawdown
629.68 (40.75%)
Total Fees
113.97
Position avg (max), %
48.62 (127.47)
Profit Factor
1.12
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 5.95% 0.30% -3.58% 0.66% -9.58% 7.89% 4.38% 5.39% 9.63% 5.33% 5.56% -9.37% 22.29%
2025 22.19% -16.44% -2.15% -10.17% 3.17% -5.47% -12.04% 10.24% 7.40% -1.84% 5.99% -8.80% -13.51%
2026 5.89% -1.69% 9.69% -0.95% 1.18% 0.00% — — — — — — 14.43%
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 1209.47
Min balance 879.10
Max balance 1545.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.64
Average monthly return (arithmetic), % 0.96
Best month, % 22.19
Worst month, % -16.44
PnL, Volume & Fees
Metric Value
Total PnL 209.47
Total PnL, % 20.95
Gross profit 3010.56
Gross loss 2685.66
Trading volume (USDT) 318527.13
Total transactions (buy/sell) 216
Total fees 113.97
Funding net -1.46
Funding accrued (received) 31.42
Funding paid 32.88
Trades
Metric Value
Total Trades 215
Win Trades 120
Los Trades 95
Win Rate, % 55.81
Expectancy per trade 1.5112
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.62
Position max, % of margin balance 127.47
Max Drawdown 629.68
Max Drawdown, % 40.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1210
Recovery Factor (Total PnL / Max DD) 0.3327
Sharpe ratio (monthly) 0.4142
Sortino ratio (monthly) 0.6314
CAGR, % 8.19
Calmar ratio (CAGR / Max DD%) 0.2011
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 324.91 | Fee: 113.97 | Vol: 318527.13
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": 9,
    "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
}