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
1102.09
Total PnL
102.09 (10.21%)
Total Trades (Win/Los)
207 (117/90)
Win Rate
56.52%
Max Drawdown
612.63 (42.34%)
Total Fees
102.67
Position avg (max), %
48.70 (127.35)
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 6.04% 0.30% -3.52% 0.69% -9.42% 8.46% -1.51% 4.58% 11.07% 4.84% 5.65% -9.95% 15.82%
2025 20.32% -18.81% -2.93% -8.67% 3.46% -5.43% -12.67% 9.64% 7.44% -1.90% 6.16% -8.30% -16.76%
2026 5.64% -1.50% 9.65% -1.13% 1.42% 0.00% — — — — — — 14.40%
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 1102.09
Min balance 834.45
Max balance 1447.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.33
Average monthly return (arithmetic), % 0.65
Best month, % 20.32
Worst month, % -18.81
PnL, Volume & Fees
Metric Value
Total PnL 102.09
Total PnL, % 10.21
Gross profit 2771.14
Gross loss 2565.95
Trading volume (USDT) 286962.08
Total transactions (buy/sell) 208
Total fees 102.67
Funding net -0.43
Funding accrued (received) 29.84
Funding paid 30.27
Trades
Metric Value
Total Trades 207
Win Trades 117
Los Trades 90
Win Rate, % 56.52
Expectancy per trade 0.9913
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.70
Position max, % of margin balance 127.35
Max Drawdown 612.63
Max Drawdown, % 42.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0800
Recovery Factor (Total PnL / Max DD) 0.1666
Sharpe ratio (monthly) 0.2814
Sortino ratio (monthly) 0.4116
CAGR, % 4.11
Calmar ratio (CAGR / Max DD%) 0.0970
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 205.19 | Fee: 102.67 | Vol: 286962.08
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": 10,
    "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
}