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
1539.36
Total PnL
539.36 (53.94%)
Total Trades (Win/Los)
222 (112/110)
Win Rate
50.45%
Max Drawdown
362.32 (20.70%)
Total Fees
149.48
Position avg (max), %
41.22 (115.48)
Profit Factor
1.25
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 2.76% -1.98% 8.07% 5.04% -3.97% 9.50% 0.97% 16.07% 8.00% 1.03% -3.60% -1.39% 46.12%
2025 -1.58% -1.42% 0.75% -1.41% 0.16% 1.31% -11.61% 3.90% 7.44% 2.97% 12.67% -6.85% 4.26%
2026 5.27% -8.82% 5.62% 5.46% -5.49% 0.00% — — — — — — 1.05%
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 1539.36
Min balance 896.32
Max balance 1750.09
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.45
Average monthly return (arithmetic), % 1.63
Best month, % 16.07
Worst month, % -11.61
PnL, Volume & Fees
Metric Value
Total PnL 539.36
Total PnL, % 53.94
Gross profit 3503.36
Gross loss 2812.28
Trading volume (USDT) 417479.37
Total transactions (buy/sell) 223
Total fees 149.48
Funding net -2.24
Funding accrued (received) 32.71
Funding paid 34.95
Trades
Metric Value
Total Trades 222
Win Trades 112
Los Trades 110
Win Rate, % 50.45
Expectancy per trade 3.1129
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.22
Position max, % of margin balance 115.48
Max Drawdown 362.32
Max Drawdown, % 20.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2457
Recovery Factor (Total PnL / Max DD) 1.4886
Sharpe ratio (monthly) 0.9333
Sortino ratio (monthly) 1.6977
CAGR, % 19.56
Calmar ratio (CAGR / Max DD%) 0.9447
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 691.07 | Fee: 149.48 | Vol: 417479.37
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": 9,
    "detection": 3,
    "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
}