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
1259.25
Total PnL
259.25 (25.93%)
Total Trades (Win/Los)
223 (100/123)
Win Rate
44.84%
Max Drawdown
593.28 (35.11%)
Total Fees
143.73
Position avg (max), %
41.57 (117.95)
Profit Factor
1.15
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 2.06% -0.78% 8.03% 4.80% 1.95% 5.98% -0.02% 14.75% 8.76% 8.44% -3.16% -8.18% 49.03%
2025 -4.54% 0.23% -1.79% -10.75% -0.11% 1.59% -11.28% 9.94% 2.17% 9.09% 5.88% -5.66% -7.58%
2026 5.67% -8.63% -6.64% 5.51% -3.86% 0.00% — — — — — — -8.57%
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 1259.25
Min balance 959.03
Max balance 1689.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.77
Average monthly return (arithmetic), % 0.98
Best month, % 14.75
Worst month, % -11.28
PnL, Volume & Fees
Metric Value
Total PnL 259.25
Total PnL, % 25.93
Gross profit 3161.58
Gross loss 2758.04
Trading volume (USDT) 401297.21
Total transactions (buy/sell) 224
Total fees 143.73
Funding net -0.55
Funding accrued (received) 31.59
Funding paid 32.14
Trades
Metric Value
Total Trades 223
Win Trades 100
Los Trades 123
Win Rate, % 44.84
Expectancy per trade 1.8096
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.57
Position max, % of margin balance 117.95
Max Drawdown 593.28
Max Drawdown, % 35.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1463
Recovery Factor (Total PnL / Max DD) 0.4370
Sharpe ratio (monthly) 0.5240
Sortino ratio (monthly) 0.8249
CAGR, % 10.02
Calmar ratio (CAGR / Max DD%) 0.2853
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 403.54 | Fee: 143.73 | Vol: 401297.21
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": 10,
    "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
}