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
1237.24
Total PnL
237.24 (23.72%)
Total Trades (Win/Los)
178 (92/86)
Win Rate
51.69%
Max Drawdown
410.18 (28.54%)
Total Fees
99.25
Position avg (max), %
41.78 (117.58)
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 0.28% -7.06% 8.15% 2.65% 2.06% 5.77% 0.33% 7.38% 9.37% 8.09% -4.02% -7.77% 25.93%
2025 0.18% -2.87% -0.09% -5.12% 0.63% 1.18% -10.71% 9.96% 3.14% 0.33% 6.29% -1.80% -0.40%
2026 5.22% -10.34% 0.29% 4.89% -0.59% 0.00% — — — — — — -1.35%
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 1237.24
Min balance 888.84
Max balance 1437.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.71
Average monthly return (arithmetic), % 0.86
Best month, % 9.96
Worst month, % -10.71
PnL, Volume & Fees
Metric Value
Total PnL 237.24
Total PnL, % 23.72
Gross profit 2587.15
Gross loss 2251.34
Trading volume (USDT) 277329.82
Total transactions (buy/sell) 179
Total fees 99.25
Funding net 0.68
Funding accrued (received) 29.43
Funding paid 28.75
Trades
Metric Value
Total Trades 178
Win Trades 92
Los Trades 86
Win Rate, % 51.69
Expectancy per trade 1.8866
Max consecutive wins 7
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.78
Position max, % of margin balance 117.58
Max Drawdown 410.18
Max Drawdown, % 28.54
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1492
Recovery Factor (Total PnL / Max DD) 0.5784
Sharpe ratio (monthly) 0.5491
Sortino ratio (monthly) 0.8311
CAGR, % 9.22
Calmar ratio (CAGR / Max DD%) 0.3229
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 335.81 | Fee: 99.25 | Vol: 277329.82
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": 4,
    "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
}