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
1142.38
Total PnL
142.38 (14.24%)
Total Trades (Win/Los)
253 (104/149)
Win Rate
41.11%
Max Drawdown
728.80 (46.04%)
Total Fees
146.21
Position avg (max), %
42.99 (117.74)
Profit Factor
1.11
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 -1.33% 0.40% 7.48% 5.43% 2.51% 6.80% 0.40% 6.60% 9.43% 9.74% -9.03% -12.93% 25.13%
2025 -10.93% -0.52% 9.10% -11.22% -1.75% -7.24% -10.12% 9.65% 5.27% 9.28% 6.18% -5.24% -10.77%
2026 8.24% -6.27% -6.64% 6.60% 1.40% 0.00% — — — — — — 2.39%
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 1142.38
Min balance 854.22
Max balance 1583.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.45
Average monthly return (arithmetic), % 0.71
Best month, % 9.74
Worst month, % -12.93
PnL, Volume & Fees
Metric Value
Total PnL 142.38
Total PnL, % 14.24
Gross profit 2915.05
Gross loss 2626.47
Trading volume (USDT) 408009.57
Total transactions (buy/sell) 254
Total fees 146.21
Funding net 0.01
Funding accrued (received) 28.55
Funding paid 28.54
Trades
Metric Value
Total Trades 253
Win Trades 104
Los Trades 149
Win Rate, % 41.11
Expectancy per trade 1.1406
Max consecutive wins 6
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 42.99
Position max, % of margin balance 117.74
Max Drawdown 728.80
Max Drawdown, % 46.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1099
Recovery Factor (Total PnL / Max DD) 0.1954
Sharpe ratio (monthly) 0.3416
Sortino ratio (monthly) 0.4873
CAGR, % 5.67
Calmar ratio (CAGR / Max DD%) 0.1231
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 288.57 | Fee: 146.21 | Vol: 408009.57
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": 11,
    "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
}