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
1325.16
Total PnL
325.16 (32.52%)
Total Trades (Win/Los)
216 (98/118)
Win Rate
45.37%
Max Drawdown
714.97 (36.67%)
Total Fees
159.00
Position avg (max), %
39.40 (116.65)
Profit Factor
1.16
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 11.64% 1.74% 8.01% 4.04% 2.15% 5.02% 6.06% 5.27% 9.59% 8.63% 2.27% -7.61% 71.94%
2025 -4.66% -1.70% 8.68% -12.17% 1.68% -6.14% -10.03% 9.71% 4.76% 3.35% 2.14% -8.25% -14.49%
2026 9.25% -7.83% -10.87% 1.18% -0.75% 0.00% — — — — — — -9.87%
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 1325.16
Min balance 965.50
Max balance 1949.52
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.94
Average monthly return (arithmetic), % 1.17
Best month, % 11.64
Worst month, % -12.17
PnL, Volume & Fees
Metric Value
Total PnL 325.16
Total PnL, % 32.52
Gross profit 3591.26
Gross loss 3107.13
Trading volume (USDT) 444020.44
Total transactions (buy/sell) 217
Total fees 159.00
Funding net 0.03
Funding accrued (received) 34.86
Funding paid 34.83
Trades
Metric Value
Total Trades 216
Win Trades 98
Los Trades 118
Win Rate, % 45.37
Expectancy per trade 2.2413
Max consecutive wins 6
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.40
Position max, % of margin balance 116.65
Max Drawdown 714.97
Max Drawdown, % 36.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1558
Recovery Factor (Total PnL / Max DD) 0.4548
Sharpe ratio (monthly) 0.6033
Sortino ratio (monthly) 0.8953
CAGR, % 12.37
Calmar ratio (CAGR / Max DD%) 0.3372
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 484.13 | Fee: 159.00 | Vol: 444020.44
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": 13,
    "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
}