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
1634.80
Total PnL
634.80 (63.48%)
Total Trades (Win/Los)
175 (83/92)
Win Rate
47.43%
Max Drawdown
431.42 (23.56%)
Total Fees
121.67
Position avg (max), %
32.95 (117.50)
Profit Factor
1.34
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 6.72% 6.62% 0.31% 4.06% 1.24% -5.67% 5.40% -1.98% 9.54% 9.32% -1.72% 0.03% 37.95%
2025 3.52% 1.51% 13.34% -11.59% 5.14% -0.47% -5.07% 9.14% -0.20% 7.30% 5.94% -8.84% 18.06%
2026 9.06% -5.58% -7.26% 4.12% 0.95% 0.00% — — — — — — 0.38%
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 1634.80
Min balance 983.65
Max balance 1831.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.65
Average monthly return (arithmetic), % 1.83
Best month, % 13.34
Worst month, % -11.59
PnL, Volume & Fees
Metric Value
Total PnL 634.80
Total PnL, % 63.48
Gross profit 3003.73
Gross loss 2248.39
Trading volume (USDT) 339927.20
Total transactions (buy/sell) 176
Total fees 121.67
Funding net 1.12
Funding accrued (received) 28.73
Funding paid 27.61
Trades
Metric Value
Total Trades 175
Win Trades 83
Los Trades 92
Win Rate, % 47.43
Expectancy per trade 4.3163
Max consecutive wins 6
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.95
Position max, % of margin balance 117.50
Max Drawdown 431.42
Max Drawdown, % 23.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3360
Recovery Factor (Total PnL / Max DD) 1.4714
Sharpe ratio (monthly) 1.0630
Sortino ratio (monthly) 1.8260
CAGR, % 22.57
Calmar ratio (CAGR / Max DD%) 0.9581
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 755.35 | Fee: 121.67 | Vol: 339927.20
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": 16,
    "detection": 5,
    "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
}