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
1669.26
Total PnL
669.26 (66.93%)
Total Trades (Win/Los)
346 (183/163)
Win Rate
52.89%
Max Drawdown
593.25 (30.48%)
Total Fees
272.52
Position avg (max), %
58.63 (115.71)
Profit Factor
1.19
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 22.40% 2.49% -6.42% 16.41% 3.50% -0.17% -7.08% -6.22% 10.81% 6.11% 11.93% -4.00% 55.46%
2025 11.44% -7.38% 5.35% 9.44% -6.48% -1.44% -16.69% 2.30% 0.57% 8.72% 10.37% -4.98% 7.19%
2026 1.84% 1.52% 16.08% -13.50% -3.50% 0.00% — — — — — — 0.18%
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 1669.26
Min balance 999.77
Max balance 2027.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.72
Average monthly return (arithmetic), % 2.11
Best month, % 22.40
Worst month, % -16.69
PnL, Volume & Fees
Metric Value
Total PnL 669.26
Total PnL, % 66.93
Gross profit 5755.94
Gross loss 4816.69
Trading volume (USDT) 760703.12
Total transactions (buy/sell) 347
Total fees 272.52
Funding net 2.53
Funding accrued (received) 55.85
Funding paid 53.32
Trades
Metric Value
Total Trades 346
Win Trades 183
Los Trades 163
Win Rate, % 52.89
Expectancy per trade 2.7146
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 58.63
Position max, % of margin balance 115.71
Max Drawdown 593.25
Max Drawdown, % 30.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1950
Recovery Factor (Total PnL / Max DD) 1.1281
Sharpe ratio (monthly) 0.8193
Sortino ratio (monthly) 1.4718
CAGR, % 23.64
Calmar ratio (CAGR / Max DD%) 0.7755
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 939.25 | Fee: 272.52 | Vol: 760703.12
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": 2,
    "detection": 10,
    "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
}