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
1512.79
Total PnL
512.79 (51.28%)
Total Trades (Win/Los)
329 (178/151)
Win Rate
54.10%
Max Drawdown
728.69 (35.32%)
Total Fees
253.99
Position avg (max), %
59.06 (115.35)
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 20.98% 2.33% -5.00% 16.31% 3.04% 3.49% -9.85% 1.17% 10.26% 11.32% 11.93% -4.74% 74.15%
2025 10.54% -10.29% -8.43% 8.89% -6.71% 2.69% -15.37% 2.74% -0.17% 9.25% 9.65% -11.64% -12.96%
2026 2.36% -0.77% 16.25% -11.06% -4.96% 0.00% — — — — — — -0.20%
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 1512.79
Min balance 999.77
Max balance 2062.90
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.39
Average monthly return (arithmetic), % 1.81
Best month, % 20.98
Worst month, % -15.37
PnL, Volume & Fees
Metric Value
Total PnL 512.79
Total PnL, % 51.28
Gross profit 5528.34
Gross loss 4763.19
Trading volume (USDT) 709099.18
Total transactions (buy/sell) 330
Total fees 253.99
Funding net 1.63
Funding accrued (received) 55.06
Funding paid 53.43
Trades
Metric Value
Total Trades 329
Win Trades 178
Los Trades 151
Win Rate, % 54.10
Expectancy per trade 2.3257
Max consecutive wins 10
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 59.06
Position max, % of margin balance 115.35
Max Drawdown 728.69
Max Drawdown, % 35.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1606
Recovery Factor (Total PnL / Max DD) 0.7037
Sharpe ratio (monthly) 0.6792
Sortino ratio (monthly) 1.1528
CAGR, % 18.70
Calmar ratio (CAGR / Max DD%) 0.5294
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 765.15 | Fee: 253.99 | Vol: 709099.18
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": 11,
    "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
}