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
1461.96
Total PnL
461.96 (46.20%)
Total Trades (Win/Los)
303 (164/139)
Win Rate
54.13%
Max Drawdown
556.46 (29.53%)
Total Fees
231.33
Position avg (max), %
56.67 (120.40)
Profit Factor
1.15
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 20.76% 1.16% 0.60% 18.93% 2.29% 2.44% -4.26% -3.53% 5.41% 10.93% 7.60% -5.96% 67.37%
2025 0.07% -11.06% 8.63% 8.33% -7.96% 0.65% -10.90% 2.29% 3.32% 7.27% 8.37% -13.22% -7.82%
2026 -0.06% -9.24% 8.96% 1.88% -5.88% 0.00% — — — — — — -5.23%
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 1461.96
Min balance 999.77
Max balance 1884.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.27
Average monthly return (arithmetic), % 1.59
Best month, % 20.76
Worst month, % -13.22
PnL, Volume & Fees
Metric Value
Total PnL 461.96
Total PnL, % 46.20
Gross profit 5151.41
Gross loss 4461.80
Trading volume (USDT) 645998.81
Total transactions (buy/sell) 304
Total fees 231.33
Funding net 3.68
Funding accrued (received) 53.82
Funding paid 50.14
Trades
Metric Value
Total Trades 303
Win Trades 164
Los Trades 139
Win Rate, % 54.13
Expectancy per trade 2.2759
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 56.67
Position max, % of margin balance 120.40
Max Drawdown 556.46
Max Drawdown, % 29.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1546
Recovery Factor (Total PnL / Max DD) 0.8302
Sharpe ratio (monthly) 0.6824
Sortino ratio (monthly) 1.1727
CAGR, % 17.03
Calmar ratio (CAGR / Max DD%) 0.5768
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 689.61 | Fee: 231.33 | Vol: 645998.81
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": 13,
    "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
}