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
1630.95
Total PnL
630.95 (63.09%)
Total Trades (Win/Los)
287 (158/129)
Win Rate
55.05%
Max Drawdown
733.30 (32.06%)
Total Fees
246.66
Position avg (max), %
56.03 (122.07)
Profit Factor
1.18
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 19.30% -0.51% -0.37% 14.73% 6.35% 5.84% 2.68% 9.34% 4.81% 11.57% 6.22% -7.13% 97.76%
2025 -0.55% -11.74% 8.06% 8.21% -8.14% 3.64% -13.29% -0.37% 6.40% 13.51% 7.45% -14.38% -6.19%
2026 -1.28% -10.64% 7.63% 0.63% -7.99% 0.00% — — — — — — -12.08%
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 1630.95
Min balance 999.77
Max balance 2287.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.64
Average monthly return (arithmetic), % 2.00
Best month, % 19.30
Worst month, % -14.38
PnL, Volume & Fees
Metric Value
Total PnL 630.95
Total PnL, % 63.09
Gross profit 5715.49
Gross loss 4839.55
Trading volume (USDT) 688974.36
Total transactions (buy/sell) 288
Total fees 246.66
Funding net 1.66
Funding accrued (received) 59.42
Funding paid 57.76
Trades
Metric Value
Total Trades 287
Win Trades 158
Los Trades 129
Win Rate, % 55.05
Expectancy per trade 3.0521
Max consecutive wins 10
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 56.03
Position max, % of margin balance 122.07
Max Drawdown 733.30
Max Drawdown, % 32.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1810
Recovery Factor (Total PnL / Max DD) 0.8604
Sharpe ratio (monthly) 0.8212
Sortino ratio (monthly) 1.3270
CAGR, % 22.45
Calmar ratio (CAGR / Max DD%) 0.7005
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 875.94 | Fee: 246.66 | Vol: 688974.36
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": 14,
    "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
}