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
1629.64
Total PnL
629.64 (62.96%)
Total Trades (Win/Los)
275 (152/123)
Win Rate
55.27%
Max Drawdown
673.56 (30.10%)
Total Fees
227.79
Position avg (max), %
55.82 (127.26)
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 19.65% -0.59% -3.22% 19.50% 3.49% 6.36% 1.87% 9.15% 4.68% 11.09% 6.45% -9.57% 88.46%
2025 -1.46% -12.70% 7.36% 13.24% -8.87% 3.60% -14.02% 3.25% 6.52% 12.73% 7.95% -14.53% -2.90%
2026 4.05% -10.81% 5.52% 0.50% -9.50% 0.00% — — — — — — -10.94%
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 1629.64
Min balance 983.47
Max balance 2237.62
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.64
Average monthly return (arithmetic), % 2.06
Best month, % 19.65
Worst month, % -14.53
PnL, Volume & Fees
Metric Value
Total PnL 629.64
Total PnL, % 62.96
Gross profit 5592.85
Gross loss 4734.56
Trading volume (USDT) 636483.07
Total transactions (buy/sell) 276
Total fees 227.79
Funding net -0.86
Funding accrued (received) 56.74
Funding paid 57.60
Trades
Metric Value
Total Trades 275
Win Trades 152
Los Trades 123
Win Rate, % 55.27
Expectancy per trade 3.1211
Max consecutive wins 10
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 55.82
Position max, % of margin balance 127.26
Max Drawdown 673.56
Max Drawdown, % 30.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1813
Recovery Factor (Total PnL / Max DD) 0.9348
Sharpe ratio (monthly) 0.7811
Sortino ratio (monthly) 1.2592
CAGR, % 22.41
Calmar ratio (CAGR / Max DD%) 0.7446
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 858.29 | Fee: 227.79 | Vol: 636483.07
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": 15,
    "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
}