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
1709.54
Total PnL
709.54 (70.95%)
Total Trades (Win/Los)
259 (144/115)
Win Rate
55.60%
Max Drawdown
708.18 (30.85%)
Total Fees
212.09
Position avg (max), %
53.83 (128.15)
Profit Factor
1.20
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% 4.01% -3.12% 19.30% 0.25% 6.04% 1.98% 8.35% 4.34% 10.59% 5.94% -10.07% 85.73%
2025 -3.68% -7.05% 7.06% 10.60% -9.33% 3.70% -9.92% 3.37% 5.46% 13.29% 6.68% -16.52% -1.23%
2026 3.47% -11.85% 4.63% -0.80% -1.55% 0.00% — — — — — — -6.80%
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 1709.54
Min balance 997.42
Max balance 2295.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.80
Average monthly return (arithmetic), % 2.16
Best month, % 19.65
Worst month, % -16.52
PnL, Volume & Fees
Metric Value
Total PnL 709.54
Total PnL, % 70.95
Gross profit 5462.53
Gross loss 4540.45
Trading volume (USDT) 592798.67
Total transactions (buy/sell) 260
Total fees 212.09
Funding net -0.44
Funding accrued (received) 55.35
Funding paid 55.79
Trades
Metric Value
Total Trades 259
Win Trades 144
Los Trades 115
Win Rate, % 55.60
Expectancy per trade 3.5601
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 53.83
Position max, % of margin balance 128.15
Max Drawdown 708.18
Max Drawdown, % 30.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2031
Recovery Factor (Total PnL / Max DD) 1.0019
Sharpe ratio (monthly) 0.8823
Sortino ratio (monthly) 1.4716
CAGR, % 24.86
Calmar ratio (CAGR / Max DD%) 0.8060
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 922.07 | Fee: 212.09 | Vol: 592798.67
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": 16,
    "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
}