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
1865.04
Total PnL
865.04 (86.50%)
Total Trades (Win/Los)
244 (139/105)
Win Rate
56.97%
Max Drawdown
820.03 (32.39%)
Total Fees
205.70
Position avg (max), %
51.10 (123.33)
Profit Factor
1.24
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 19.23% 3.57% -2.52% 19.34% 0.22% 6.05% -0.86% 9.66% 4.67% 10.44% 6.10% -11.41% 80.36%
2025 3.49% -7.55% 7.25% 9.59% -2.54% 3.08% -10.03% 3.21% 4.61% 14.69% 6.65% -21.14% 5.85%
2026 11.22% -15.04% 4.72% -0.45% -0.76% 0.00% — — — — — — -2.24%
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 1865.04
Min balance 997.42
Max balance 2531.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.10
Average monthly return (arithmetic), % 2.52
Best month, % 19.34
Worst month, % -21.14
PnL, Volume & Fees
Metric Value
Total PnL 865.04
Total PnL, % 86.50
Gross profit 5539.76
Gross loss 4469.71
Trading volume (USDT) 575128.59
Total transactions (buy/sell) 245
Total fees 205.70
Funding net 0.69
Funding accrued (received) 55.69
Funding paid 55.00
Trades
Metric Value
Total Trades 244
Win Trades 139
Los Trades 105
Win Rate, % 56.97
Expectancy per trade 4.3855
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.10
Position max, % of margin balance 123.33
Max Drawdown 820.03
Max Drawdown, % 32.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2394
Recovery Factor (Total PnL / Max DD) 1.0549
Sharpe ratio (monthly) 0.9654
Sortino ratio (monthly) 1.5288
CAGR, % 29.45
Calmar ratio (CAGR / Max DD%) 0.9092
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1070.05 | Fee: 205.70 | Vol: 575128.59
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": 17,
    "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
}