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
1924.30
Total PnL
924.30 (92.43%)
Total Trades (Win/Los)
232 (136/96)
Win Rate
58.62%
Max Drawdown
904.35 (34.98%)
Total Fees
195.38
Position avg (max), %
48.91 (125.39)
Profit Factor
1.26
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 19.22% 3.05% -2.62% 19.45% 2.08% 6.00% -0.67% 8.94% 3.71% 10.76% 5.17% -12.81% 76.28%
2025 3.57% -1.44% 6.43% 9.67% -4.07% -2.29% -11.35% 9.47% 6.36% 14.60% 6.27% -21.88% 9.66%
2026 11.52% -17.70% 5.01% 4.41% -1.02% 0.00% — — — — — — -0.39%
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 1924.30
Min balance 997.42
Max balance 2585.21
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.21
Average monthly return (arithmetic), % 2.66
Best month, % 19.45
Worst month, % -21.88
PnL, Volume & Fees
Metric Value
Total PnL 924.30
Total PnL, % 92.43
Gross profit 5476.83
Gross loss 4357.12
Trading volume (USDT) 546406.29
Total transactions (buy/sell) 233
Total fees 195.38
Funding net -0.02
Funding accrued (received) 53.53
Funding paid 53.55
Trades
Metric Value
Total Trades 232
Win Trades 136
Los Trades 96
Win Rate, % 58.62
Expectancy per trade 4.8263
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.91
Position max, % of margin balance 125.39
Max Drawdown 904.35
Max Drawdown, % 34.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2570
Recovery Factor (Total PnL / Max DD) 1.0221
Sharpe ratio (monthly) 0.9819
Sortino ratio (monthly) 1.5111
CAGR, % 31.14
Calmar ratio (CAGR / Max DD%) 0.8900
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1119.71 | Fee: 195.38 | Vol: 546406.29
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": 18,
    "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
}