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
1617.34
Total PnL
617.34 (61.73%)
Total Trades (Win/Los)
219 (129/90)
Win Rate
58.90%
Max Drawdown
490.13 (25.71%)
Total Fees
146.47
Position avg (max), %
50.00 (128.20)
Profit Factor
1.23
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 8.26% 2.98% -2.55% 19.78% 4.87% -0.26% -0.73% -1.06% 2.46% 10.76% 5.36% -13.98% 37.49%
2025 -3.92% -2.71% 14.72% 10.84% -2.43% -5.40% -11.84% 9.18% 3.40% 14.95% 5.87% -12.45% 16.33%
2026 11.36% -16.03% 4.81% 4.50% -1.21% 0.00% — — — — — — 1.18%
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 1617.34
Min balance 928.31
Max balance 1906.71
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.62
Average monthly return (arithmetic), % 1.98
Best month, % 19.78
Worst month, % -16.03
PnL, Volume & Fees
Metric Value
Total PnL 617.34
Total PnL, % 61.73
Gross profit 4130.92
Gross loss 3363.85
Trading volume (USDT) 409604.80
Total transactions (buy/sell) 220
Total fees 146.47
Funding net -3.26
Funding accrued (received) 41.83
Funding paid 45.09
Trades
Metric Value
Total Trades 219
Win Trades 129
Los Trades 90
Win Rate, % 58.90
Expectancy per trade 3.5026
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 50.00
Position max, % of margin balance 128.20
Max Drawdown 490.13
Max Drawdown, % 25.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2280
Recovery Factor (Total PnL / Max DD) 1.2596
Sharpe ratio (monthly) 0.8026
Sortino ratio (monthly) 1.3187
CAGR, % 22.03
Calmar ratio (CAGR / Max DD%) 0.8570
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 767.07 | Fee: 146.47 | Vol: 409604.80
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": 19,
    "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
}