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
1250.92
Total PnL
250.92 (25.09%)
Total Trades (Win/Los)
213 (122/91)
Win Rate
57.28%
Max Drawdown
636.55 (36.48%)
Total Fees
128.26
Position avg (max), %
49.70 (125.21)
Profit Factor
1.12
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 6.91% 2.55% -2.92% 19.23% 3.71% 0.21% -1.41% -1.97% 2.16% 10.70% 5.50% -13.24% 31.94%
2025 -4.25% -2.78% 14.86% 2.12% -2.53% -6.19% -9.23% 9.25% 6.55% 15.27% 5.46% -24.00% -2.53%
2026 11.35% -18.32% 3.89% 5.06% -1.96% 0.00% — — — — — — -2.66%
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 1250.92
Min balance 912.84
Max balance 1744.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.75
Average monthly return (arithmetic), % 1.20
Best month, % 19.23
Worst month, % -24.00
PnL, Volume & Fees
Metric Value
Total PnL 250.92
Total PnL, % 25.09
Gross profit 3623.40
Gross loss 3243.01
Trading volume (USDT) 358681.18
Total transactions (buy/sell) 214
Total fees 128.26
Funding net -1.21
Funding accrued (received) 38.15
Funding paid 39.36
Trades
Metric Value
Total Trades 213
Win Trades 122
Los Trades 91
Win Rate, % 57.28
Expectancy per trade 1.7859
Max consecutive wins 13
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.70
Position max, % of margin balance 125.21
Max Drawdown 636.55
Max Drawdown, % 36.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1173
Recovery Factor (Total PnL / Max DD) 0.3942
Sharpe ratio (monthly) 0.4473
Sortino ratio (monthly) 0.6412
CAGR, % 9.71
Calmar ratio (CAGR / Max DD%) 0.2663
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 380.39 | Fee: 128.26 | Vol: 358681.18
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": 20,
    "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
}