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
1648.56
Total PnL
648.56 (64.86%)
Total Trades (Win/Los)
352 (186/166)
Win Rate
52.84%
Max Drawdown
601.41 (29.43%)
Total Fees
286.15
Position avg (max), %
57.66 (122.80)
Profit Factor
1.18
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 22.05% -3.05% -1.66% 16.15% 8.73% -2.47% -3.00% -6.92% 10.62% 8.27% 6.80% -2.37% 61.59%
2025 14.00% -9.89% 6.70% 9.65% -5.61% -1.88% -17.69% 7.07% 0.36% 11.56% 8.74% -13.18% 3.70%
2026 2.24% 0.13% 12.10% -13.44% -0.95% 0.00% — — — — — — -1.61%
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 1648.56
Min balance 999.77
Max balance 2051.65
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.68
Average monthly return (arithmetic), % 2.10
Best month, % 22.05
Worst month, % -17.69
PnL, Volume & Fees
Metric Value
Total PnL 648.56
Total PnL, % 64.86
Gross profit 6056.75
Gross loss 5124.17
Trading volume (USDT) 798766.42
Total transactions (buy/sell) 353
Total fees 286.15
Funding net 2.14
Funding accrued (received) 56.49
Funding paid 54.35
Trades
Metric Value
Total Trades 352
Win Trades 186
Los Trades 166
Win Rate, % 52.84
Expectancy per trade 2.6494
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.66
Position max, % of margin balance 122.80
Max Drawdown 601.41
Max Drawdown, % 29.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1820
Recovery Factor (Total PnL / Max DD) 1.0784
Sharpe ratio (monthly) 0.7905
Sortino ratio (monthly) 1.3432
CAGR, % 23.00
Calmar ratio (CAGR / Max DD%) 0.7815
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 932.57 | Fee: 286.15 | Vol: 798766.42
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": 3,
    "detection": 9,
    "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
}