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
1559.01
Total PnL
559.01 (55.90%)
Total Trades (Win/Los)
331 (178/153)
Win Rate
53.78%
Max Drawdown
672.30 (32.57%)
Total Fees
264.69
Position avg (max), %
57.12 (117.83)
Profit Factor
1.17
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 21.91% 0.71% -1.42% 15.58% 6.80% 3.38% -8.26% -9.90% 10.69% 6.79% 12.71% -2.95% 65.06%
2025 12.14% -9.47% 6.87% 9.61% -7.12% -4.22% -18.08% 5.63% 4.22% 8.59% 8.55% -10.79% 0.33%
2026 1.81% -1.27% 11.79% -14.15% -2.42% 0.00% — — — — — — -5.86%
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 1559.01
Min balance 999.77
Max balance 2064.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.49
Average monthly return (arithmetic), % 1.92
Best month, % 21.91
Worst month, % -18.08
PnL, Volume & Fees
Metric Value
Total PnL 559.01
Total PnL, % 55.90
Gross profit 5805.90
Gross loss 4982.62
Trading volume (USDT) 739006.49
Total transactions (buy/sell) 332
Total fees 264.69
Funding net 0.42
Funding accrued (received) 54.72
Funding paid 54.30
Trades
Metric Value
Total Trades 331
Win Trades 178
Los Trades 153
Win Rate, % 53.78
Expectancy per trade 2.4872
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.12
Position max, % of margin balance 117.83
Max Drawdown 672.30
Max Drawdown, % 32.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1652
Recovery Factor (Total PnL / Max DD) 0.8315
Sharpe ratio (monthly) 0.7157
Sortino ratio (monthly) 1.1628
CAGR, % 20.19
Calmar ratio (CAGR / Max DD%) 0.6199
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 823.28 | Fee: 264.69 | Vol: 739006.49
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": 10,
    "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
}