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
1547.85
Total PnL
547.85 (54.79%)
Total Trades (Win/Los)
296 (168/128)
Win Rate
56.76%
Max Drawdown
772.68 (35.24%)
Total Fees
225.81
Position avg (max), %
57.03 (120.21)
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 20.19% 0.37% -0.59% 14.28% -2.51% 6.98% -11.70% -3.42% 6.31% 8.84% 13.72% -4.58% 53.05%
2025 9.52% -5.48% 6.86% 8.69% -7.89% 3.33% -11.41% 5.93% 6.96% 8.53% 8.41% -18.71% 9.85%
2026 1.60% -12.42% 7.39% -0.69% -2.98% 0.00% — — — — — — -7.93%
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 1547.85
Min balance 999.77
Max balance 2192.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.47
Average monthly return (arithmetic), % 1.85
Best month, % 20.19
Worst month, % -18.71
PnL, Volume & Fees
Metric Value
Total PnL 547.85
Total PnL, % 54.79
Gross profit 5363.64
Gross loss 4590.12
Trading volume (USDT) 630732.74
Total transactions (buy/sell) 297
Total fees 225.81
Funding net 0.13
Funding accrued (received) 53.39
Funding paid 53.26
Trades
Metric Value
Total Trades 296
Win Trades 168
Los Trades 128
Win Rate, % 56.76
Expectancy per trade 2.6133
Max consecutive wins 13
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.03
Position max, % of margin balance 120.21
Max Drawdown 772.68
Max Drawdown, % 35.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1685
Recovery Factor (Total PnL / Max DD) 0.7090
Sharpe ratio (monthly) 0.7346
Sortino ratio (monthly) 1.1624
CAGR, % 19.83
Calmar ratio (CAGR / Max DD%) 0.5628
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 773.53 | Fee: 225.81 | Vol: 630732.74
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": 12,
    "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
}