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
1203.05
Total PnL
203.05 (20.30%)
Total Trades (Win/Los)
286 (157/129)
Win Rate
54.90%
Max Drawdown
682.12 (38.01%)
Total Fees
191.10
Position avg (max), %
55.88 (120.17)
Profit Factor
1.10
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 20.76% 0.16% -0.86% 13.81% -4.63% 7.30% -6.25% -4.54% 3.89% 9.88% 7.70% -6.68% 43.41%
2025 1.46% -7.65% 6.45% 7.71% -7.87% -3.93% -5.55% 5.91% 6.17% 7.88% 8.40% -20.96% -6.66%
2026 0.27% -12.78% 7.29% -0.73% -3.52% 0.00% — — — — — — -10.12%
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 1203.05
Min balance 999.77
Max balance 1794.70
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.62
Average monthly return (arithmetic), % 0.97
Best month, % 20.76
Worst month, % -20.96
PnL, Volume & Fees
Metric Value
Total PnL 203.05
Total PnL, % 20.30
Gross profit 4477.81
Gross loss 4086.23
Trading volume (USDT) 533760.83
Total transactions (buy/sell) 287
Total fees 191.10
Funding net 2.57
Funding accrued (received) 46.70
Funding paid 44.13
Trades
Metric Value
Total Trades 286
Win Trades 157
Los Trades 129
Win Rate, % 54.90
Expectancy per trade 1.3691
Max consecutive wins 7
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 55.88
Position max, % of margin balance 120.17
Max Drawdown 682.12
Max Drawdown, % 38.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0958
Recovery Factor (Total PnL / Max DD) 0.2977
Sharpe ratio (monthly) 0.4028
Sortino ratio (monthly) 0.6108
CAGR, % 7.96
Calmar ratio (CAGR / Max DD%) 0.2093
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 391.58 | Fee: 191.10 | Vol: 533760.83
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": 13,
    "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
}