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
1301.68
Total PnL
301.68 (30.17%)
Total Trades (Win/Los)
254 (142/112)
Win Rate
55.91%
Max Drawdown
795.63 (40.12%)
Total Fees
180.74
Position avg (max), %
54.74 (127.77)
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 19.65% -0.59% -3.68% 19.04% 0.99% 5.80% 1.51% 8.19% 5.11% 8.55% 6.21% -7.43% 79.50%
2025 -1.49% -8.98% -5.59% 12.80% -10.81% -1.73% -9.84% 0.93% 4.35% 13.53% 7.56% -21.72% -24.03%
2026 4.77% -11.04% 2.38% 1.28% -1.24% 0.00% — — — — — — -4.55%
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 1301.68
Min balance 979.37
Max balance 1983.00
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.88
Average monthly return (arithmetic), % 1.28
Best month, % 19.65
Worst month, % -21.72
PnL, Volume & Fees
Metric Value
Total PnL 301.68
Total PnL, % 30.17
Gross profit 4609.76
Gross loss 4127.46
Trading volume (USDT) 505132.67
Total transactions (buy/sell) 255
Total fees 180.74
Funding net 0.13
Funding accrued (received) 48.41
Funding paid 48.29
Trades
Metric Value
Total Trades 254
Win Trades 142
Los Trades 112
Win Rate, % 55.91
Expectancy per trade 1.8988
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 54.74
Position max, % of margin balance 127.77
Max Drawdown 795.63
Max Drawdown, % 40.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1169
Recovery Factor (Total PnL / Max DD) 0.3792
Sharpe ratio (monthly) 0.4983
Sortino ratio (monthly) 0.7723
CAGR, % 11.54
Calmar ratio (CAGR / Max DD%) 0.2875
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 482.30 | Fee: 180.74 | Vol: 505132.67
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": 15,
    "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
}