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
1272.52
Total PnL
272.52 (27.25%)
Total Trades (Win/Los)
237 (130/107)
Win Rate
54.85%
Max Drawdown
902.57 (45.05%)
Total Fees
165.50
Position avg (max), %
52.03 (127.89)
Profit Factor
1.11
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% 5.05% -4.38% 19.15% -1.05% 5.79% 1.53% 7.31% 4.31% 8.52% 5.98% -10.08% 76.20%
2025 -3.51% -2.65% -5.74% 10.76% -11.54% -3.33% -9.50% 0.89% 4.72% 12.81% 7.00% -22.47% -24.97%
2026 3.82% -12.08% -0.48% 0.65% 5.29% 0.00% — — — — — — -3.74%
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 1272.52
Min balance 997.42
Max balance 2003.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.81
Average monthly return (arithmetic), % 1.21
Best month, % 19.65
Worst month, % -22.47
PnL, Volume & Fees
Metric Value
Total PnL 272.52
Total PnL, % 27.25
Gross profit 4427.54
Gross loss 3987.29
Trading volume (USDT) 462669.20
Total transactions (buy/sell) 238
Total fees 165.50
Funding net -2.23
Funding accrued (received) 44.43
Funding paid 46.67
Trades
Metric Value
Total Trades 237
Win Trades 130
Los Trades 107
Win Rate, % 54.85
Expectancy per trade 1.8576
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 52.03
Position max, % of margin balance 127.89
Max Drawdown 902.57
Max Drawdown, % 45.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1104
Recovery Factor (Total PnL / Max DD) 0.3019
Sharpe ratio (monthly) 0.4695
Sortino ratio (monthly) 0.7073
CAGR, % 10.49
Calmar ratio (CAGR / Max DD%) 0.2330
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 440.25 | Fee: 165.50 | Vol: 462669.20
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": 16,
    "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
}