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
1556.22
Total PnL
556.22 (55.62%)
Total Trades (Win/Los)
220 (126/94)
Win Rate
57.27%
Max Drawdown
625.74 (32.58%)
Total Fees
152.05
Position avg (max), %
50.40 (123.42)
Profit Factor
1.20
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 19.23% 3.66% -3.91% 19.42% -2.14% 6.13% -1.72% 9.10% 4.17% 8.70% 4.80% -10.93% 66.95%
2025 3.60% -4.02% -10.93% 9.91% -6.41% -6.20% -4.74% 0.76% 2.69% 14.09% 6.95% -19.04% -16.78%
2026 12.16% -1.92% -1.47% 0.71% 2.68% 0.00% — — — — — — 12.08%
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 1556.22
Min balance 997.42
Max balance 1920.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.49
Average monthly return (arithmetic), % 1.85
Best month, % 19.42
Worst month, % -19.04
PnL, Volume & Fees
Metric Value
Total PnL 556.22
Total PnL, % 55.62
Gross profit 4328.31
Gross loss 3616.14
Trading volume (USDT) 425270.36
Total transactions (buy/sell) 221
Total fees 152.05
Funding net -3.90
Funding accrued (received) 42.95
Funding paid 46.86
Trades
Metric Value
Total Trades 220
Win Trades 126
Los Trades 94
Win Rate, % 57.27
Expectancy per trade 3.2371
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 50.40
Position max, % of margin balance 123.42
Max Drawdown 625.74
Max Drawdown, % 32.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1969
Recovery Factor (Total PnL / Max DD) 0.8889
Sharpe ratio (monthly) 0.7525
Sortino ratio (monthly) 1.2798
CAGR, % 20.10
Calmar ratio (CAGR / Max DD%) 0.6168
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 712.17 | Fee: 152.05 | Vol: 425270.36
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": 17,
    "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
}