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
1704.44
Total PnL
704.44 (70.44%)
Total Trades (Win/Los)
209 (120/89)
Win Rate
57.42%
Max Drawdown
482.51 (23.69%)
Total Fees
151.27
Position avg (max), %
48.74 (132.28)
Profit Factor
1.25
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 19.22% 3.05% -5.48% 19.69% -4.15% 5.97% -3.01% 9.48% 3.83% 8.60% 6.20% -8.05% 65.07%
2025 3.57% -4.20% -0.50% 9.66% -5.73% -6.49% -4.46% 6.88% 0.03% 14.16% 6.22% -19.36% -4.66%
2026 12.39% -2.00% -2.18% -0.28% 0.88% 0.00% — — — — — — 8.38%
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 1704.44
Min balance 996.58
Max balance 2037.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.80
Average monthly return (arithmetic), % 2.13
Best month, % 19.69
Worst month, % -19.36
PnL, Volume & Fees
Metric Value
Total PnL 704.44
Total PnL, % 70.44
Gross profit 4361.27
Gross loss 3502.66
Trading volume (USDT) 423128.78
Total transactions (buy/sell) 210
Total fees 151.27
Funding net -2.90
Funding accrued (received) 44.67
Funding paid 47.58
Trades
Metric Value
Total Trades 209
Win Trades 120
Los Trades 89
Win Rate, % 57.42
Expectancy per trade 4.1082
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.74
Position max, % of margin balance 132.28
Max Drawdown 482.51
Max Drawdown, % 23.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2451
Recovery Factor (Total PnL / Max DD) 1.4599
Sharpe ratio (monthly) 0.8941
Sortino ratio (monthly) 1.6278
CAGR, % 24.71
Calmar ratio (CAGR / Max DD%) 1.0432
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 858.61 | Fee: 151.27 | Vol: 423128.78
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": 18,
    "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
}