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
1591.45
Total PnL
591.45 (59.15%)
Total Trades (Win/Los)
188 (111/77)
Win Rate
59.04%
Max Drawdown
334.98 (22.55%)
Total Fees
112.88
Position avg (max), %
48.15 (131.17)
Profit Factor
1.27
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 8.15% 2.99% -5.49% 19.03% -1.16% 0.22% -3.72% -2.58% 7.80% 9.09% 4.81% -9.00% 30.58%
2025 -3.77% -3.90% 7.44% 10.87% -3.99% -6.52% -4.65% 6.59% -0.63% 14.44% 5.90% -9.38% 9.65%
2026 11.56% -1.99% -2.70% 4.48% 0.05% 0.00% — — — — — — 11.23%
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 1591.45
Min balance 902.82
Max balance 1677.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.56
Average monthly return (arithmetic), % 1.80
Best month, % 19.03
Worst month, % -9.38
PnL, Volume & Fees
Metric Value
Total PnL 591.45
Total PnL, % 59.15
Gross profit 3355.16
Gross loss 2647.97
Trading volume (USDT) 315772.85
Total transactions (buy/sell) 189
Total fees 112.88
Funding net -2.87
Funding accrued (received) 36.59
Funding paid 39.45
Trades
Metric Value
Total Trades 188
Win Trades 111
Los Trades 77
Win Rate, % 59.04
Expectancy per trade 3.7617
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.15
Position max, % of margin balance 131.17
Max Drawdown 334.98
Max Drawdown, % 22.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2671
Recovery Factor (Total PnL / Max DD) 1.7657
Sharpe ratio (monthly) 0.8920
Sortino ratio (monthly) 1.8447
CAGR, % 21.22
Calmar ratio (CAGR / Max DD%) 0.9410
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 707.20 | Fee: 112.88 | Vol: 315772.85
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": 19,
    "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
}