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
1507.81
Total PnL
507.81 (50.78%)
Total Trades (Win/Los)
185 (109/76)
Win Rate
58.92%
Max Drawdown
315.90 (23.06%)
Total Fees
104.78
Position avg (max), %
48.16 (132.70)
Profit Factor
1.24
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 7.71% 2.39% -5.36% 12.60% -1.72% 0.23% -5.18% -2.10% 6.91% 10.08% 4.63% -9.36% 19.96%
2025 -3.95% -3.95% 7.47% 11.10% -4.72% -7.49% 1.82% 6.86% -0.86% 15.10% 5.78% -9.57% 15.29%
2026 10.36% -1.96% -3.34% 4.52% -0.20% 0.00% — — — — — — 9.11%
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 1507.81
Min balance 894.87
Max balance 1603.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.38
Average monthly return (arithmetic), % 1.59
Best month, % 15.10
Worst month, % -9.57
PnL, Volume & Fees
Metric Value
Total PnL 507.81
Total PnL, % 50.78
Gross profit 3127.35
Gross loss 2512.41
Trading volume (USDT) 293133.88
Total transactions (buy/sell) 186
Total fees 104.78
Funding net -2.35
Funding accrued (received) 34.63
Funding paid 36.98
Trades
Metric Value
Total Trades 185
Win Trades 109
Los Trades 76
Win Rate, % 58.92
Expectancy per trade 3.3240
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.16
Position max, % of margin balance 132.70
Max Drawdown 315.90
Max Drawdown, % 23.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2448
Recovery Factor (Total PnL / Max DD) 1.6075
Sharpe ratio (monthly) 0.8370
Sortino ratio (monthly) 1.5771
CAGR, % 18.54
Calmar ratio (CAGR / Max DD%) 0.8038
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 614.94 | Fee: 104.78 | Vol: 293133.88
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": 20,
    "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
}