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
1190.79
Total PnL
190.79 (19.08%)
Total Trades (Win/Los)
284 (154/130)
Win Rate
54.23%
Max Drawdown
563.41 (35.30%)
Total Fees
173.84
Position avg (max), %
55.07 (123.71)
Profit Factor
1.10
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 8.72% 0.33% -4.11% 11.01% -4.72% 7.78% -12.12% -1.72% 7.66% 9.90% 12.33% -5.96% 28.70%
2025 18.42% -12.09% 6.17% 6.10% -12.36% -3.23% -17.06% 9.95% 5.93% 9.12% 8.60% -10.39% 2.03%
2026 5.81% -12.83% 5.35% -7.96% 1.47% 0.00% — — — — — — -9.25%
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 1190.79
Min balance 907.21
Max balance 1596.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.59
Average monthly return (arithmetic), % 1.00
Best month, % 18.42
Worst month, % -17.06
PnL, Volume & Fees
Metric Value
Total PnL 190.79
Total PnL, % 19.08
Gross profit 4072.61
Gross loss 3709.35
Trading volume (USDT) 485506.11
Total transactions (buy/sell) 285
Total fees 173.84
Funding net 1.37
Funding accrued (received) 41.57
Funding paid 40.20
Trades
Metric Value
Total Trades 284
Win Trades 154
Los Trades 130
Win Rate, % 54.23
Expectancy per trade 1.2791
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 55.07
Position max, % of margin balance 123.71
Max Drawdown 563.41
Max Drawdown, % 35.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0979
Recovery Factor (Total PnL / Max DD) 0.3386
Sharpe ratio (monthly) 0.3831
Sortino ratio (monthly) 0.5586
CAGR, % 7.50
Calmar ratio (CAGR / Max DD%) 0.2124
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 363.26 | Fee: 173.84 | Vol: 485506.11
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": 4,
    "detection": 11,
    "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
}