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
1109.99
Total PnL
109.99 (11.00%)
Total Trades (Win/Los)
242 (132/110)
Win Rate
54.55%
Max Drawdown
635.81 (37.90%)
Total Fees
150.32
Position avg (max), %
52.50 (126.80)
Profit Factor
1.07
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 8.24% -1.11% -3.71% 14.02% 1.01% 6.05% -0.13% 8.18% 5.06% -1.51% 6.84% -8.97% 36.86%
2025 7.30% -2.45% 5.97% -3.05% -13.19% -6.52% -7.27% 10.10% 6.49% 13.37% 7.68% -14.63% -1.12%
2026 0.98% -18.83% -2.42% 1.90% 0.70% 0.00% — — — — — — -17.92%
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 1109.99
Min balance 883.94
Max balance 1677.70
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 0.67
Best month, % 14.02
Worst month, % -18.83
PnL, Volume & Fees
Metric Value
Total PnL 109.99
Total PnL, % 11.00
Gross profit 3784.04
Gross loss 3523.74
Trading volume (USDT) 420023.12
Total transactions (buy/sell) 243
Total fees 150.32
Funding net 0.01
Funding accrued (received) 40.22
Funding paid 40.21
Trades
Metric Value
Total Trades 242
Win Trades 132
Los Trades 110
Win Rate, % 54.55
Expectancy per trade 1.0756
Max consecutive wins 10
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 52.50
Position max, % of margin balance 126.80
Max Drawdown 635.81
Max Drawdown, % 37.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0739
Recovery Factor (Total PnL / Max DD) 0.1730
Sharpe ratio (monthly) 0.2948
Sortino ratio (monthly) 0.4111
CAGR, % 4.42
Calmar ratio (CAGR / Max DD%) 0.1165
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 260.29 | Fee: 150.32 | Vol: 420023.12
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": 14,
    "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
}