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
1202.00
Total PnL
202.00 (20.20%)
Total Trades (Win/Los)
194 (110/84)
Win Rate
56.70%
Max Drawdown
646.65 (42.06%)
Total Fees
105.94
Position avg (max), %
49.80 (124.72)
Profit Factor
1.12
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 6.14% 3.26% -4.23% 19.24% -1.40% 5.97% -3.12% 9.02% 6.34% -4.42% 6.30% -13.10% 29.68%
2025 3.44% -4.06% -11.36% -2.10% -1.39% -12.00% -4.63% 7.16% 2.68% 9.96% 7.22% -10.22% -16.99%
2026 11.39% -1.73% 1.87% 0.65% -0.45% 0.00% — — — — — — 11.73%
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 1202.00
Min balance 890.89
Max balance 1537.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.62
Average monthly return (arithmetic), % 0.88
Best month, % 19.24
Worst month, % -13.10
PnL, Volume & Fees
Metric Value
Total PnL 202.00
Total PnL, % 20.20
Gross profit 3015.11
Gross loss 2703.44
Trading volume (USDT) 296254.48
Total transactions (buy/sell) 195
Total fees 105.94
Funding net -3.74
Funding accrued (received) 32.47
Funding paid 36.21
Trades
Metric Value
Total Trades 194
Win Trades 110
Los Trades 84
Win Rate, % 56.70
Expectancy per trade 1.6066
Max consecutive wins 6
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.80
Position max, % of margin balance 124.72
Max Drawdown 646.65
Max Drawdown, % 42.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1153
Recovery Factor (Total PnL / Max DD) 0.3124
Sharpe ratio (monthly) 0.4189
Sortino ratio (monthly) 0.6580
CAGR, % 7.92
Calmar ratio (CAGR / Max DD%) 0.1882
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 311.67 | Fee: 105.94 | Vol: 296254.48
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": 17,
    "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
}