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
1183.45
Total PnL
183.45 (18.35%)
Total Trades (Win/Los)
189 (107/82)
Win Rate
56.61%
Max Drawdown
534.20 (35.74%)
Total Fees
104.17
Position avg (max), %
49.51 (125.18)
Profit Factor
1.11
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% 3.17% -4.58% 19.33% -2.90% 5.89% -4.67% 7.51% 8.61% -5.15% 5.46% -13.42% 23.57%
2025 3.22% -3.81% -0.38% -1.55% -1.29% -12.83% -4.02% 3.60% -0.11% 9.60% 6.82% -10.77% -13.05%
2026 10.89% -1.75% 1.88% -0.26% -0.44% 0.00% — — — — — — 10.23%
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 1183.45
Min balance 895.99
Max balance 1494.52
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.57
Average monthly return (arithmetic), % 0.81
Best month, % 19.33
Worst month, % -13.42
PnL, Volume & Fees
Metric Value
Total PnL 183.45
Total PnL, % 18.35
Gross profit 2923.33
Gross loss 2633.09
Trading volume (USDT) 291260.21
Total transactions (buy/sell) 190
Total fees 104.17
Funding net -2.63
Funding accrued (received) 33.05
Funding paid 35.68
Trades
Metric Value
Total Trades 189
Win Trades 107
Los Trades 82
Win Rate, % 56.61
Expectancy per trade 1.5357
Max consecutive wins 6
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.51
Position max, % of margin balance 125.18
Max Drawdown 534.20
Max Drawdown, % 35.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1102
Recovery Factor (Total PnL / Max DD) 0.3434
Sharpe ratio (monthly) 0.4006
Sortino ratio (monthly) 0.6370
CAGR, % 7.22
Calmar ratio (CAGR / Max DD%) 0.2021
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 290.24 | Fee: 104.17 | Vol: 291260.21
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": 18,
    "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
}