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
1056.31
Total PnL
56.31 (5.63%)
Total Trades (Win/Los)
181 (104/77)
Win Rate
57.46%
Max Drawdown
479.50 (37.42%)
Total Fees
84.93
Position avg (max), %
48.99 (126.19)
Profit Factor
1.06
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 5.39% 3.19% -4.80% 19.26% -6.67% -0.41% -4.36% -2.10% 7.88% -3.90% 2.63% -14.00% -1.67%
2025 -4.06% -3.84% 7.51% -0.55% 2.48% -12.54% -4.40% 6.22% -0.39% 10.43% 6.37% -10.87% -6.36%
2026 9.92% -1.51% 1.70% 4.75% -0.46% 0.00% — — — — — — 14.80%
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 1056.31
Min balance 801.96
Max balance 1281.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.19
Average monthly return (arithmetic), % 0.43
Best month, % 19.26
Worst month, % -14.00
PnL, Volume & Fees
Metric Value
Total PnL 56.31
Total PnL, % 5.63
Gross profit 2446.38
Gross loss 2302.73
Trading volume (USDT) 237473.39
Total transactions (buy/sell) 182
Total fees 84.93
Funding net -2.41
Funding accrued (received) 28.05
Funding paid 30.46
Trades
Metric Value
Total Trades 181
Win Trades 104
Los Trades 77
Win Rate, % 57.46
Expectancy per trade 0.7937
Max consecutive wins 6
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.99
Position max, % of margin balance 126.19
Max Drawdown 479.50
Max Drawdown, % 37.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0624
Recovery Factor (Total PnL / Max DD) 0.1174
Sharpe ratio (monthly) 0.2120
Sortino ratio (monthly) 0.3245
CAGR, % 2.29
Calmar ratio (CAGR / Max DD%) 0.0613
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 143.65 | Fee: 84.93 | Vol: 237473.39
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": 19,
    "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
}