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
1767.40
Total PnL
767.40 (76.74%)
Total Trades (Win/Los)
272 (149/123)
Win Rate
54.78%
Max Drawdown
874.45 (33.92%)
Total Fees
233.59
Position avg (max), %
51.48 (129.59)
Profit Factor
1.21
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 20.34% 0.30% -1.35% 12.03% -4.10% 8.86% 8.80% 6.70% 9.68% 11.28% 11.82% -8.01% 102.98%
2025 22.72% -15.56% 0.93% 0.67% 0.11% -5.95% -11.12% 10.18% 6.54% -14.99% 12.29% -11.72% -12.84%
2026 7.84% 3.36% -2.17% -4.76% -3.74% 0.00% — — — — — — -0.03%
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 1767.40
Min balance 999.77
Max balance 2578.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.92
Average monthly return (arithmetic), % 2.37
Best month, % 22.72
Worst month, % -15.56
PnL, Volume & Fees
Metric Value
Total PnL 767.40
Total PnL, % 76.74
Gross profit 5835.65
Gross loss 4835.32
Trading volume (USDT) 652755.73
Total transactions (buy/sell) 273
Total fees 233.59
Funding net 0.67
Funding accrued (received) 56.22
Funding paid 55.55
Trades
Metric Value
Total Trades 272
Win Trades 149
Los Trades 123
Win Rate, % 54.78
Expectancy per trade 3.6777
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.48
Position max, % of margin balance 129.59
Max Drawdown 874.45
Max Drawdown, % 33.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2069
Recovery Factor (Total PnL / Max DD) 0.8776
Sharpe ratio (monthly) 0.8597
Sortino ratio (monthly) 1.5070
CAGR, % 26.60
Calmar ratio (CAGR / Max DD%) 0.7842
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1000.32 | Fee: 233.59 | Vol: 652755.73
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": 5,
    "detection": 6,
    "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
}