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
1878.79
Total PnL
878.79 (87.88%)
Total Trades (Win/Los)
266 (149/117)
Win Rate
56.02%
Max Drawdown
684.14 (28.62%)
Total Fees
221.11
Position avg (max), %
51.05 (125.89)
Profit Factor
1.24
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% -0.23% -3.27% 11.66% -0.43% 9.30% -0.97% 7.59% 8.99% 11.31% 11.67% -8.04% 87.34%
2025 23.30% -15.77% 0.71% 0.48% 0.48% 2.60% -11.71% 10.36% 6.52% -14.84% 12.23% -11.73% -5.13%
2026 7.50% 2.72% 4.48% -4.62% -3.86% 0.00% — — — — — — 5.79%
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 1878.79
Min balance 994.78
Max balance 2390.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.13
Average monthly return (arithmetic), % 2.56
Best month, % 23.30
Worst month, % -15.77
PnL, Volume & Fees
Metric Value
Total PnL 878.79
Total PnL, % 87.88
Gross profit 5669.09
Gross loss 4570.73
Trading volume (USDT) 618000.73
Total transactions (buy/sell) 267
Total fees 221.11
Funding net 1.54
Funding accrued (received) 55.15
Funding paid 53.61
Trades
Metric Value
Total Trades 266
Win Trades 149
Los Trades 117
Win Rate, % 56.02
Expectancy per trade 4.1292
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.05
Position max, % of margin balance 125.89
Max Drawdown 684.14
Max Drawdown, % 28.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2403
Recovery Factor (Total PnL / Max DD) 1.2845
Sharpe ratio (monthly) 0.9464
Sortino ratio (monthly) 1.6592
CAGR, % 29.84
Calmar ratio (CAGR / Max DD%) 1.0427
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1098.36 | Fee: 221.11 | Vol: 618000.73
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": 7,
    "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
}