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
1641.39
Total PnL
641.39 (64.14%)
Total Trades (Win/Los)
255 (142/113)
Win Rate
55.69%
Max Drawdown
728.33 (33.79%)
Total Fees
188.84
Position avg (max), %
51.02 (123.05)
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 9.64% -0.05% -2.86% 11.97% 1.52% 8.77% -2.09% 5.46% 10.37% 11.13% 11.90% -9.20% 69.35%
2025 23.06% -15.65% 0.68% 0.25% -0.14% -2.58% -11.51% 10.21% 6.53% -14.55% 12.48% -13.56% -12.03%
2026 6.72% 2.70% 9.83% -4.66% -3.91% 0.00% — — — — — — 10.26%
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 1641.39
Min balance 912.35
Max balance 2155.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.67
Average monthly return (arithmetic), % 2.08
Best month, % 23.06
Worst month, % -15.65
PnL, Volume & Fees
Metric Value
Total PnL 641.39
Total PnL, % 64.14
Gross profit 4805.36
Gross loss 3976.02
Trading volume (USDT) 527713.38
Total transactions (buy/sell) 256
Total fees 188.84
Funding net 0.89
Funding accrued (received) 48.17
Funding paid 47.29
Trades
Metric Value
Total Trades 255
Win Trades 142
Los Trades 113
Win Rate, % 55.69
Expectancy per trade 3.2523
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 51.02
Position max, % of margin balance 123.05
Max Drawdown 728.33
Max Drawdown, % 33.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2086
Recovery Factor (Total PnL / Max DD) 0.8806
Sharpe ratio (monthly) 0.7918
Sortino ratio (monthly) 1.3059
CAGR, % 22.78
Calmar ratio (CAGR / Max DD%) 0.6742
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 829.34 | Fee: 188.84 | Vol: 527713.38
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": 8,
    "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
}