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
1118.05
Total PnL
118.05 (11.81%)
Total Trades (Win/Los)
206 (117/89)
Win Rate
56.80%
Max Drawdown
478.77 (31.98%)
Total Fees
110.18
Position avg (max), %
48.96 (126.79)
Profit Factor
1.08
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 8.25% -1.11% -3.71% 3.47% -3.56% 7.02% -8.07% 3.68% 11.83% -1.46% 7.33% 0.78% 25.06%
2025 3.30% -8.54% 0.20% -2.16% -3.65% 0.22% -7.15% 9.54% 5.88% 5.38% 11.74% -13.32% -1.69%
2026 6.34% -12.43% -7.74% 4.88% 0.99% 0.00% — — — — — — -9.00%
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 1118.05
Min balance 884.06
Max balance 1497.03
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.37
Average monthly return (arithmetic), % 0.60
Best month, % 11.83
Worst month, % -13.32
PnL, Volume & Fees
Metric Value
Total PnL 118.05
Total PnL, % 11.81
Gross profit 3059.38
Gross loss 2831.47
Trading volume (USDT) 308020.34
Total transactions (buy/sell) 207
Total fees 110.18
Funding net 0.31
Funding accrued (received) 33.51
Funding paid 33.20
Trades
Metric Value
Total Trades 206
Win Trades 117
Los Trades 89
Win Rate, % 56.80
Expectancy per trade 1.1064
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.96
Position max, % of margin balance 126.79
Max Drawdown 478.77
Max Drawdown, % 31.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0805
Recovery Factor (Total PnL / Max DD) 0.2466
Sharpe ratio (monthly) 0.3118
Sortino ratio (monthly) 0.4524
CAGR, % 4.73
Calmar ratio (CAGR / Max DD%) 0.1479
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 227.92 | Fee: 110.18 | Vol: 308020.34
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": 14,
    "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
}