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
1156.16
Total PnL
156.16 (15.62%)
Total Trades (Win/Los)
196 (114/82)
Win Rate
58.16%
Max Drawdown
501.35 (32.39%)
Total Fees
112.32
Position avg (max), %
49.30 (128.74)
Profit Factor
1.09
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 7.37% -1.54% -4.22% 10.61% 0.99% 6.20% -0.75% 3.75% 11.88% -3.36% 6.98% 0.92% 44.38%
2025 2.89% -8.71% 0.04% -1.47% -5.39% -5.53% -9.27% 6.21% 3.83% 5.26% 11.96% -12.10% -14.22%
2026 11.80% -12.96% -8.15% 4.87% -0.33% 0.00% — — — — — — -6.58%
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 1156.16
Min balance 869.93
Max balance 1547.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.49
Average monthly return (arithmetic), % 0.73
Best month, % 11.96
Worst month, % -12.96
PnL, Volume & Fees
Metric Value
Total PnL 156.16
Total PnL, % 15.62
Gross profit 3178.83
Gross loss 2908.25
Trading volume (USDT) 314086.99
Total transactions (buy/sell) 197
Total fees 112.32
Funding net -2.09
Funding accrued (received) 34.77
Funding paid 36.87
Trades
Metric Value
Total Trades 196
Win Trades 114
Los Trades 82
Win Rate, % 58.16
Expectancy per trade 1.3805
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.30
Position max, % of margin balance 128.74
Max Drawdown 501.35
Max Drawdown, % 32.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0930
Recovery Factor (Total PnL / Max DD) 0.3115
Sharpe ratio (monthly) 0.3647
Sortino ratio (monthly) 0.5461
CAGR, % 6.19
Calmar ratio (CAGR / Max DD%) 0.1912
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 270.57 | Fee: 112.32 | Vol: 314086.99
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": 15,
    "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
}