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
1125.04
Total PnL
125.04 (12.50%)
Total Trades (Win/Los)
192 (112/80)
Win Rate
58.33%
Max Drawdown
583.68 (35.87%)
Total Fees
111.29
Position avg (max), %
48.78 (122.87)
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 6.79% 4.04% -3.78% 10.22% 1.00% 6.73% -0.58% 3.02% 11.92% -3.12% 6.59% 0.58% 51.23%
2025 -4.11% -9.00% 0.03% -1.99% -5.60% -0.40% -9.76% 5.35% 3.51% 5.26% 11.95% -12.08% -18.00%
2026 11.30% -13.78% -8.91% 4.71% -0.81% 0.00% — — — — — — -9.22%
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 1125.04
Min balance 915.65
Max balance 1627.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.40
Average monthly return (arithmetic), % 0.64
Best month, % 11.95
Worst month, % -13.78
PnL, Volume & Fees
Metric Value
Total PnL 125.04
Total PnL, % 12.50
Gross profit 3204.90
Gross loss 2968.02
Trading volume (USDT) 311271.88
Total transactions (buy/sell) 193
Total fees 111.29
Funding net -0.54
Funding accrued (received) 35.72
Funding paid 36.27
Trades
Metric Value
Total Trades 192
Win Trades 112
Los Trades 80
Win Rate, % 58.33
Expectancy per trade 1.2337
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.78
Position max, % of margin balance 122.87
Max Drawdown 583.68
Max Drawdown, % 35.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0798
Recovery Factor (Total PnL / Max DD) 0.2142
Sharpe ratio (monthly) 0.3194
Sortino ratio (monthly) 0.4664
CAGR, % 5.00
Calmar ratio (CAGR / Max DD%) 0.1394
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 236.88 | Fee: 111.29 | Vol: 311271.88
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": 16,
    "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
}