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
1188.10
Total PnL
188.10 (18.81%)
Total Trades (Win/Los)
218 (122/96)
Win Rate
55.96%
Max Drawdown
638.37 (39.65%)
Total Fees
121.29
Position avg (max), %
47.91 (125.02)
Profit Factor
1.11
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 6.64% 1.35% -3.23% 1.19% -9.88% 7.74% 7.02% 7.43% 9.67% 4.87% 5.52% -11.66% 26.66%
2025 22.70% -15.07% -1.96% -9.82% 3.17% -5.44% -12.39% 9.93% 7.56% -2.45% 5.86% -7.39% -10.95%
2026 1.11% -1.60% 5.14% -0.65% 1.43% 0.00% — — — — — — 5.42%
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 1188.10
Min balance 897.25
Max balance 1610.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.58
Average monthly return (arithmetic), % 0.89
Best month, % 22.70
Worst month, % -15.07
PnL, Volume & Fees
Metric Value
Total PnL 188.10
Total PnL, % 18.81
Gross profit 3102.62
Gross loss 2794.01
Trading volume (USDT) 338897.69
Total transactions (buy/sell) 219
Total fees 121.29
Funding net 0.78
Funding accrued (received) 33.39
Funding paid 32.62
Trades
Metric Value
Total Trades 218
Win Trades 122
Los Trades 96
Win Rate, % 55.96
Expectancy per trade 1.4156
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.91
Position max, % of margin balance 125.02
Max Drawdown 638.37
Max Drawdown, % 39.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1105
Recovery Factor (Total PnL / Max DD) 0.2947
Sharpe ratio (monthly) 0.3889
Sortino ratio (monthly) 0.5924
CAGR, % 7.40
Calmar ratio (CAGR / Max DD%) 0.1866
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 308.61 | Fee: 121.29 | Vol: 338897.69
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": 6,
    "detection": 6,
    "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
}