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
1194.43
Total PnL
194.43 (19.44%)
Total Trades (Win/Los)
217 (121/96)
Win Rate
55.76%
Max Drawdown
639.30 (39.83%)
Total Fees
118.16
Position avg (max), %
47.66 (126.52)
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% 0.29% -3.38% 0.77% -9.94% 7.85% 5.14% 5.74% 9.65% 4.83% 5.63% -7.50% 26.29%
2025 22.77% -14.93% -2.14% -10.20% 3.13% -5.48% -12.23% 9.90% 7.57% -2.02% 5.86% -10.23% -13.56%
2026 0.35% -1.57% 10.50% -1.01% 1.33% 0.00% — — — — — — 9.49%
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 1194.43
Min balance 886.00
Max balance 1605.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.60
Average monthly return (arithmetic), % 0.91
Best month, % 22.77
Worst month, % -14.93
PnL, Volume & Fees
Metric Value
Total PnL 194.43
Total PnL, % 19.44
Gross profit 3096.49
Gross loss 2784.60
Trading volume (USDT) 330196.38
Total transactions (buy/sell) 218
Total fees 118.16
Funding net 0.69
Funding accrued (received) 32.76
Funding paid 32.07
Trades
Metric Value
Total Trades 217
Win Trades 121
Los Trades 96
Win Rate, % 55.76
Expectancy per trade 1.4373
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.66
Position max, % of margin balance 126.52
Max Drawdown 639.30
Max Drawdown, % 39.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1120
Recovery Factor (Total PnL / Max DD) 0.3041
Sharpe ratio (monthly) 0.3957
Sortino ratio (monthly) 0.6152
CAGR, % 7.63
Calmar ratio (CAGR / Max DD%) 0.1917
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 311.89 | Fee: 118.16 | Vol: 330196.38
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": 6,
    "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
}