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
1114.03
Total PnL
114.03 (11.40%)
Total Trades (Win/Los)
184 (108/76)
Win Rate
58.70%
Max Drawdown
317.11 (29.04%)
Total Fees
82.46
Position avg (max), %
47.38 (127.75)
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 6.04% 0.30% -4.18% -9.11% -13.46% 6.02% -1.07% 3.66% 11.62% 5.12% 5.71% -5.50% 2.15%
2025 1.61% -8.37% -3.31% 5.95% 3.31% -6.04% -7.15% 8.85% 6.56% -2.48% 3.81% -10.73% -9.88%
2026 12.66% -1.48% 2.22% 5.71% 0.96% 0.00% — — — — — — 21.10%
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 1114.03
Min balance 774.91
Max balance 1163.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.36
Average monthly return (arithmetic), % 0.57
Best month, % 12.66
Worst month, % -13.46
PnL, Volume & Fees
Metric Value
Total PnL 114.03
Total PnL, % 11.40
Gross profit 2380.91
Gross loss 2183.13
Trading volume (USDT) 230557.31
Total transactions (buy/sell) 185
Total fees 82.46
Funding net -1.29
Funding accrued (received) 26.73
Funding paid 28.03
Trades
Metric Value
Total Trades 184
Win Trades 108
Los Trades 76
Win Rate, % 58.70
Expectancy per trade 1.0749
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 47.38
Position max, % of margin balance 127.75
Max Drawdown 317.11
Max Drawdown, % 29.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0906
Recovery Factor (Total PnL / Max DD) 0.3596
Sharpe ratio (monthly) 0.3074
Sortino ratio (monthly) 0.4433
CAGR, % 4.57
Calmar ratio (CAGR / Max DD%) 0.1575
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 197.78 | Fee: 82.46 | Vol: 230557.31
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": 13,
    "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
}