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
1269.40
Total PnL
269.40 (26.94%)
Total Trades (Win/Los)
177 (107/70)
Win Rate
60.45%
Max Drawdown
321.68 (29.65%)
Total Fees
82.85
Position avg (max), %
45.06 (128.76)
Profit Factor
1.17
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 6.69% -0.99% -4.24% -9.15% -13.68% 5.95% -1.61% 3.85% 11.46% 4.17% 6.09% 1.38% 7.24%
2025 2.92% -8.94% -3.31% 6.62% 2.77% -6.28% -6.95% 9.44% 10.98% 9.36% 3.31% -11.43% 5.24%
2026 12.07% -1.79% -3.89% 5.61% 0.74% 0.00% — — — — — — 12.55%
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 1269.40
Min balance 763.10
Max balance 1366.84
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.80
Average monthly return (arithmetic), % 1.04
Best month, % 12.07
Worst month, % -13.68
PnL, Volume & Fees
Metric Value
Total PnL 269.40
Total PnL, % 26.94
Gross profit 2459.96
Gross loss 2102.01
Trading volume (USDT) 231709.05
Total transactions (buy/sell) 178
Total fees 82.85
Funding net -5.70
Funding accrued (received) 25.09
Funding paid 30.79
Trades
Metric Value
Total Trades 177
Win Trades 107
Los Trades 70
Win Rate, % 60.45
Expectancy per trade 2.0223
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 45.06
Position max, % of margin balance 128.76
Max Drawdown 321.68
Max Drawdown, % 29.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1703
Recovery Factor (Total PnL / Max DD) 0.8375
Sharpe ratio (monthly) 0.5237
Sortino ratio (monthly) 0.7915
CAGR, % 10.38
Calmar ratio (CAGR / Max DD%) 0.3501
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 357.95 | Fee: 82.85 | Vol: 231709.05
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": 14,
    "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
}