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
1706.16
Total PnL
706.16 (70.62%)
Total Trades (Win/Los)
187 (104/83)
Win Rate
55.61%
Max Drawdown
345.66 (18.97%)
Total Fees
125.95
Position avg (max), %
41.09 (120.57)
Profit Factor
1.33
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 8.79% -0.88% 8.03% 2.62% -7.72% 9.27% -0.38% 8.19% 8.06% 7.92% -3.99% -2.21% 42.24%
2025 6.24% -2.78% 2.67% -1.92% 0.27% 1.47% -4.28% 4.47% 7.10% -0.57% 6.87% -3.09% 16.70%
2026 5.04% -10.61% 5.07% 5.13% -0.90% 0.00% — — — — — — 2.78%
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 1706.16
Min balance 950.26
Max balance 1821.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.80
Average monthly return (arithmetic), % 1.93
Best month, % 9.27
Worst month, % -10.61
PnL, Volume & Fees
Metric Value
Total PnL 706.16
Total PnL, % 70.62
Gross profit 3372.33
Gross loss 2541.32
Trading volume (USDT) 352050.39
Total transactions (buy/sell) 188
Total fees 125.95
Funding net 1.10
Funding accrued (received) 35.72
Funding paid 34.62
Trades
Metric Value
Total Trades 187
Win Trades 104
Los Trades 83
Win Rate, % 55.61
Expectancy per trade 4.4439
Max consecutive wins 7
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.09
Position max, % of margin balance 120.57
Max Drawdown 345.66
Max Drawdown, % 18.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3270
Recovery Factor (Total PnL / Max DD) 2.0429
Sharpe ratio (monthly) 1.2980
Sortino ratio (monthly) 2.3910
CAGR, % 24.76
Calmar ratio (CAGR / Max DD%) 1.3051
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 831.01 | Fee: 125.95 | Vol: 352050.39
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": 9,
    "detection": 4,
    "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
}