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
1197.37
Total PnL
197.37 (19.74%)
Total Trades (Win/Los)
185 (90/95)
Win Rate
48.65%
Max Drawdown
696.81 (43.62%)
Total Fees
104.53
Position avg (max), %
40.53 (116.59)
Profit Factor
1.13
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 12.89% -5.70% 0.93% 4.08% 2.06% 6.86% 2.04% 7.27% 9.47% 8.33% -3.87% -8.08% 39.89%
2025 -3.24% 0.11% -12.42% -12.59% 2.33% -0.02% -13.02% 9.80% 6.87% 2.32% 6.41% -7.02% -21.61%
2026 8.10% -8.70% 4.89% 5.57% -0.08% 0.00% — — — — — — 9.19%
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 1197.37
Min balance 900.62
Max balance 1597.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.60
Average monthly return (arithmetic), % 0.85
Best month, % 12.89
Worst month, % -13.02
PnL, Volume & Fees
Metric Value
Total PnL 197.37
Total PnL, % 19.74
Gross profit 2648.64
Gross loss 2344.94
Trading volume (USDT) 292040.88
Total transactions (buy/sell) 186
Total fees 104.53
Funding net -1.79
Funding accrued (received) 27.20
Funding paid 28.99
Trades
Metric Value
Total Trades 185
Win Trades 90
Los Trades 95
Win Rate, % 48.65
Expectancy per trade 1.6416
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 40.53
Position max, % of margin balance 116.59
Max Drawdown 696.81
Max Drawdown, % 43.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1295
Recovery Factor (Total PnL / Max DD) 0.2833
Sharpe ratio (monthly) 0.4213
Sortino ratio (monthly) 0.5987
CAGR, % 7.74
Calmar ratio (CAGR / Max DD%) 0.1775
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 303.69 | Fee: 104.53 | Vol: 292040.88
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": 11,
    "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
}