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
1622.20
Total PnL
622.20 (62.22%)
Total Trades (Win/Los)
181 (83/98)
Win Rate
45.86%
Max Drawdown
400.83 (22.03%)
Total Fees
123.58
Position avg (max), %
31.47 (115.23)
Profit Factor
1.35
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 5.71% 6.41% 0.88% -3.02% 3.17% -2.96% 5.48% 4.24% 9.24% 7.27% -2.03% -4.91% 32.25%
2025 4.11% 3.25% 11.76% -12.07% 5.14% 1.52% -5.60% 9.48% -0.42% 9.21% 5.72% -15.46% 13.26%
2026 8.90% -4.50% 0.07% 4.11% -0.04% 0.00% — — — — — — 8.31%
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 1622.20
Min balance 965.77
Max balance 1819.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.63
Average monthly return (arithmetic), % 1.82
Best month, % 11.76
Worst month, % -15.46
PnL, Volume & Fees
Metric Value
Total PnL 622.20
Total PnL, % 62.22
Gross profit 2900.95
Gross loss 2154.59
Trading volume (USDT) 345158.67
Total transactions (buy/sell) 182
Total fees 123.58
Funding net -0.58
Funding accrued (received) 25.73
Funding paid 26.31
Trades
Metric Value
Total Trades 181
Win Trades 83
Los Trades 98
Win Rate, % 45.86
Expectancy per trade 4.1235
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.47
Position max, % of margin balance 115.23
Max Drawdown 400.83
Max Drawdown, % 22.03
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3464
Recovery Factor (Total PnL / Max DD) 1.5523
Sharpe ratio (monthly) 1.0186
Sortino ratio (monthly) 1.5736
CAGR, % 22.18
Calmar ratio (CAGR / Max DD%) 1.0068
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 746.36 | Fee: 123.58 | Vol: 345158.67
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": 18,
    "detection": 5,
    "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
}