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
1068.80
Total PnL
68.80 (6.88%)
Total Trades (Win/Los)
219 (72/147)
Win Rate
32.88%
Max Drawdown
310.49 (26.65%)
Total Fees
116.65
Position avg (max), %
31.35 (115.34)
Profit Factor
1.10
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 4.30% 8.30% 0.88% -1.23% -8.89% -1.87% -0.95% -3.23% 8.36% 10.70% -0.79% -6.42% 7.42%
2025 -9.15% 5.59% -8.69% -1.28% 1.84% 4.21% -9.04% 8.66% -0.55% 8.69% 1.86% -19.92% -20.02%
2026 9.14% 2.57% 7.03% 3.84% 0.00% 0.00% — — — — — — 24.42%
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 1068.80
Min balance 854.40
Max balance 1164.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.22
Average monthly return (arithmetic), % 0.47
Best month, % 10.70
Worst month, % -19.92
PnL, Volume & Fees
Metric Value
Total PnL 68.80
Total PnL, % 6.88
Gross profit 1994.72
Gross loss 1815.88
Trading volume (USDT) 325235.63
Total transactions (buy/sell) 220
Total fees 116.65
Funding net 6.61
Funding accrued (received) 21.94
Funding paid 15.34
Trades
Metric Value
Total Trades 219
Win Trades 72
Los Trades 147
Win Rate, % 32.88
Expectancy per trade 0.8166
Max consecutive wins 5
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.35
Position max, % of margin balance 115.34
Max Drawdown 310.49
Max Drawdown, % 26.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0985
Recovery Factor (Total PnL / Max DD) 0.2216
Sharpe ratio (monthly) 0.2358
Sortino ratio (monthly) 0.3170
CAGR, % 2.79
Calmar ratio (CAGR / Max DD%) 0.1048
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 178.84 | Fee: 116.65 | Vol: 325235.63
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": 19,
    "detection": 3,
    "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
}