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
1601.02
Total PnL
601.02 (60.10%)
Total Trades (Win/Los)
399 (208/191)
Win Rate
52.13%
Max Drawdown
574.71 (39.63%)
Total Fees
251.67
Position avg (max), %
61.31 (114.84)
Profit Factor
1.20
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 17.46% -1.18% 2.60% 13.43% -8.18% -10.41% -10.27% -2.01% 12.02% 6.94% -1.38% -0.87% 14.44%
2025 4.24% -14.48% 12.67% 10.20% -2.78% 1.91% -15.43% 2.39% -2.57% 10.53% 12.56% -4.29% 10.16%
2026 3.88% 14.61% 18.43% -9.30% -0.69% 0.00% — — — — — — 27.01%
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 1601.02
Min balance 875.48
Max balance 1802.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 2.00
Best month, % 18.43
Worst month, % -15.43
PnL, Volume & Fees
Metric Value
Total PnL 601.02
Total PnL, % 60.10
Gross profit 5067.88
Gross loss 4216.35
Trading volume (USDT) 702164.79
Total transactions (buy/sell) 400
Total fees 251.67
Funding net 1.15
Funding accrued (received) 45.32
Funding paid 44.17
Trades
Metric Value
Total Trades 399
Win Trades 208
Los Trades 191
Win Rate, % 52.13
Expectancy per trade 2.1342
Max consecutive wins 8
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 61.31
Position max, % of margin balance 114.84
Max Drawdown 574.71
Max Drawdown, % 39.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2020
Recovery Factor (Total PnL / Max DD) 1.0458
Sharpe ratio (monthly) 0.7520
Sortino ratio (monthly) 1.2975
CAGR, % 21.52
Calmar ratio (CAGR / Max DD%) 0.5430
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 851.53 | Fee: 251.67 | Vol: 702164.79
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": 2,
    "detection": 8,
    "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
}