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
1385.31
Total PnL
385.31 (38.53%)
Total Trades (Win/Los)
972 (389/583)
Win Rate
40.02%
Max Drawdown
740.33 (34.93%)
Total Fees
877.19
Position avg (max), %
73.24 (111.77)
Profit Factor
1.14
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 2.72% -7.03% 22.25% 11.23% 6.83% -4.88% -12.89% 16.38% 1.43% 11.30% 8.97% 1.19% 66.51%
2025 1.87% 4.33% -0.19% 8.67% -9.41% -1.05% -10.16% 14.51% -16.31% 7.82% 5.19% -14.89% -14.12%
2026 1.67% 17.74% 3.14% -14.09% -8.62% 0.00% — — — — — — -3.06%
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 1385.31
Min balance 899.98
Max balance 2119.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.09
Average monthly return (arithmetic), % 1.59
Best month, % 22.25
Worst month, % -16.31
PnL, Volume & Fees
Metric Value
Total PnL 385.31
Total PnL, % 38.53
Gross profit 9955.15
Gross loss 8695.36
Trading volume (USDT) 2442100.39
Total transactions (buy/sell) 974
Total fees 877.19
Funding net 2.70
Funding accrued (received) 68.17
Funding paid 65.46
Trades
Metric Value
Total Trades 972
Win Trades 389
Los Trades 583
Win Rate, % 40.02
Expectancy per trade 1.2961
Max consecutive wins 10
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 73.24
Position max, % of margin balance 111.77
Max Drawdown 740.33
Max Drawdown, % 34.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1449
Recovery Factor (Total PnL / Max DD) 0.5205
Sharpe ratio (monthly) 0.5515
Sortino ratio (monthly) 0.8740
CAGR, % 14.45
Calmar ratio (CAGR / Max DD%) 0.4137
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1259.79 | Fee: 877.19 | Vol: 2442100.39
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": 2,
    "detection": 1,
    "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
}