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
1229.45
Total PnL
229.45 (22.95%)
Total Trades (Win/Los)
796 (350/446)
Win Rate
43.97%
Max Drawdown
674.74 (35.43%)
Total Fees
628.05
Position avg (max), %
72.85 (110.89)
Profit Factor
1.12
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 -1.56% -8.26% 13.43% 3.80% 1.90% -5.60% 5.72% 7.15% -2.53% 16.16% 9.31% -4.29% 37.24%
2025 10.34% 2.08% 3.37% 12.49% -12.17% -0.41% -13.25% 15.80% -14.96% 3.39% 9.56% -10.33% -0.60%
2026 2.18% 17.63% 1.23% -17.47% -10.20% 0.00% — — — — — — -9.82%
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 1229.45
Min balance 848.55
Max balance 1904.57
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.69
Average monthly return (arithmetic), % 1.15
Best month, % 17.63
Worst month, % -17.47
PnL, Volume & Fees
Metric Value
Total PnL 229.45
Total PnL, % 22.95
Gross profit 7983.20
Gross loss 7127.18
Trading volume (USDT) 1748996.11
Total transactions (buy/sell) 797
Total fees 628.05
Funding net 1.47
Funding accrued (received) 60.24
Funding paid 58.77
Trades
Metric Value
Total Trades 796
Win Trades 350
Los Trades 446
Win Rate, % 43.97
Expectancy per trade 1.0754
Max consecutive wins 11
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 72.85
Position max, % of margin balance 110.89
Max Drawdown 674.74
Max Drawdown, % 35.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1201
Recovery Factor (Total PnL / Max DD) 0.3401
Sharpe ratio (monthly) 0.4178
Sortino ratio (monthly) 0.6326
CAGR, % 8.93
Calmar ratio (CAGR / Max DD%) 0.2521
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 856.02 | Fee: 628.05 | Vol: 1748996.11
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": 2,
    "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
}