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
1679.28
Total PnL
679.28 (67.93%)
Total Trades (Win/Los)
684 (289/395)
Win Rate
42.25%
Max Drawdown
564.20 (27.28%)
Total Fees
537.17
Position avg (max), %
64.59 (117.44)
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 7.90% -15.11% -4.06% 7.50% 9.55% -1.19% 3.14% 16.66% -1.58% 16.95% 0.37% 1.91% 44.85%
2025 -1.39% -4.20% -1.27% 5.14% 0.90% 4.66% -18.74% 16.39% 0.65% 12.10% 16.54% -12.27% 13.00%
2026 -0.44% 6.34% 8.27% -1.22% -9.32% 0.00% — — — — — — 2.67%
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 1679.28
Min balance 800.98
Max balance 2068.30
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.75
Average monthly return (arithmetic), % 2.14
Best month, % 16.95
Worst month, % -18.74
PnL, Volume & Fees
Metric Value
Total PnL 679.28
Total PnL, % 67.93
Gross profit 7202.87
Gross loss 5985.34
Trading volume (USDT) 1496423.96
Total transactions (buy/sell) 685
Total fees 537.17
Funding net -1.08
Funding accrued (received) 53.38
Funding paid 54.46
Trades
Metric Value
Total Trades 684
Win Trades 289
Los Trades 395
Win Rate, % 42.25
Expectancy per trade 1.7800
Max consecutive wins 7
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 64.59
Position max, % of margin balance 117.44
Max Drawdown 564.20
Max Drawdown, % 27.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2034
Recovery Factor (Total PnL / Max DD) 1.2040
Sharpe ratio (monthly) 0.8359
Sortino ratio (monthly) 1.3841
CAGR, % 23.94
Calmar ratio (CAGR / Max DD%) 0.8778
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1217.53 | Fee: 537.17 | Vol: 1496423.96
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": 3,
    "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
}