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
2275.44
Total PnL
1275.44 (127.54%)
Total Trades (Win/Los)
528 (258/270)
Win Rate
48.86%
Max Drawdown
697.53 (23.92%)
Total Fees
519.40
Position avg (max), %
62.40 (117.74)
Profit Factor
1.26
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 4.40% -4.21% 1.57% -0.55% 13.42% -6.49% 11.64% 17.87% -2.10% 22.22% 0.50% 0.91% 71.08%
2025 20.69% -0.67% -6.57% 12.59% 3.64% 3.14% -25.65% 13.46% -0.33% 8.48% 16.99% -9.43% 30.26%
2026 3.47% 3.08% 13.15% -6.57% -9.39% 0.00% — — — — — — 2.18%
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 2275.44
Min balance 905.61
Max balance 2916.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.78
Average monthly return (arithmetic), % 3.31
Best month, % 22.22
Worst month, % -25.65
PnL, Volume & Fees
Metric Value
Total PnL 1275.44
Total PnL, % 127.54
Gross profit 8586.14
Gross loss 6790.81
Trading volume (USDT) 1448162.58
Total transactions (buy/sell) 529
Total fees 519.40
Funding net -0.48
Funding accrued (received) 68.64
Funding paid 69.12
Trades
Metric Value
Total Trades 528
Win Trades 258
Los Trades 270
Win Rate, % 48.86
Expectancy per trade 3.4002
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 62.40
Position max, % of margin balance 117.74
Max Drawdown 697.53
Max Drawdown, % 23.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2644
Recovery Factor (Total PnL / Max DD) 1.8285
Sharpe ratio (monthly) 1.1176
Sortino ratio (monthly) 1.9987
CAGR, % 40.56
Calmar ratio (CAGR / Max DD%) 1.6959
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1795.33 | Fee: 519.40 | Vol: 1448162.58
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": 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
}