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
2015.10
Total PnL
1015.10 (101.51%)
Total Trades (Win/Los)
493 (248/245)
Win Rate
50.30%
Max Drawdown
618.46 (23.88%)
Total Fees
455.55
Position avg (max), %
61.50 (116.37)
Profit Factor
1.23
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 7.99% -0.34% 0.52% 3.62% 12.45% -5.87% 9.52% 12.88% -3.50% 24.03% -1.45% -3.74% 66.57%
2025 16.64% -2.87% -7.43% 12.75% 2.30% 3.59% -25.61% 13.77% 0.71% 10.00% 15.13% -11.25% 20.03%
2026 4.45% 2.01% 9.31% -5.89% -7.98% 0.00% — — — — — — 0.86%
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 2015.10
Min balance 948.20
Max balance 2590.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.37
Average monthly return (arithmetic), % 2.86
Best month, % 24.03
Worst month, % -25.61
PnL, Volume & Fees
Metric Value
Total PnL 1015.10
Total PnL, % 101.51
Gross profit 7994.52
Gross loss 6521.84
Trading volume (USDT) 1270445.90
Total transactions (buy/sell) 494
Total fees 455.55
Funding net -2.02
Funding accrued (received) 63.17
Funding paid 65.19
Trades
Metric Value
Total Trades 493
Win Trades 248
Los Trades 245
Win Rate, % 50.30
Expectancy per trade 2.9872
Max consecutive wins 10
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 61.50
Position max, % of margin balance 116.37
Max Drawdown 618.46
Max Drawdown, % 23.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2258
Recovery Factor (Total PnL / Max DD) 1.6413
Sharpe ratio (monthly) 1.0041
Sortino ratio (monthly) 1.7083
CAGR, % 33.66
Calmar ratio (CAGR / Max DD%) 1.4100
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1472.67 | Fee: 455.55 | Vol: 1270445.90
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": 3,
    "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
}