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
1750.63
Total PnL
750.63 (75.06%)
Total Trades (Win/Los)
467 (239/228)
Win Rate
51.18%
Max Drawdown
634.45 (27.32%)
Total Fees
418.28
Position avg (max), %
61.74 (119.03)
Profit Factor
1.19
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 12.38% -0.70% -5.85% 9.07% 12.27% -2.99% 8.79% 12.87% 2.02% 14.38% 2.45% -3.63% 76.56%
2025 10.39% -4.79% -7.09% 11.36% 0.41% 2.65% -25.69% 11.97% 0.59% 12.04% 13.61% -13.11% 3.76%
2026 2.90% 1.38% 11.53% -11.95% -6.66% 0.00% — — — — — — -4.38%
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 1750.63
Min balance 920.84
Max balance 2322.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.89
Average monthly return (arithmetic), % 2.35
Best month, % 14.38
Worst month, % -25.69
PnL, Volume & Fees
Metric Value
Total PnL 750.63
Total PnL, % 75.06
Gross profit 7458.13
Gross loss 6285.23
Trading volume (USDT) 1166545.12
Total transactions (buy/sell) 468
Total fees 418.28
Funding net -4.00
Funding accrued (received) 60.31
Funding paid 64.31
Trades
Metric Value
Total Trades 467
Win Trades 239
Los Trades 228
Win Rate, % 51.18
Expectancy per trade 2.5116
Max consecutive wins 10
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 61.74
Position max, % of margin balance 119.03
Max Drawdown 634.45
Max Drawdown, % 27.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1866
Recovery Factor (Total PnL / Max DD) 1.1831
Sharpe ratio (monthly) 0.8609
Sortino ratio (monthly) 1.3173
CAGR, % 26.10
Calmar ratio (CAGR / Max DD%) 0.9554
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1172.90 | Fee: 418.28 | Vol: 1166545.12
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": 4,
    "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
}