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
1850.64
Total PnL
850.64 (85.06%)
Total Trades (Win/Los)
437 (232/205)
Win Rate
53.09%
Max Drawdown
600.72 (25.18%)
Total Fees
389.18
Position avg (max), %
60.09 (120.47)
Profit Factor
1.21
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 12.31% -1.72% -6.87% 3.48% 11.77% -2.58% 7.23% 17.79% 12.85% 17.52% -0.18% -4.42% 85.10%
2025 8.77% -4.69% -7.45% 11.04% 0.85% 4.57% -26.61% 10.76% -0.29% 11.88% 11.36% -13.33% -1.66%
2026 3.26% 4.47% 11.52% -7.79% -8.28% 0.00% — — — — — — 1.74%
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 1850.64
Min balance 904.89
Max balance 2385.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.08
Average monthly return (arithmetic), % 2.57
Best month, % 17.79
Worst month, % -26.61
PnL, Volume & Fees
Metric Value
Total PnL 850.64
Total PnL, % 85.06
Gross profit 7294.56
Gross loss 6050.87
Trading volume (USDT) 1085665.12
Total transactions (buy/sell) 438
Total fees 389.18
Funding net -3.88
Funding accrued (received) 59.84
Funding paid 63.72
Trades
Metric Value
Total Trades 437
Win Trades 232
Los Trades 205
Win Rate, % 53.09
Expectancy per trade 2.8460
Max consecutive wins 11
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 60.09
Position max, % of margin balance 120.47
Max Drawdown 600.72
Max Drawdown, % 25.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2055
Recovery Factor (Total PnL / Max DD) 1.4160
Sharpe ratio (monthly) 0.9096
Sortino ratio (monthly) 1.4285
CAGR, % 29.03
Calmar ratio (CAGR / Max DD%) 1.1528
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1243.69 | Fee: 389.18 | Vol: 1085665.12
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": 5,
    "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
}