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
1820.53
Total PnL
820.53 (82.05%)
Total Trades (Win/Los)
416 (222/194)
Win Rate
53.37%
Max Drawdown
564.96 (26.84%)
Total Fees
361.28
Position avg (max), %
59.08 (121.46)
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 14.65% -1.96% -1.58% 1.26% 11.50% -3.38% 10.61% 7.36% 11.02% 17.33% 3.11% -3.39% 85.97%
2025 8.70% -5.59% -7.73% 13.21% -0.67% 3.69% -24.80% 7.34% -0.75% 12.12% 9.82% -14.54% -6.91%
2026 1.57% 1.68% 10.52% -8.48% 0.74% 0.00% — — — — — — 5.23%
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 1820.53
Min balance 974.51
Max balance 2190.91
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.02
Average monthly return (arithmetic), % 2.45
Best month, % 17.33
Worst month, % -24.80
PnL, Volume & Fees
Metric Value
Total PnL 820.53
Total PnL, % 82.05
Gross profit 7046.28
Gross loss 5863.76
Trading volume (USDT) 1008115.28
Total transactions (buy/sell) 417
Total fees 361.28
Funding net -0.71
Funding accrued (received) 59.32
Funding paid 60.03
Trades
Metric Value
Total Trades 416
Win Trades 222
Los Trades 194
Win Rate, % 53.37
Expectancy per trade 2.8426
Max consecutive wins 10
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 59.08
Position max, % of margin balance 121.46
Max Drawdown 564.96
Max Drawdown, % 26.84
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2017
Recovery Factor (Total PnL / Max DD) 1.4524
Sharpe ratio (monthly) 0.9348
Sortino ratio (monthly) 1.4535
CAGR, % 28.16
Calmar ratio (CAGR / Max DD%) 1.0492
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1182.52 | Fee: 361.28 | Vol: 1008115.28
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": 6,
    "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
}