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
2147.24
Total PnL
1147.24 (114.72%)
Total Trades (Win/Los)
385 (205/180)
Win Rate
53.25%
Max Drawdown
585.43 (27.05%)
Total Fees
352.28
Position avg (max), %
57.99 (120.80)
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 22.44% -3.03% -0.62% 17.80% 5.64% -3.55% 2.71% -1.57% 10.96% 15.79% 6.36% -2.12% 91.49%
2025 8.60% -8.93% -4.18% 11.62% -1.31% 1.15% -21.69% 12.63% -1.15% 12.13% 11.00% -10.49% 2.56%
2026 1.15% 0.60% 19.34% -8.90% -1.17% 0.00% — — — — — — 9.34%
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 2147.24
Min balance 999.77
Max balance 2418.72
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.58
Average monthly return (arithmetic), % 3.04
Best month, % 22.44
Worst month, % -21.69
PnL, Volume & Fees
Metric Value
Total PnL 1147.24
Total PnL, % 114.72
Gross profit 7260.47
Gross loss 5764.52
Trading volume (USDT) 983211.39
Total transactions (buy/sell) 386
Total fees 352.28
Funding net 3.57
Funding accrued (received) 64.40
Funding paid 60.84
Trades
Metric Value
Total Trades 385
Win Trades 205
Los Trades 180
Win Rate, % 53.25
Expectancy per trade 3.8856
Max consecutive wins 10
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.99
Position max, % of margin balance 120.80
Max Drawdown 585.43
Max Drawdown, % 27.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2595
Recovery Factor (Total PnL / Max DD) 1.9596
Sharpe ratio (monthly) 1.0906
Sortino ratio (monthly) 2.0512
CAGR, % 37.23
Calmar ratio (CAGR / Max DD%) 1.3762
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1495.95 | Fee: 352.28 | Vol: 983211.39
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": 7,
    "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
}