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
2123.87
Total PnL
1123.87 (112.39%)
Total Trades (Win/Los)
361 (196/165)
Win Rate
54.29%
Max Drawdown
567.43 (25.73%)
Total Fees
333.72
Position avg (max), %
57.96 (119.24)
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 24.17% -3.26% -0.78% 15.85% 5.03% -1.70% 1.83% -3.08% 10.79% 9.81% 6.23% 0.16% 82.13%
2025 13.67% -9.36% 0.84% 10.37% -2.64% 0.17% -17.37% 14.72% 0.73% 9.90% 9.41% -10.97% 14.31%
2026 3.29% 0.48% 12.57% -11.76% -1.04% 0.00% — — — — — — 2.02%
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 2123.87
Min balance 999.77
Max balance 2526.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.54
Average monthly return (arithmetic), % 2.94
Best month, % 24.17
Worst month, % -17.37
PnL, Volume & Fees
Metric Value
Total PnL 1123.87
Total PnL, % 112.39
Gross profit 7053.72
Gross loss 5598.06
Trading volume (USDT) 931523.81
Total transactions (buy/sell) 362
Total fees 333.72
Funding net 1.92
Funding accrued (received) 64.85
Funding paid 62.93
Trades
Metric Value
Total Trades 361
Win Trades 196
Los Trades 165
Win Rate, % 54.29
Expectancy per trade 4.0323
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.96
Position max, % of margin balance 119.24
Max Drawdown 567.43
Max Drawdown, % 25.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2600
Recovery Factor (Total PnL / Max DD) 1.9806
Sharpe ratio (monthly) 1.1357
Sortino ratio (monthly) 2.1362
CAGR, % 36.60
Calmar ratio (CAGR / Max DD%) 1.4226
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1455.66 | Fee: 333.72 | Vol: 931523.81
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": 8,
    "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
}