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
1433.30
Total PnL
433.30 (43.33%)
Total Trades (Win/Los)
271 (148/123)
Win Rate
54.61%
Max Drawdown
897.28 (41.29%)
Total Fees
208.33
Position avg (max), %
54.38 (121.98)
Profit Factor
1.14
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 19.30% 0.05% -1.06% 13.87% 1.38% 5.91% 1.40% 8.20% 4.01% 8.98% 6.49% -5.94% 79.83%
2025 -0.88% -8.72% 6.78% 7.98% -8.60% -0.77% -7.78% 1.10% 6.21% 13.57% 7.53% -22.61% -11.44%
2026 -1.18% -14.54% 5.13% 0.00% 1.37% 0.00% — — — — — — -10.00%
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 1433.30
Min balance 999.77
Max balance 2173.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.21
Average monthly return (arithmetic), % 1.57
Best month, % 19.30
Worst month, % -22.61
PnL, Volume & Fees
Metric Value
Total PnL 433.30
Total PnL, % 43.33
Gross profit 5098.25
Gross loss 4458.49
Trading volume (USDT) 582071.68
Total transactions (buy/sell) 272
Total fees 208.33
Funding net 1.86
Funding accrued (received) 52.46
Funding paid 50.60
Trades
Metric Value
Total Trades 271
Win Trades 148
Los Trades 123
Win Rate, % 54.61
Expectancy per trade 2.3607
Max consecutive wins 10
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 54.38
Position max, % of margin balance 121.98
Max Drawdown 897.28
Max Drawdown, % 41.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1435
Recovery Factor (Total PnL / Max DD) 0.4829
Sharpe ratio (monthly) 0.6471
Sortino ratio (monthly) 0.9569
CAGR, % 16.08
Calmar ratio (CAGR / Max DD%) 0.3893
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 639.76 | Fee: 208.33 | Vol: 582071.68
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": 14,
    "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
}