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
1618.25
Total PnL
618.25 (61.83%)
Total Trades (Win/Los)
403 (192/211)
Win Rate
47.64%
Max Drawdown
992.07 (38.32%)
Total Fees
395.04
Position avg (max), %
57.11 (120.45)
Profit Factor
1.16
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 8.32% 1.91% 2.78% 18.06% 7.57% -0.22% 8.33% 11.77% 2.76% 17.71% 6.23% -2.97% 117.07%
2025 15.26% -11.34% -2.05% 11.28% -6.26% -3.42% -23.67% 9.24% -5.79% 11.97% 15.74% -9.71% -7.29%
2026 1.96% -6.72% -2.17% -7.07% -6.95% 0.00% — — — — — — -19.53%
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 1618.25
Min balance 987.32
Max balance 2589.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.62
Average monthly return (arithmetic), % 2.09
Best month, % 18.06
Worst month, % -23.67
PnL, Volume & Fees
Metric Value
Total PnL 618.25
Total PnL, % 61.83
Gross profit 7295.58
Gross loss 6280.99
Trading volume (USDT) 1102059.51
Total transactions (buy/sell) 404
Total fees 395.04
Funding net -1.29
Funding accrued (received) 63.31
Funding paid 64.60
Trades
Metric Value
Total Trades 403
Win Trades 192
Los Trades 211
Win Rate, % 47.64
Expectancy per trade 2.5176
Max consecutive wins 10
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.11
Position max, % of margin balance 120.45
Max Drawdown 992.07
Max Drawdown, % 38.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1615
Recovery Factor (Total PnL / Max DD) 0.6232
Sharpe ratio (monthly) 0.7522
Sortino ratio (monthly) 1.2346
CAGR, % 22.06
Calmar ratio (CAGR / Max DD%) 0.5757
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1014.59 | Fee: 395.04 | Vol: 1102059.51
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": 4,
    "detection": 3,
    "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
}