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
1423.60
Total PnL
423.60 (42.36%)
Total Trades (Win/Los)
386 (185/201)
Win Rate
47.93%
Max Drawdown
1100.40 (43.89%)
Total Fees
360.36
Position avg (max), %
57.91 (118.82)
Profit Factor
1.13
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 10.24% 1.39% 2.40% 18.04% 6.45% -0.81% 12.79% 16.54% 2.55% 11.66% 6.37% -2.52% 122.61%
2025 8.79% -12.45% -3.43% 9.97% -5.97% -4.19% -24.12% 9.04% -6.36% 12.43% 14.65% -10.60% -18.63%
2026 3.21% -7.57% 0.05% -10.69% -7.73% 0.00% — — — — — — -21.35%
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 1423.60
Min balance 999.77
Max balance 2507.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.19
Average monthly return (arithmetic), % 1.67
Best month, % 18.04
Worst month, % -24.12
PnL, Volume & Fees
Metric Value
Total PnL 423.60
Total PnL, % 42.36
Gross profit 6830.61
Gross loss 6044.21
Trading volume (USDT) 1005392.53
Total transactions (buy/sell) 387
Total fees 360.36
Funding net -2.43
Funding accrued (received) 60.62
Funding paid 63.05
Trades
Metric Value
Total Trades 386
Win Trades 185
Los Trades 201
Win Rate, % 47.93
Expectancy per trade 2.0373
Max consecutive wins 10
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.91
Position max, % of margin balance 118.82
Max Drawdown 1100.40
Max Drawdown, % 43.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1301
Recovery Factor (Total PnL / Max DD) 0.3850
Sharpe ratio (monthly) 0.5942
Sortino ratio (monthly) 0.9179
CAGR, % 15.75
Calmar ratio (CAGR / Max DD%) 0.3588
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 786.39 | Fee: 360.36 | Vol: 1005392.53
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": 4,
    "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
}