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
1641.08
Total PnL
641.08 (64.11%)
Total Trades (Win/Los)
376 (185/191)
Win Rate
49.20%
Max Drawdown
1198.80 (42.74%)
Total Fees
374.86
Position avg (max), %
57.42 (121.88)
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 14.85% 0.35% 1.92% 17.96% 5.77% -0.95% 9.89% 17.00% 11.07% 11.64% 5.65% -3.42% 136.12%
2025 14.74% -11.74% -3.54% 8.62% -7.00% -5.43% -24.22% 8.51% -6.44% 11.68% 13.86% -10.68% -18.45%
2026 2.85% 0.49% -1.97% -8.44% -8.06% 0.00% — — — — — — -14.71%
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 1641.08
Min balance 999.77
Max balance 2804.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.67
Average monthly return (arithmetic), % 2.17
Best month, % 17.96
Worst month, % -24.22
PnL, Volume & Fees
Metric Value
Total PnL 641.08
Total PnL, % 64.11
Gross profit 7496.13
Gross loss 6480.44
Trading volume (USDT) 1046138.39
Total transactions (buy/sell) 377
Total fees 374.86
Funding net 0.26
Funding accrued (received) 66.73
Funding paid 66.48
Trades
Metric Value
Total Trades 376
Win Trades 185
Los Trades 191
Win Rate, % 49.20
Expectancy per trade 2.7013
Max consecutive wins 10
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.42
Position max, % of margin balance 121.88
Max Drawdown 1198.80
Max Drawdown, % 42.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1567
Recovery Factor (Total PnL / Max DD) 0.5348
Sharpe ratio (monthly) 0.7576
Sortino ratio (monthly) 1.2256
CAGR, % 22.77
Calmar ratio (CAGR / Max DD%) 0.5327
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1015.69 | Fee: 374.86 | Vol: 1046138.39
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": 4,
    "detection": 5,
    "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
}