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
1265.23
Total PnL
265.23 (26.52%)
Total Trades (Win/Los)
366 (168/198)
Win Rate
45.90%
Max Drawdown
1023.69 (45.27%)
Total Fees
294.51
Position avg (max), %
53.99 (128.55)
Profit Factor
1.11
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 10.58% -7.02% -0.12% 11.50% 3.07% 4.01% 7.53% 16.10% 2.34% 18.11% 12.98% -7.32% 93.97%
2025 8.40% -8.32% -0.36% -1.33% -5.49% 0.47% -9.48% 8.87% 2.95% -14.98% 9.33% -16.04% -26.54%
2026 0.44% -1.51% -1.70% -7.77% -0.93% 0.00% — — — — — — -11.15%
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 1265.23
Min balance 871.29
Max balance 2261.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.79
Average monthly return (arithmetic), % 1.14
Best month, % 18.11
Worst month, % -16.04
PnL, Volume & Fees
Metric Value
Total PnL 265.23
Total PnL, % 26.52
Gross profit 5588.88
Gross loss 5029.71
Trading volume (USDT) 821703.62
Total transactions (buy/sell) 367
Total fees 294.51
Funding net 0.58
Funding accrued (received) 50.90
Funding paid 50.32
Trades
Metric Value
Total Trades 366
Win Trades 168
Los Trades 198
Win Rate, % 45.90
Expectancy per trade 1.5278
Max consecutive wins 7
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 53.99
Position max, % of margin balance 128.55
Max Drawdown 1023.69
Max Drawdown, % 45.27
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1112
Recovery Factor (Total PnL / Max DD) 0.2591
Sharpe ratio (monthly) 0.4696
Sortino ratio (monthly) 0.7479
CAGR, % 10.23
Calmar ratio (CAGR / Max DD%) 0.2260
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 559.17 | Fee: 294.51 | Vol: 821703.62
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": 5,
    "detection": 2,
    "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
}