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
1099.64
Total PnL
99.64 (9.96%)
Total Trades (Win/Los)
165 (97/68)
Win Rate
58.79%
Max Drawdown
409.13 (31.50%)
Total Fees
81.86
Position avg (max), %
47.87 (125.18)
Profit Factor
1.08
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 | 6.14% | 3.17% | -4.58% | 10.25% | -6.63% | 5.85% | -6.50% | 4.86% | 11.12% | -4.92% | 4.47% | -2.48% | 20.14% |
| 2025 | -9.95% | -9.61% | 0.24% | 4.36% | 3.04% | -7.05% | -4.55% | 5.37% | -1.23% | 7.09% | 11.33% | -12.67% | -15.66% |
| 2026 | 12.47% | -1.66% | -5.38% | 4.59% | -0.78% | 0.00% | — | — | — | — | — | — | 8.60% |
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 | 1099.64 |
| Min balance | 889.62 |
| Max balance | 1298.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 12.47 |
| Worst month, % | -12.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 99.64 |
| Total PnL, % | 9.96 |
| Gross profit | 2434.86 |
| Gross loss | 2254.57 |
| Trading volume (USDT) | 228974.29 |
| Total transactions (buy/sell) | 166 |
| Total fees | 81.86 |
| Funding net | 1.21 |
| Funding accrued (received) | 30.97 |
| Funding paid | 29.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 165 |
| Win Trades | 97 |
| Los Trades | 68 |
| Win Rate, % | 58.79 |
| Expectancy per trade | 1.0927 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 47.87 |
| Position max, % of margin balance | 125.18 |
| Max Drawdown | 409.13 |
| Max Drawdown, % | 31.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0800 |
| Recovery Factor (Total PnL / Max DD) | 0.2435 |
| Sharpe ratio (monthly) | 0.2811 |
| Sortino ratio (monthly) | 0.4240 |
| CAGR, % | 4.01 |
| Calmar ratio (CAGR / Max DD%) | 0.1273 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 180.29 | Fee: 81.86 | Vol: 228974.29
Realized PnL by Symbol
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": 19,
"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
}