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
1176.34
Total PnL
176.34 (17.63%)
Total Trades (Win/Los)
111 (64/47)
Win Rate
57.66%
Max Drawdown
563.38 (41.39%)
Total Fees
50.22
Position avg (max), %
39.48 (119.25)
Profit Factor
1.15
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 | -4.47% | 6.10% | 0.98% | 2.10% | 3.23% | -2.86% | 3.65% | 3.47% | 9.77% | 7.66% | 1.94% | -1.99% | 32.70% |
| 2025 | -17.41% | -7.22% | -3.20% | -9.05% | 3.06% | -7.47% | -1.76% | 7.05% | 6.33% | -3.50% | 8.24% | -3.34% | -27.36% |
| 2026 | 10.76% | -1.61% | 4.47% | 3.21% | 3.86% | 0.00% | — | — | — | — | — | — | 22.04% |
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 | 1176.34 |
| Min balance | 797.87 |
| Max balance | 1361.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 0.73 |
| Best month, % | 10.76 |
| Worst month, % | -17.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 176.34 |
| Total PnL, % | 17.63 |
| Gross profit | 1680.65 |
| Gross loss | 1456.97 |
| Trading volume (USDT) | 140544.31 |
| Total transactions (buy/sell) | 112 |
| Total fees | 50.22 |
| Funding net | 2.88 |
| Funding accrued (received) | 25.54 |
| Funding paid | 22.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 111 |
| Win Trades | 64 |
| Los Trades | 47 |
| Win Rate, % | 57.66 |
| Expectancy per trade | 2.0151 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.48 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 563.38 |
| Max Drawdown, % | 41.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1535 |
| Recovery Factor (Total PnL / Max DD) | 0.3130 |
| Sharpe ratio (monthly) | 0.4175 |
| Sortino ratio (monthly) | 0.5862 |
| CAGR, % | 6.96 |
| Calmar ratio (CAGR / Max DD%) | 0.1681 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 223.68 | Fee: 50.22 | Vol: 140544.31
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": 11,
"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
}