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
1102.69
Total PnL
102.69 (10.27%)
Total Trades (Win/Los)
624 (102/522)
Win Rate
16.35%
Max Drawdown
619.23 (38.46%)
Total Fees
486.21
Position avg (max), %
34.08 (109.15)
Profit Factor
1.21
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 7.45% 7.65% 5.40% -2.99% -9.27% -0.70% 4.35% 10.74% 8.37% 3.03% 2.75% 7.32% 51.60%
2025 -9.90% 4.73% 11.04% -13.63% -0.58% 3.13% -26.51% 8.87% 7.28% 9.21% 7.14% -18.46% -24.03%
2026 8.33% -1.94% -10.95% -4.09% 5.54% 0.00% — — — — — — -4.25%
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 1102.69
Min balance 991.00
Max balance 1610.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.33
Average monthly return (arithmetic), % 0.78
Best month, % 11.04
Worst month, % -26.51
PnL, Volume & Fees
Metric Value
Total PnL 102.69
Total PnL, % 10.27
Gross profit 3384.23
Gross loss 2794.20
Trading volume (USDT) 1352775.85
Total transactions (buy/sell) 626
Total fees 486.21
Funding net -1.12
Funding accrued (received) 24.67
Funding paid 25.80
Trades
Metric Value
Total Trades 624
Win Trades 102
Los Trades 522
Win Rate, % 16.35
Expectancy per trade 0.9456
Max consecutive wins 5
Max consecutive losses 172
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.08
Position max, % of margin balance 109.15
Max Drawdown 619.23
Max Drawdown, % 38.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2112
Recovery Factor (Total PnL / Max DD) 0.1658
Sharpe ratio (monthly) 0.2954
Sortino ratio (monthly) 0.3723
CAGR, % 4.13
Calmar ratio (CAGR / Max DD%) 0.1074
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 590.03 | Fee: 486.21 | Vol: 1352775.85
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": 13,
    "detection": 1,
    "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
}