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
1111.11
Total PnL
111.11 (11.11%)
Total Trades (Win/Los)
387 (105/282)
Win Rate
27.13%
Max Drawdown
526.38 (36.19%)
Total Fees
263.10
Position avg (max), %
37.90 (112.11)
Profit Factor
1.14
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 4.87% -2.00% 8.00% 5.24% 2.56% 5.28% 0.68% -10.75% 8.70% 6.85% 3.54% -1.16% 34.72%
2025 -0.50% -1.23% 8.40% -10.92% -3.54% -5.32% -11.56% 9.39% 2.65% 7.84% 2.71% -19.07% -22.86%
2026 8.52% -3.95% -5.41% 1.17% 7.20% 0.00% — — — — — — 6.93%
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 1111.11
Min balance 928.20
Max balance 1454.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 0.61
Best month, % 9.39
Worst month, % -19.07
PnL, Volume & Fees
Metric Value
Total PnL 111.11
Total PnL, % 11.11
Gross profit 3081.60
Gross loss 2707.08
Trading volume (USDT) 732892.14
Total transactions (buy/sell) 390
Total fees 263.10
Funding net -0.30
Funding accrued (received) 26.36
Funding paid 26.66
Trades
Metric Value
Total Trades 387
Win Trades 105
Los Trades 282
Win Rate, % 27.13
Expectancy per trade 0.9677
Max consecutive wins 4
Max consecutive losses 61
Risk & Exposure
Metric Value
Position avg, % of margin balance 37.90
Position max, % of margin balance 112.11
Max Drawdown 526.38
Max Drawdown, % 36.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1383
Recovery Factor (Total PnL / Max DD) 0.2111
Sharpe ratio (monthly) 0.3009
Sortino ratio (monthly) 0.4002
CAGR, % 4.46
Calmar ratio (CAGR / Max DD%) 0.1232
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 374.51 | Fee: 263.10 | Vol: 732892.14
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": 3,
    "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
}