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
1332.61
Total PnL
332.61 (33.26%)
Total Trades (Win/Los)
240 (94/146)
Win Rate
39.17%
Max Drawdown
481.56 (30.58%)
Total Fees
162.27
Position avg (max), %
38.91 (117.06)
Profit Factor
1.19
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 13.83% -1.87% 7.81% -9.15% 1.27% -3.54% 6.42% 6.42% 9.21% 5.24% -0.89% -1.17% 36.27%
2025 8.25% 1.57% 1.67% -11.06% -1.10% -3.58% -9.85% 9.69% -2.24% 7.35% 2.35% -7.23% -6.58%
2026 8.29% -5.54% -6.80% 7.62% 2.04% 0.00% — — — — — — 4.68%
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 1332.61
Min balance 986.58
Max balance 1574.55
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.96
Average monthly return (arithmetic), % 1.17
Best month, % 13.83
Worst month, % -11.06
PnL, Volume & Fees
Metric Value
Total PnL 332.61
Total PnL, % 33.26
Gross profit 3079.44
Gross loss 2584.72
Trading volume (USDT) 452743.93
Total transactions (buy/sell) 241
Total fees 162.27
Funding net 0.17
Funding accrued (received) 29.60
Funding paid 29.43
Trades
Metric Value
Total Trades 240
Win Trades 94
Los Trades 146
Win Rate, % 39.17
Expectancy per trade 2.0613
Max consecutive wins 6
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.91
Position max, % of margin balance 117.06
Max Drawdown 481.56
Max Drawdown, % 30.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1914
Recovery Factor (Total PnL / Max DD) 0.6907
Sharpe ratio (monthly) 0.6301
Sortino ratio (monthly) 1.0219
CAGR, % 12.63
Calmar ratio (CAGR / Max DD%) 0.4129
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 494.72 | Fee: 162.27 | Vol: 452743.93
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": 14,
    "detection": 4,
    "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
}