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
1332.65
Total PnL
332.65 (33.26%)
Total Trades (Win/Los)
256 (89/167)
Win Rate
34.77%
Max Drawdown
498.68 (31.38%)
Total Fees
180.76
Position avg (max), %
36.65 (115.42)
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 6.72% 6.44% 7.38% -10.43% 1.08% -3.55% 6.44% 7.13% 9.22% 5.29% -0.17% 1.14% 41.04%
2025 4.08% 1.46% 3.00% -13.31% 2.62% -3.09% -8.64% 8.77% -2.68% 8.64% 5.84% -16.11% -12.52%
2026 9.31% -4.69% -6.97% 4.70% 6.44% 0.00% — — — — — — 8.02%
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 1332.65
Min balance 982.97
Max balance 1589.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.96
Average monthly return (arithmetic), % 1.20
Best month, % 9.31
Worst month, % -16.11
PnL, Volume & Fees
Metric Value
Total PnL 332.65
Total PnL, % 33.26
Gross profit 2935.40
Gross loss 2419.95
Trading volume (USDT) 504036.49
Total transactions (buy/sell) 258
Total fees 180.76
Funding net -2.05
Funding accrued (received) 26.84
Funding paid 28.90
Trades
Metric Value
Total Trades 256
Win Trades 89
Los Trades 167
Win Rate, % 34.77
Expectancy per trade 2.0135
Max consecutive wins 6
Max consecutive losses 34
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.65
Position max, % of margin balance 115.42
Max Drawdown 498.68
Max Drawdown, % 31.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2130
Recovery Factor (Total PnL / Max DD) 0.6671
Sharpe ratio (monthly) 0.6107
Sortino ratio (monthly) 0.8505
CAGR, % 12.63
Calmar ratio (CAGR / Max DD%) 0.4024
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 515.46 | Fee: 180.76 | Vol: 504036.49
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": 15,
    "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
}