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
1376.24
Total PnL
376.24 (37.62%)
Total Trades (Win/Los)
186 (85/101)
Win Rate
45.70%
Max Drawdown
422.14 (25.28%)
Total Fees
129.51
Position avg (max), %
37.43 (116.66)
Profit Factor
1.20
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 14.11% 5.52% 7.37% 4.03% 0.68% -5.68% 4.23% -0.59% 9.26% 8.04% -1.07% -2.16% 51.19%
2025 -4.97% 1.23% 13.20% -11.57% 5.26% -5.99% -9.66% 8.76% -0.53% 6.29% 5.97% -8.37% -3.88%
2026 8.47% -6.08% -10.67% 3.59% 0.46% 0.00% — — — — — — -5.30%
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 1376.24
Min balance 1000.11
Max balance 1669.57
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.07
Average monthly return (arithmetic), % 1.30
Best month, % 14.11
Worst month, % -11.57
PnL, Volume & Fees
Metric Value
Total PnL 376.24
Total PnL, % 37.62
Gross profit 2995.36
Gross loss 2491.01
Trading volume (USDT) 361726.90
Total transactions (buy/sell) 187
Total fees 129.51
Funding net 1.40
Funding accrued (received) 32.14
Funding paid 30.74
Trades
Metric Value
Total Trades 186
Win Trades 85
Los Trades 101
Win Rate, % 45.70
Expectancy per trade 2.7115
Max consecutive wins 6
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 37.43
Position max, % of margin balance 116.66
Max Drawdown 422.14
Max Drawdown, % 25.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2025
Recovery Factor (Total PnL / Max DD) 0.8913
Sharpe ratio (monthly) 0.6600
Sortino ratio (monthly) 1.0576
CAGR, % 14.14
Calmar ratio (CAGR / Max DD%) 0.5592
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 504.35 | Fee: 129.51 | Vol: 361726.90
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": 5,
    "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
}