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
1334.99
Total PnL
334.99 (33.50%)
Total Trades (Win/Los)
495 (83/412)
Win Rate
16.77%
Max Drawdown
592.78 (33.56%)
Total Fees
421.70
Position avg (max), %
29.49 (111.92)
Profit Factor
1.37
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 9.61% -2.95% 8.23% 2.45% -3.55% -0.12% 6.79% 0.44% 8.63% 8.43% -1.80% 3.98% 46.60%
2025 0.72% -3.58% 11.34% -0.77% 4.63% 4.08% -30.03% 9.01% 3.55% 8.92% 5.70% -18.28% -13.17%
2026 6.63% -3.67% -5.91% 3.71% 4.64% 0.00% — — — — — — 4.88%
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 1334.99
Min balance 997.87
Max balance 1766.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.97
Average monthly return (arithmetic), % 1.36
Best month, % 11.34
Worst month, % -30.03
PnL, Volume & Fees
Metric Value
Total PnL 334.99
Total PnL, % 33.50
Gross profit 2823.68
Gross loss 2066.75
Trading volume (USDT) 1173235.85
Total transactions (buy/sell) 498
Total fees 421.70
Funding net -0.23
Funding accrued (received) 23.14
Funding paid 23.37
Trades
Metric Value
Total Trades 495
Win Trades 83
Los Trades 412
Win Rate, % 16.77
Expectancy per trade 1.5292
Max consecutive wins 7
Max consecutive losses 102
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.49
Position max, % of margin balance 111.92
Max Drawdown 592.78
Max Drawdown, % 33.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3662
Recovery Factor (Total PnL / Max DD) 0.5651
Sharpe ratio (monthly) 0.5647
Sortino ratio (monthly) 0.7104
CAGR, % 12.71
Calmar ratio (CAGR / Max DD%) 0.3787
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 756.93 | Fee: 421.70 | Vol: 1173235.85
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": 16,
    "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
}