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
1247.65
Total PnL
247.65 (24.76%)
Total Trades (Win/Los)
353 (89/264)
Win Rate
25.21%
Max Drawdown
511.99 (31.27%)
Total Fees
269.36
Position avg (max), %
28.63 (111.87)
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 7.87% 5.97% 7.76% -0.36% -8.39% -1.77% 3.15% 4.78% 8.20% 7.51% -1.43% -11.09% 21.71%
2025 4.08% 3.08% 13.03% -0.26% 4.40% 1.78% -22.95% 9.68% 2.95% 6.59% 1.35% -16.80% 0.49%
2026 8.58% -4.23% -8.18% 3.67% 3.05% 0.00% — — — — — — 2.01%
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 1247.65
Min balance 997.87
Max balance 1637.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.74
Average monthly return (arithmetic), % 1.07
Best month, % 13.03
Worst month, % -22.95
PnL, Volume & Fees
Metric Value
Total PnL 247.65
Total PnL, % 24.76
Gross profit 2939.84
Gross loss 2424.56
Trading volume (USDT) 750081.13
Total transactions (buy/sell) 354
Total fees 269.36
Funding net 1.72
Funding accrued (received) 22.77
Funding paid 21.05
Trades
Metric Value
Total Trades 353
Win Trades 89
Los Trades 264
Win Rate, % 25.21
Expectancy per trade 1.4597
Max consecutive wins 6
Max consecutive losses 60
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.63
Position max, % of margin balance 111.87
Max Drawdown 511.99
Max Drawdown, % 31.27
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2125
Recovery Factor (Total PnL / Max DD) 0.4837
Sharpe ratio (monthly) 0.4729
Sortino ratio (monthly) 0.6129
CAGR, % 9.60
Calmar ratio (CAGR / Max DD%) 0.3069
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 515.29 | Fee: 269.36 | Vol: 750081.13
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": 2,
    "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
}