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
1285.37
Total PnL
285.37 (28.54%)
Total Trades (Win/Los)
237 (86/151)
Win Rate
36.29%
Max Drawdown
418.08 (27.41%)
Total Fees
155.50
Position avg (max), %
36.06 (113.99)
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 8.51% 6.47% 0.88% -10.33% 1.44% -10.08% 3.85% 5.11% 9.15% 7.20% -1.65% 1.29% 21.28%
2025 4.10% 2.29% 8.76% -10.67% 3.88% 1.87% -9.38% 8.80% -0.65% 8.31% 5.96% -19.12% -0.44%
2026 8.77% -3.79% -3.95% 4.83% 1.04% 0.00% — — — — — — 6.46%
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 1285.37
Min balance 895.23
Max balance 1525.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.84
Average monthly return (arithmetic), % 1.10
Best month, % 9.15
Worst month, % -19.12
PnL, Volume & Fees
Metric Value
Total PnL 285.37
Total PnL, % 28.54
Gross profit 2719.06
Gross loss 2276.23
Trading volume (USDT) 433720.35
Total transactions (buy/sell) 239
Total fees 155.50
Funding net -1.96
Funding accrued (received) 25.16
Funding paid 27.12
Trades
Metric Value
Total Trades 237
Win Trades 86
Los Trades 151
Win Rate, % 36.29
Expectancy per trade 1.8685
Max consecutive wins 4
Max consecutive losses 26
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.06
Position max, % of margin balance 113.99
Max Drawdown 418.08
Max Drawdown, % 27.41
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1945
Recovery Factor (Total PnL / Max DD) 0.6826
Sharpe ratio (monthly) 0.5428
Sortino ratio (monthly) 0.7315
CAGR, % 10.96
Calmar ratio (CAGR / Max DD%) 0.3997
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 442.83 | Fee: 155.50 | Vol: 433720.35
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": 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
}