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
1335.66
Total PnL
335.66 (33.57%)
Total Trades (Win/Los)
528 (92/436)
Win Rate
17.42%
Max Drawdown
268.63 (19.55%)
Total Fees
369.87
Position avg (max), %
31.10 (110.29)
Profit Factor
1.35
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 -4.10% 6.16% 0.97% -9.43% -6.88% 1.67% 6.46% -3.28% 8.16% 10.05% 0.10% 3.92% 12.39%
2025 2.07% -3.24% 9.84% 2.35% 6.08% -1.54% -13.48% 9.15% -5.47% 11.78% 5.80% -8.83% 11.61%
2026 12.48% -0.14% -3.19% 4.03% -5.87% 0.00% — — — — — — 6.49%
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 1335.66
Min balance 824.88
Max balance 1455.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.97
Average monthly return (arithmetic), % 1.19
Best month, % 12.48
Worst month, % -13.48
PnL, Volume & Fees
Metric Value
Total PnL 335.66
Total PnL, % 33.57
Gross profit 2715.31
Gross loss 2009.50
Trading volume (USDT) 1029199.43
Total transactions (buy/sell) 532
Total fees 369.87
Funding net -0.27
Funding accrued (received) 21.07
Funding paid 21.34
Trades
Metric Value
Total Trades 528
Win Trades 92
Los Trades 436
Win Rate, % 17.42
Expectancy per trade 1.3368
Max consecutive wins 6
Max consecutive losses 57
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.10
Position max, % of margin balance 110.29
Max Drawdown 268.63
Max Drawdown, % 19.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3512
Recovery Factor (Total PnL / Max DD) 1.2495
Sharpe ratio (monthly) 0.6232
Sortino ratio (monthly) 0.9965
CAGR, % 12.73
Calmar ratio (CAGR / Max DD%) 0.6512
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 705.81 | Fee: 369.87 | Vol: 1029199.43
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": 17,
    "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
}