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
1179.61
Total PnL
179.61 (17.96%)
Total Trades (Win/Los)
366 (83/283)
Win Rate
22.68%
Max Drawdown
265.04 (24.20%)
Total Fees
230.50
Position avg (max), %
33.25 (111.87)
Profit Factor
1.22
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 2.09% -2.60% 1.00% 0.75% -9.69% -0.05% 2.79% -2.51% 8.10% 10.36% -1.16% -8.00% -0.71%
2025 -8.03% 3.68% 12.97% 2.49% 4.72% 3.87% -14.11% 8.99% 2.86% 6.38% 1.61% -14.54% 6.83%
2026 8.57% 2.21% 0.36% 0.06% -0.20% 0.00% — — — — — — 11.22%
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 1179.61
Min balance 830.15
Max balance 1287.44
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.55
Average monthly return (arithmetic), % 0.77
Best month, % 12.97
Worst month, % -14.54
PnL, Volume & Fees
Metric Value
Total PnL 179.61
Total PnL, % 17.96
Gross profit 2243.25
Gross loss 1834.81
Trading volume (USDT) 641708.23
Total transactions (buy/sell) 368
Total fees 230.50
Funding net 1.68
Funding accrued (received) 21.50
Funding paid 19.82
Trades
Metric Value
Total Trades 366
Win Trades 83
Los Trades 283
Win Rate, % 22.68
Expectancy per trade 1.1159
Max consecutive wins 5
Max consecutive losses 62
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.25
Position max, % of margin balance 111.87
Max Drawdown 265.04
Max Drawdown, % 24.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2226
Recovery Factor (Total PnL / Max DD) 0.6777
Sharpe ratio (monthly) 0.4108
Sortino ratio (monthly) 0.5714
CAGR, % 7.08
Calmar ratio (CAGR / Max DD%) 0.2925
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 408.44 | Fee: 230.50 | Vol: 641708.23
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": 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
}