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
1207.36
Total PnL
207.36 (20.74%)
Total Trades (Win/Los)
295 (89/206)
Win Rate
30.17%
Max Drawdown
386.73 (25.37%)
Total Fees
204.36
Position avg (max), %
34.02 (112.06)
Profit Factor
1.18
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 1.75% 6.55% 0.91% -2.86% 3.29% -2.10% 3.64% -3.25% 9.45% 7.00% -1.59% -4.83% 18.19%
2025 4.12% 2.62% 8.57% -10.57% 5.99% 2.85% -11.13% 9.42% -0.63% 9.01% 5.97% -15.85% 6.21%
2026 8.59% -3.15% -7.95% 3.69% -4.18% 0.00% — — — — — — -3.81%
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 1207.36
Min balance 920.75
Max balance 1524.21
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.63
Average monthly return (arithmetic), % 0.84
Best month, % 9.45
Worst month, % -15.85
PnL, Volume & Fees
Metric Value
Total PnL 207.36
Total PnL, % 20.74
Gross profit 2767.18
Gross loss 2352.18
Trading volume (USDT) 569504.19
Total transactions (buy/sell) 298
Total fees 204.36
Funding net -3.28
Funding accrued (received) 23.17
Funding paid 26.46
Trades
Metric Value
Total Trades 295
Win Trades 89
Los Trades 206
Win Rate, % 30.17
Expectancy per trade 1.4068
Max consecutive wins 5
Max consecutive losses 44
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.02
Position max, % of margin balance 112.06
Max Drawdown 386.73
Max Drawdown, % 25.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1764
Recovery Factor (Total PnL / Max DD) 0.5362
Sharpe ratio (monthly) 0.4531
Sortino ratio (monthly) 0.6395
CAGR, % 8.12
Calmar ratio (CAGR / Max DD%) 0.3199
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 415.00 | Fee: 204.36 | Vol: 569504.19
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": 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
}