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
1334.33
Total PnL
334.33 (33.43%)
Total Trades (Win/Los)
390 (85/305)
Win Rate
21.79%
Max Drawdown
432.73 (26.83%)
Total Fees
260.38
Position avg (max), %
31.71 (107.11)
Profit Factor
1.30
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 5.25% 3.89% 0.91% -13.03% -11.07% 1.94% 5.65% -0.85% 8.29% 8.57% 0.44% 3.84% 11.76%
2025 -1.68% 1.38% 11.05% 2.38% 1.32% -1.52% -2.01% 8.54% -0.22% 12.46% 5.63% -23.69% 8.78%
2026 7.10% -0.28% -5.07% 4.01% 4.08% 0.00% — — — — — — 9.76%
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 1334.33
Min balance 812.49
Max balance 1612.81
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.97
Average monthly return (arithmetic), % 1.24
Best month, % 12.46
Worst month, % -23.69
PnL, Volume & Fees
Metric Value
Total PnL 334.33
Total PnL, % 33.43
Gross profit 2600.01
Gross loss 2006.36
Trading volume (USDT) 724916.38
Total transactions (buy/sell) 392
Total fees 260.38
Funding net 1.06
Funding accrued (received) 22.55
Funding paid 21.49
Trades
Metric Value
Total Trades 390
Win Trades 85
Los Trades 305
Win Rate, % 21.79
Expectancy per trade 1.5222
Max consecutive wins 5
Max consecutive losses 51
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.71
Position max, % of margin balance 107.11
Max Drawdown 432.73
Max Drawdown, % 26.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2959
Recovery Factor (Total PnL / Max DD) 0.7726
Sharpe ratio (monthly) 0.5990
Sortino ratio (monthly) 0.7918
CAGR, % 12.69
Calmar ratio (CAGR / Max DD%) 0.4728
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 593.64 | Fee: 260.38 | Vol: 724916.38
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": 18,
    "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
}