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
1111.23
Total PnL
111.23 (11.12%)
Total Trades (Win/Los)
401 (86/315)
Win Rate
21.45%
Max Drawdown
396.81 (29.21%)
Total Fees
255.51
Position avg (max), %
32.73 (111.55)
Profit Factor
1.17
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 4.30% 4.11% 0.91% -3.73% -7.99% -0.19% -1.02% -4.44% 8.09% 10.54% -1.16% -6.75% 0.91%
2025 -5.86% 2.26% 13.16% 2.47% 5.55% 1.33% -7.22% 9.03% -1.03% 7.83% 1.51% -18.15% 7.07%
2026 7.64% -6.04% -8.07% 4.32% 6.03% 0.00% — — — — — — 2.85%
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 1111.23
Min balance 856.04
Max balance 1358.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 0.58
Best month, % 13.16
Worst month, % -18.15
PnL, Volume & Fees
Metric Value
Total PnL 111.23
Total PnL, % 11.12
Gross profit 2432.95
Gross loss 2070.79
Trading volume (USDT) 711335.20
Total transactions (buy/sell) 404
Total fees 255.51
Funding net 4.59
Funding accrued (received) 23.21
Funding paid 18.62
Trades
Metric Value
Total Trades 401
Win Trades 86
Los Trades 315
Win Rate, % 21.45
Expectancy per trade 0.9031
Max consecutive wins 5
Max consecutive losses 39
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.73
Position max, % of margin balance 111.55
Max Drawdown 396.81
Max Drawdown, % 29.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1749
Recovery Factor (Total PnL / Max DD) 0.2803
Sharpe ratio (monthly) 0.3009
Sortino ratio (monthly) 0.4278
CAGR, % 4.46
Calmar ratio (CAGR / Max DD%) 0.1528
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 362.15 | Fee: 255.51 | Vol: 711335.20
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": 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
}