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
1313.16
Total PnL
313.16 (31.32%)
Total Trades (Win/Los)
284 (83/201)
Win Rate
29.23%
Max Drawdown
390.77 (23.86%)
Total Fees
203.55
Position avg (max), %
28.13 (114.74)
Profit Factor
1.23
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 3.61% 8.31% 0.88% -0.70% -8.90% -1.87% -0.91% 0.44% 8.23% 10.79% -0.76% -7.69% 9.87%
2025 4.93% 5.91% 14.81% -0.48% 3.30% 2.50% -11.92% 9.55% -0.10% 7.76% 1.28% -10.71% 26.31%
2026 9.07% -3.01% -8.72% 4.08% -5.84% 0.00% — — — — — — -5.37%
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 1313.16
Min balance 948.46
Max balance 1637.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.91
Average monthly return (arithmetic), % 1.13
Best month, % 14.81
Worst month, % -11.92
PnL, Volume & Fees
Metric Value
Total PnL 313.16
Total PnL, % 31.32
Gross profit 2757.07
Gross loss 2244.10
Trading volume (USDT) 567200.01
Total transactions (buy/sell) 286
Total fees 203.55
Funding net 3.74
Funding accrued (received) 22.89
Funding paid 19.15
Trades
Metric Value
Total Trades 284
Win Trades 83
Los Trades 201
Win Rate, % 29.23
Expectancy per trade 1.8062
Max consecutive wins 5
Max consecutive losses 44
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.13
Position max, % of margin balance 114.74
Max Drawdown 390.77
Max Drawdown, % 23.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2286
Recovery Factor (Total PnL / Max DD) 0.8014
Sharpe ratio (monthly) 0.5945
Sortino ratio (monthly) 0.9387
CAGR, % 11.94
Calmar ratio (CAGR / Max DD%) 0.5005
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 512.97 | Fee: 203.55 | Vol: 567200.01
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": 3,
    "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
}