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
1092.26
Total PnL
92.26 (9.23%)
Total Trades (Win/Los)
377 (80/297)
Win Rate
21.22%
Max Drawdown
419.39 (29.83%)
Total Fees
246.06
Position avg (max), %
31.25 (117.16)
Profit Factor
1.16
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% 7.53% 0.88% -8.93% -8.09% 0.18% 6.27% -1.67% 8.32% 8.63% 0.40% -2.24% 15.52%
2025 -8.39% 2.01% -3.42% 1.60% 3.72% 1.72% -6.24% 9.06% -0.47% 12.64% 5.78% -18.27% -4.11%
2026 7.09% -6.23% -2.75% 4.06% -2.97% 0.00% — — — — — — -1.39%
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 1092.26
Min balance 917.49
Max balance 1405.71
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.29
Average monthly return (arithmetic), % 0.52
Best month, % 12.64
Worst month, % -18.27
PnL, Volume & Fees
Metric Value
Total PnL 92.26
Total PnL, % 9.23
Gross profit 2361.14
Gross loss 2028.12
Trading volume (USDT) 684969.91
Total transactions (buy/sell) 378
Total fees 246.06
Funding net 5.30
Funding accrued (received) 22.92
Funding paid 17.62
Trades
Metric Value
Total Trades 377
Win Trades 80
Los Trades 297
Win Rate, % 21.22
Expectancy per trade 0.8833
Max consecutive wins 5
Max consecutive losses 39
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.25
Position max, % of margin balance 117.16
Max Drawdown 419.39
Max Drawdown, % 29.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1642
Recovery Factor (Total PnL / Max DD) 0.2200
Sharpe ratio (monthly) 0.2724
Sortino ratio (monthly) 0.3798
CAGR, % 3.72
Calmar ratio (CAGR / Max DD%) 0.1248
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 333.02 | Fee: 246.06 | Vol: 684969.91
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": 19,
    "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
}