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
1200.70
Total PnL
200.70 (20.07%)
Total Trades (Win/Los)
207 (79/128)
Win Rate
38.16%
Max Drawdown
534.76 (32.56%)
Total Fees
137.60
Position avg (max), %
30.66 (115.28)
Profit Factor
1.15
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 5.71% 6.37% 0.88% -1.96% 3.03% -2.93% 3.59% -3.37% 9.81% 7.34% -1.68% -5.07% 22.47%
2025 4.33% 3.27% 4.86% -11.62% 2.71% 2.26% -2.20% 9.00% -0.39% 11.33% 5.89% -20.73% 4.07%
2026 9.10% -4.44% -12.93% 4.11% -0.33% 0.00% — — — — — — -5.79%
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 1200.70
Min balance 965.77
Max balance 1642.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.61
Average monthly return (arithmetic), % 0.86
Best month, % 11.33
Worst month, % -20.73
PnL, Volume & Fees
Metric Value
Total PnL 200.70
Total PnL, % 20.07
Gross profit 2549.49
Gross loss 2212.23
Trading volume (USDT) 383848.36
Total transactions (buy/sell) 208
Total fees 137.60
Funding net 1.03
Funding accrued (received) 23.10
Funding paid 22.07
Trades
Metric Value
Total Trades 207
Win Trades 79
Los Trades 128
Win Rate, % 38.16
Expectancy per trade 1.6293
Max consecutive wins 5
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.66
Position max, % of margin balance 115.28
Max Drawdown 534.76
Max Drawdown, % 32.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1525
Recovery Factor (Total PnL / Max DD) 0.3753
Sharpe ratio (monthly) 0.4322
Sortino ratio (monthly) 0.5771
CAGR, % 7.87
Calmar ratio (CAGR / Max DD%) 0.2417
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 337.27 | Fee: 137.60 | Vol: 383848.36
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": 5,
    "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
}