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
1381.28
Total PnL
381.28 (38.13%)
Total Trades (Win/Los)
133 (69/64)
Win Rate
51.88%
Max Drawdown
389.53 (26.99%)
Total Fees
77.93
Position avg (max), %
33.27 (114.83)
Profit Factor
1.25
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 | 14.11% | 6.02% | 0.82% | 3.20% | 0.14% | -5.69% | 3.61% | -2.25% | 10.00% | 7.95% | -1.99% | -6.28% | 31.32% |
| 2025 | -7.59% | -0.68% | -4.52% | 8.47% | 2.66% | -0.06% | 0.98% | 9.03% | -2.23% | 3.00% | 6.91% | -13.58% | -0.10% |
| 2026 | 5.42% | -7.86% | 5.18% | 3.91% | -0.82% | 0.00% | — | — | — | — | — | — | 5.29% |
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 | 1381.28 |
| Min balance | 989.98 |
| Max balance | 1565.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.08 |
| Average monthly return (arithmetic), % | 1.26 |
| Best month, % | 14.11 |
| Worst month, % | -13.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 381.28 |
| Total PnL, % | 38.13 |
| Gross profit | 2316.02 |
| Gross loss | 1858.94 |
| Trading volume (USDT) | 217965.43 |
| Total transactions (buy/sell) | 134 |
| Total fees | 77.93 |
| Funding net | 2.12 |
| Funding accrued (received) | 26.48 |
| Funding paid | 24.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 133 |
| Win Trades | 69 |
| Los Trades | 64 |
| Win Rate, % | 51.88 |
| Expectancy per trade | 3.4367 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.27 |
| Position max, % of margin balance | 114.83 |
| Max Drawdown | 389.53 |
| Max Drawdown, % | 26.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2459 |
| Recovery Factor (Total PnL / Max DD) | 0.9788 |
| Sharpe ratio (monthly) | 0.7300 |
| Sortino ratio (monthly) | 1.1806 |
| CAGR, % | 14.31 |
| Calmar ratio (CAGR / Max DD%) | 0.5302 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 457.08 | Fee: 77.93 | Vol: 217965.43
Realized PnL by Symbol
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": 7,
"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
}