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
1271.54
Total PnL
271.54 (27.15%)
Total Trades (Win/Los)
309 (79/230)
Win Rate
25.57%
Max Drawdown
341.23 (25.73%)
Total Fees
191.48
Position avg (max), %
30.47 (109.54)
Profit Factor
1.27
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 -3.91% 11.04% 0.93% -6.29% -8.98% -0.35% 5.74% -2.69% 5.85% 7.15% 1.96% 4.08% 13.36%
2025 -1.42% 3.84% 3.37% 3.27% 4.94% -5.46% -7.16% 4.40% -9.53% 4.69% 6.56% -18.02% -13.05%
2026 8.97% 2.06% 7.22% 3.93% 4.10% 0.00% — — — — — — 29.01%
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 1271.54
Min balance 871.82
Max balance 1326.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.80
Average monthly return (arithmetic), % 1.01
Best month, % 11.04
Worst month, % -18.02
PnL, Volume & Fees
Metric Value
Total PnL 271.54
Total PnL, % 27.15
Gross profit 2188.50
Gross loss 1725.42
Trading volume (USDT) 533214.53
Total transactions (buy/sell) 310
Total fees 191.48
Funding net -0.07
Funding accrued (received) 19.68
Funding paid 19.75
Trades
Metric Value
Total Trades 309
Win Trades 79
Los Trades 230
Win Rate, % 25.57
Expectancy per trade 1.4986
Max consecutive wins 8
Max consecutive losses 37
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.47
Position max, % of margin balance 109.54
Max Drawdown 341.23
Max Drawdown, % 25.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2684
Recovery Factor (Total PnL / Max DD) 0.7958
Sharpe ratio (monthly) 0.5562
Sortino ratio (monthly) 0.7566
CAGR, % 10.46
Calmar ratio (CAGR / Max DD%) 0.4065
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 463.08 | Fee: 191.48 | Vol: 533214.53
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": 20,
    "detection": 1,
    "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
}