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
1366.80
Total PnL
366.80 (36.68%)
Total Trades (Win/Los)
358 (72/286)
Win Rate
20.11%
Max Drawdown
527.55 (31.50%)
Total Fees
259.05
Position avg (max), %
26.47 (106.81)
Profit Factor
1.37
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 10.65% 7.69% 0.83% -10.65% -8.33% 0.16% 6.11% -9.24% 7.51% 6.25% 2.36% 3.97% 15.42%
2025 2.56% 5.30% 3.89% 1.58% 0.43% -4.48% -1.74% 8.54% -0.40% 10.67% 5.66% -24.95% 1.94%
2026 8.76% -2.43% 1.20% 4.05% 3.98% 0.00% — — — — — — 16.17%
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 1366.80
Min balance 914.97
Max balance 1674.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.05
Average monthly return (arithmetic), % 1.33
Best month, % 10.67
Worst month, % -24.95
PnL, Volume & Fees
Metric Value
Total PnL 366.80
Total PnL, % 36.68
Gross profit 2293.77
Gross loss 1669.05
Trading volume (USDT) 720987.54
Total transactions (buy/sell) 360
Total fees 259.05
Funding net 1.13
Funding accrued (received) 19.70
Funding paid 18.57
Trades
Metric Value
Total Trades 358
Win Trades 72
Los Trades 286
Win Rate, % 20.11
Expectancy per trade 1.7450
Max consecutive wins 4
Max consecutive losses 63
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.47
Position max, % of margin balance 106.81
Max Drawdown 527.55
Max Drawdown, % 31.50
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3743
Recovery Factor (Total PnL / Max DD) 0.6953
Sharpe ratio (monthly) 0.6365
Sortino ratio (monthly) 0.8332
CAGR, % 13.81
Calmar ratio (CAGR / Max DD%) 0.4385
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 624.72 | Fee: 259.05 | Vol: 720987.54
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": 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
}