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
1216.65
Total PnL
216.65 (21.66%)
Total Trades (Win/Los)
235 (70/165)
Win Rate
29.79%
Max Drawdown
355.77 (29.67%)
Total Fees
129.79
Position avg (max), %
34.33 (113.78)
Profit Factor
1.21
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 9.23% 7.58% 0.84% -8.43% -8.00% -1.49% -0.81% -10.47% 7.22% 7.22% 1.30% -2.42% -0.76%
2025 7.21% 2.34% -13.92% 1.60% 3.43% 5.75% -6.61% 8.67% -8.34% 7.24% 1.89% -10.16% -4.16%
2026 7.23% 2.51% 7.27% 4.13% 4.18% 0.00% — — — — — — 27.92%
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 1216.65
Min balance 843.19
Max balance 1217.80
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.66
Average monthly return (arithmetic), % 0.87
Best month, % 9.23
Worst month, % -13.92
PnL, Volume & Fees
Metric Value
Total PnL 216.65
Total PnL, % 21.66
Gross profit 1984.37
Gross loss 1642.71
Trading volume (USDT) 361743.12
Total transactions (buy/sell) 236
Total fees 129.79
Funding net 4.78
Funding accrued (received) 23.20
Funding paid 18.41
Trades
Metric Value
Total Trades 235
Win Trades 70
Los Trades 165
Win Rate, % 29.79
Expectancy per trade 1.4539
Max consecutive wins 5
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.33
Position max, % of margin balance 113.78
Max Drawdown 355.77
Max Drawdown, % 29.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2080
Recovery Factor (Total PnL / Max DD) 0.6090
Sharpe ratio (monthly) 0.4645
Sortino ratio (monthly) 0.6431
CAGR, % 8.46
Calmar ratio (CAGR / Max DD%) 0.2851
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 341.66 | Fee: 129.79 | Vol: 361743.12
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": 3,
    "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
}