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
1344.41
Total PnL
344.41 (34.44%)
Total Trades (Win/Los)
243 (76/167)
Win Rate
31.28%
Max Drawdown
381.96 (24.97%)
Total Fees
164.47
Position avg (max), %
31.27 (113.92)
Profit Factor
1.28
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% 7.35% 0.87% -1.09% -8.94% -3.09% 3.59% -2.49% 8.60% 6.73% -1.55% -5.05% 9.33%
2025 3.53% 5.01% 4.79% -3.31% 2.75% 1.67% -1.37% 9.01% -1.67% 11.09% 1.33% -22.33% 6.37%
2026 7.28% 2.96% -3.30% 4.19% 3.89% 0.00% — — — — — — 15.61%
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 1344.41
Min balance 941.26
Max balance 1529.81
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.99
Average monthly return (arithmetic), % 1.20
Best month, % 11.09
Worst month, % -22.33
PnL, Volume & Fees
Metric Value
Total PnL 344.41
Total PnL, % 34.44
Gross profit 2312.15
Gross loss 1804.92
Trading volume (USDT) 458326.99
Total transactions (buy/sell) 244
Total fees 164.47
Funding net 1.65
Funding accrued (received) 22.98
Funding paid 21.33
Trades
Metric Value
Total Trades 243
Win Trades 76
Los Trades 167
Win Rate, % 31.28
Expectancy per trade 2.0874
Max consecutive wins 6
Max consecutive losses 72
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.27
Position max, % of margin balance 113.92
Max Drawdown 381.96
Max Drawdown, % 24.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2810
Recovery Factor (Total PnL / Max DD) 0.9017
Sharpe ratio (monthly) 0.6607
Sortino ratio (monthly) 0.8966
CAGR, % 13.04
Calmar ratio (CAGR / Max DD%) 0.5222
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 507.23 | Fee: 164.47 | Vol: 458326.99
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": 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
}