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
1038.27
Total PnL
38.27 (3.83%)
Total Trades (Win/Los)
261 (87/174)
Win Rate
33.33%
Max Drawdown
428.53 (30.68%)
Total Fees
156.86
Position avg (max), %
32.08 (111.90)
Profit Factor
1.09
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 1.77% 7.39% 0.91% -1.45% -8.94% -1.96% 3.72% -4.46% 9.60% 6.91% -1.30% -4.91% 5.75%
2025 4.02% 4.45% 7.30% -10.56% 5.99% 2.87% -11.00% 9.28% -0.24% 10.48% 5.95% -22.03% 0.67%
2026 9.24% -2.78% -10.56% 1.93% 0.74% 0.00% — — — — — — -2.47%
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 1038.27
Min balance 914.96
Max balance 1396.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.13
Average monthly return (arithmetic), % 0.41
Best month, % 10.48
Worst month, % -22.03
PnL, Volume & Fees
Metric Value
Total PnL 38.27
Total PnL, % 3.83
Gross profit 2461.56
Gross loss 2268.42
Trading volume (USDT) 437281.30
Total transactions (buy/sell) 263
Total fees 156.86
Funding net 2.00
Funding accrued (received) 22.07
Funding paid 20.07
Trades
Metric Value
Total Trades 261
Win Trades 87
Los Trades 174
Win Rate, % 33.33
Expectancy per trade 0.7400
Max consecutive wins 5
Max consecutive losses 26
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.08
Position max, % of margin balance 111.90
Max Drawdown 428.53
Max Drawdown, % 30.68
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0851
Recovery Factor (Total PnL / Max DD) 0.0893
Sharpe ratio (monthly) 0.1937
Sortino ratio (monthly) 0.2512
CAGR, % 1.57
Calmar ratio (CAGR / Max DD%) 0.0511
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 193.14 | Fee: 156.86 | Vol: 437281.30
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": 18,
    "detection": 4,
    "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
}