hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1723.28
Total PnL
723.28 (72.33%)
Total Trades (Win/Los)
38 (26/12)
Win Rate
68.42%
Max Drawdown
360.86 (22.49%)
Total Fees
36.52
Position avg (max), %
99.79 (100.05)
Profit Factor
1.77
Duration (days)
151.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 — 17.20% 30.19% 14.31% -1.19% — — — — — — — 72.33%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-06-01
Days in test 151.0
Months in test 6
Months with data 4
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1723.28
Min balance 863.13
Max balance 1778.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 14.57
Average monthly return (arithmetic), % 15.13
Best month, % 30.19
Worst month, % -1.19
PnL, Volume & Fees
Metric Value
Total PnL 723.28
Total PnL, % 72.33
Gross profit 1747.70
Gross loss 985.53
Trading volume (USDT) 101451.40
Total transactions (buy/sell) 76
Total fees 36.52
Funding net -2.37
Funding accrued (received) 0.00
Funding paid 2.37
Trades
Metric Value
Total Trades 38
Win Trades 26
Los Trades 12
Win Rate, % 68.42
Expectancy per trade 20.0571
Max consecutive wins 6
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.79
Position max, % of margin balance 100.05
Max Drawdown 360.86
Max Drawdown, % 22.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7734
Recovery Factor (Total PnL / Max DD) 2.0043
Sharpe ratio (monthly) 4.6956
Sortino ratio (monthly) 87.8541
CAGR, % 272.99
Calmar ratio (CAGR / Max DD%) 12.1389
Open Positions Size (USDT)
Details
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  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "exchange": {
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
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  "options": null,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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    "ma_close_short": {
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}