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
1776.93
Total PnL
776.93 (77.69%)
Total Trades (Win/Los)
91 (59/32)
Win Rate
64.84%
Max Drawdown
443.37 (27.00%)
Total Fees
89.80
Position avg (max), %
99.76 (100.05)
Profit Factor
1.45
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 — 6.36% 23.38% 42.47% -4.96% — — — — — — — 77.69%
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 1776.93
Min balance 822.06
Max balance 1949.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 15.46
Average monthly return (arithmetic), % 16.81
Best month, % 42.47
Worst month, % -4.96
PnL, Volume & Fees
Metric Value
Total PnL 776.93
Total PnL, % 77.69
Gross profit 2829.19
Gross loss 1957.23
Trading volume (USDT) 249455.54
Total transactions (buy/sell) 182
Total fees 89.80
Funding net -5.23
Funding accrued (received) 0.00
Funding paid 5.23
Trades
Metric Value
Total Trades 91
Win Trades 59
Los Trades 32
Win Rate, % 64.84
Expectancy per trade 9.5820
Max consecutive wins 5
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.76
Position max, % of margin balance 100.05
Max Drawdown 443.37
Max Drawdown, % 27.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4455
Recovery Factor (Total PnL / Max DD) 1.7523
Sharpe ratio (monthly) 3.2499
Sortino ratio (monthly) 23.4941
CAGR, % 301.71
Calmar ratio (CAGR / Max DD%) 11.1727
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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    "main_timer": 5000,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
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    "max_bars": 2000
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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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      "count": 100,
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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
}