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
2248.98
Total PnL
1248.98 (124.90%)
Total Trades (Win/Los)
130 (91/39)
Win Rate
70.00%
Max Drawdown
527.43 (27.46%)
Total Fees
145.80
Position avg (max), %
99.71 (100.05)
Profit Factor
1.51
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 — 19.13% 29.34% 32.53% 10.14% — — — — — — — 124.90%
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 2248.98
Min balance 812.62
Max balance 2248.98
Monthly Performance
Metric Value
Average monthly return (geometric), % 22.46
Average monthly return (arithmetic), % 22.78
Best month, % 32.53
Worst month, % 10.14
PnL, Volume & Fees
Metric Value
Total PnL 1248.98
Total PnL, % 124.90
Gross profit 4160.88
Gross loss 2758.98
Trading volume (USDT) 405009.98
Total transactions (buy/sell) 260
Total fees 145.80
Funding net -7.12
Funding accrued (received) 0.00
Funding paid 7.12
Trades
Metric Value
Total Trades 130
Win Trades 91
Los Trades 39
Win Rate, % 70.00
Expectancy per trade 10.7839
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.71
Position max, % of margin balance 100.05
Max Drawdown 527.43
Max Drawdown, % 27.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5081
Recovery Factor (Total PnL / Max DD) 2.3680
Sharpe ratio (monthly) 8.9468
Sortino ratio (monthly) n/a
CAGR, % 610.21
Calmar ratio (CAGR / Max DD%) 22.2199
Open Positions Size (USDT)
Details
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  "is_runing": true,
  "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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    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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    "use_short": false,
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    "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
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
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  "dc": null,
  "mz": null,
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  "mrs": null,
  "mrs2": {
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    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "side": "",
      "type": "SMA",
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    },
    "ma_close_long": {
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      "order_type": "limit",
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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": {
      "use": false,
      "count": 100,
      "value": 1.5
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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
}