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
1671.72
Total PnL
671.72 (67.17%)
Total Trades (Win/Los)
171 (126/45)
Win Rate
73.68%
Max Drawdown
740.84 (39.26%)
Total Fees
170.89
Position avg (max), %
99.68 (100.05)
Profit Factor
1.27
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 — 23.86% 13.35% 11.06% 7.22% — — — — — — — 67.17%
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 1671.72
Min balance 845.48
Max balance 1886.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 13.71
Average monthly return (arithmetic), % 13.87
Best month, % 23.86
Worst month, % 7.22
PnL, Volume & Fees
Metric Value
Total PnL 671.72
Total PnL, % 67.17
Gross profit 4028.65
Gross loss 3178.62
Trading volume (USDT) 474697.31
Total transactions (buy/sell) 342
Total fees 170.89
Funding net -7.41
Funding accrued (received) 0.00
Funding paid 7.41
Trades
Metric Value
Total Trades 171
Win Trades 126
Los Trades 45
Win Rate, % 73.68
Expectancy per trade 4.9709
Max consecutive wins 12
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.68
Position max, % of margin balance 100.05
Max Drawdown 740.84
Max Drawdown, % 39.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2674
Recovery Factor (Total PnL / Max DD) 0.9067
Sharpe ratio (monthly) 7.7871
Sortino ratio (monthly) n/a
CAGR, % 246.57
Calmar ratio (CAGR / Max DD%) 6.2801
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,
    "use_upnl": false,
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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,
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    "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,
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    "unconditional_placement": false,
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    "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
}