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
1671.93
Total PnL
671.93 (67.19%)
Total Trades (Win/Los)
268 (204/64)
Win Rate
76.12%
Max Drawdown
731.77 (44.35%)
Total Fees
246.13
Position avg (max), %
99.57 (100.05)
Profit Factor
1.26
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 — 11.71% 7.18% 22.62% 13.88% — — — — — — — 67.19%
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 1671.93
Min balance 837.19
Max balance 1679.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 13.71
Average monthly return (arithmetic), % 13.85
Best month, % 22.62
Worst month, % 7.18
PnL, Volume & Fees
Metric Value
Total PnL 671.93
Total PnL, % 67.19
Gross profit 4493.31
Gross loss 3567.41
Trading volume (USDT) 683701.78
Total transactions (buy/sell) 536
Total fees 246.13
Funding net -7.84
Funding accrued (received) 0.00
Funding paid 7.84
Trades
Metric Value
Total Trades 268
Win Trades 204
Los Trades 64
Win Rate, % 76.12
Expectancy per trade 3.4549
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.57
Position max, % of margin balance 100.05
Max Drawdown 731.77
Max Drawdown, % 44.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2595
Recovery Factor (Total PnL / Max DD) 0.9182
Sharpe ratio (monthly) 8.5476
Sortino ratio (monthly) n/a
CAGR, % 246.68
Calmar ratio (CAGR / Max DD%) 5.5615
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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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
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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,
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  "mrs": null,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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      "side": "",
      "type": "SMA",
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    },
    "ma_close_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": {
      "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
}