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
1415.73
Total PnL
415.73 (41.57%)
Total Trades (Win/Los)
349 (270/78)
Win Rate
77.36%
Max Drawdown
775.64 (44.27%)
Total Fees
323.54
Position avg (max), %
99.47 (100.05)
Profit Factor
1.18
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 — 18.61% 10.46% 11.66% -3.22% — — — — — — — 41.57%
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 1415.73
Min balance 826.11
Max balance 1752.21
Monthly Performance
Metric Value
Average monthly return (geometric), % 9.08
Average monthly return (arithmetic), % 9.38
Best month, % 18.61
Worst month, % -3.22
PnL, Volume & Fees
Metric Value
Total PnL 415.73
Total PnL, % 41.57
Gross profit 4888.15
Gross loss 4140.60
Trading volume (USDT) 898732.94
Total transactions (buy/sell) 698
Total fees 323.54
Funding net -8.28
Funding accrued (received) 0.00
Funding paid 8.28
Trades
Metric Value
Total Trades 349
Win Trades 270
Los Trades 78
Win Rate, % 77.36
Expectancy per trade 2.1420
Max consecutive wins 18
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.47
Position max, % of margin balance 100.05
Max Drawdown 775.64
Max Drawdown, % 44.27
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1805
Recovery Factor (Total PnL / Max DD) 0.5360
Sharpe ratio (monthly) 4.1068
Sortino ratio (monthly) 20.1908
CAGR, % 131.84
Calmar ratio (CAGR / Max DD%) 2.9784
Open Positions Size (USDT)
Details
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  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": 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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    "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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      "count": 100,
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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
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  "macd_trend": null
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