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
954.33
Total PnL
-45.67 (-4.57%)
Total Trades (Win/Los)
495 (400/94)
Win Rate
80.81%
Max Drawdown
695.38 (51.11%)
Total Fees
354.50
Position avg (max), %
99.29 (100.05)
Profit Factor
1.09
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 — 1.38% -3.39% -0.84% -1.73% — — — — — — — -4.57%
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 954.33
Min balance 665.05
Max balance 1360.43
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.16
Average monthly return (arithmetic), % -1.15
Best month, % 1.38
Worst month, % -3.39
PnL, Volume & Fees
Metric Value
Total PnL -45.67
Total PnL, % -4.57
Gross profit 3931.44
Gross loss 3615.82
Trading volume (USDT) 984728.54
Total transactions (buy/sell) 990
Total fees 354.50
Funding net -6.78
Funding accrued (received) 0.00
Funding paid 6.78
Trades
Metric Value
Total Trades 495
Win Trades 400
Los Trades 94
Win Rate, % 80.81
Expectancy per trade 0.6376
Max consecutive wins 24
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.29
Position max, % of margin balance 100.05
Max Drawdown 695.38
Max Drawdown, % 51.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0873
Recovery Factor (Total PnL / Max DD) -0.0657
Sharpe ratio (monthly) -2.3115
Sortino ratio (monthly) -2.0390
CAGR, % -10.69
Calmar ratio (CAGR / Max DD%) -0.2091
Open Positions Size (USDT)
Details
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    "leverage": 20.0,
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    "risk_long": 1.0,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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    },
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  "mrs3": null,
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