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
1526.75
Total PnL
526.75 (52.68%)
Total Trades (Win/Los)
19 (15/4)
Win Rate
78.95%
Max Drawdown
922.33 (44.66%)
Total Fees
20.55
Position avg (max), %
99.75 (100.06)
Profit Factor
1.67
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 45.20% 35.69% -26.37% 3.79% 1.39% — — — — — — — 52.68%
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 5
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1526.75
Min balance 995.61
Max balance 2065.03
Monthly Performance
Metric Value
Average monthly return (geometric), % 8.83
Average monthly return (arithmetic), % 11.94
Best month, % 45.20
Worst month, % -26.37
PnL, Volume & Fees
Metric Value
Total PnL 526.75
Total PnL, % 52.68
Gross profit 1363.66
Gross loss 815.25
Trading volume (USDT) 57092.10
Total transactions (buy/sell) 38
Total fees 20.55
Funding net -1.10
Funding accrued (received) 0.00
Funding paid 1.10
Trades
Metric Value
Total Trades 19
Win Trades 15
Los Trades 4
Win Rate, % 78.95
Expectancy per trade 28.8634
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.75
Position max, % of margin balance 100.06
Max Drawdown 922.33
Max Drawdown, % 44.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6727
Recovery Factor (Total PnL / Max DD) 0.5711
Sharpe ratio (monthly) 1.6065
Sortino ratio (monthly) 3.5081
CAGR, % 178.29
Calmar ratio (CAGR / Max DD%) 3.9919
Open Positions Size (USDT)
Details
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  "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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    "subaccount_name": "",
    "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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    "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,
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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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    },
    "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,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}