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
2021.02
Total PnL
1021.02 (102.10%)
Total Trades (Win/Los)
34 (25/9)
Win Rate
73.53%
Max Drawdown
987.69 (43.02%)
Total Fees
41.36
Position avg (max), %
99.73 (100.06)
Profit Factor
1.87
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 52.27% 41.52% -22.92% 6.22% 14.51% 0.10% — — — — — — 102.24%
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 6
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 2021.02
Min balance 974.11
Max balance 2296.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 12.46
Average monthly return (arithmetic), % 15.28
Best month, % 52.27
Worst month, % -22.92
PnL, Volume & Fees
Metric Value
Total PnL 1021.02
Total PnL, % 102.10
Gross profit 2290.35
Gross loss 1225.97
Trading volume (USDT) 114934.43
Total transactions (buy/sell) 68
Total fees 41.36
Funding net -2.00
Funding accrued (received) 0.00
Funding paid 2.00
Trades
Metric Value
Total Trades 34
Win Trades 25
Los Trades 9
Win Rate, % 73.53
Expectancy per trade 31.3052
Max consecutive wins 7
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.73
Position max, % of margin balance 100.06
Max Drawdown 987.69
Max Drawdown, % 43.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.8682
Recovery Factor (Total PnL / Max DD) 1.0337
Sharpe ratio (monthly) 2.0958
Sortino ratio (monthly) 5.6588
CAGR, % 448.43
Calmar ratio (CAGR / Max DD%) 10.4246
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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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
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    "max_bars": 2000
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  "options": 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": "",
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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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  },
  "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
}