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
2728.25
Total PnL
1728.25 (172.83%)
Total Trades (Win/Los)
171 (136/35)
Win Rate
79.53%
Max Drawdown
1488.32 (50.95%)
Total Fees
243.61
Position avg (max), %
99.54 (100.06)
Profit Factor
1.56
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 56.08% 70.66% -30.01% 4.71% 39.72% 0.10% — — — — — — 173.02%
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 2728.25
Min balance 992.72
Max balance 2921.09
Monthly Performance
Metric Value
Average monthly return (geometric), % 18.22
Average monthly return (arithmetic), % 23.54
Best month, % 70.66
Worst month, % -30.01
PnL, Volume & Fees
Metric Value
Total PnL 1728.25
Total PnL, % 172.83
Gross profit 5543.11
Gross loss 3562.73
Trading volume (USDT) 676764.69
Total transactions (buy/sell) 342
Total fees 243.61
Funding net -8.52
Funding accrued (received) 0.00
Funding paid 8.52
Trades
Metric Value
Total Trades 171
Win Trades 136
Los Trades 35
Win Rate, % 79.53
Expectancy per trade 11.5812
Max consecutive wins 16
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.54
Position max, % of margin balance 100.06
Max Drawdown 1488.32
Max Drawdown, % 50.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5559
Recovery Factor (Total PnL / Max DD) 1.1612
Sharpe ratio (monthly) 2.3361
Sortino ratio (monthly) 6.6569
CAGR, % 1033.26
Calmar ratio (CAGR / Max DD%) 20.2794
Open Positions Size (USDT)
Details
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
      "use": false,
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    },
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  "mrs3": null,
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