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
3210.24
Total PnL
2210.24 (221.02%)
Total Trades (Win/Los)
231 (190/40)
Win Rate
82.25%
Max Drawdown
1568.82 (52.69%)
Total Fees
336.74
Position avg (max), %
99.45 (100.06)
Profit Factor
1.64
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 48.21% 76.21% -30.18% 3.31% 70.35% 0.10% — — — — — — 221.25%
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 3210.24
Min balance 976.10
Max balance 3402.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 21.47
Average monthly return (arithmetic), % 28.00
Best month, % 76.21
Worst month, % -30.18
PnL, Volume & Fees
Metric Value
Total PnL 2210.24
Total PnL, % 221.02
Gross profit 6579.51
Gross loss 4022.38
Trading volume (USDT) 935491.61
Total transactions (buy/sell) 462
Total fees 336.74
Funding net -10.14
Funding accrued (received) 0.00
Funding paid 10.14
Trades
Metric Value
Total Trades 231
Win Trades 190
Los Trades 40
Win Rate, % 82.25
Expectancy per trade 11.0698
Max consecutive wins 24
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.45
Position max, % of margin balance 100.06
Max Drawdown 1568.82
Max Drawdown, % 52.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6357
Recovery Factor (Total PnL / Max DD) 1.4089
Sharpe ratio (monthly) 2.4639
Sortino ratio (monthly) 7.8731
CAGR, % 1579.67
Calmar ratio (CAGR / Max DD%) 29.9790
Open Positions Size (USDT)
Details
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    "id_chat": 0,
    "notification_position": true,
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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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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
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  "macd_trend": null
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