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
4369.02
Total PnL
3369.02 (336.90%)
Total Trades (Win/Los)
345 (285/59)
Win Rate
82.61%
Max Drawdown
1892.54 (52.80%)
Total Fees
592.57
Position avg (max), %
99.29 (100.06)
Profit Factor
1.74
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 63.59% 79.45% -25.76% 10.21% 81.85% 0.10% — — — — — — 337.21%
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 4369.02
Min balance 972.70
Max balance 4631.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 27.87
Average monthly return (arithmetic), % 34.91
Best month, % 81.85
Worst month, % -25.76
PnL, Volume & Fees
Metric Value
Total PnL 3369.02
Total PnL, % 336.90
Gross profit 9331.51
Gross loss 5355.68
Trading volume (USDT) 1646142.39
Total transactions (buy/sell) 690
Total fees 592.57
Funding net -14.24
Funding accrued (received) 0.00
Funding paid 14.24
Trades
Metric Value
Total Trades 345
Win Trades 285
Los Trades 59
Win Rate, % 82.61
Expectancy per trade 11.5241
Max consecutive wins 27
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.29
Position max, % of margin balance 100.06
Max Drawdown 1892.54
Max Drawdown, % 52.80
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7424
Recovery Factor (Total PnL / Max DD) 1.7802
Sharpe ratio (monthly) 2.8888
Sortino ratio (monthly) 11.4972
CAGR, % 3439.77
Calmar ratio (CAGR / Max DD%) 65.1532
Open Positions Size (USDT)
Details
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    },
    "distance_filter": 0.3,
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  "mrs3": null,
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