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
3990.01
Total PnL
2990.01 (299.00%)
Total Trades (Win/Los)
525 (451/74)
Win Rate
85.90%
Max Drawdown
1940.83 (52.67%)
Total Fees
871.06
Position avg (max), %
99.06 (100.06)
Profit Factor
1.65
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 51.54% 76.78% -16.56% 5.24% 69.56% 0.10% — — — — — — 299.28%
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 3990.01
Min balance 982.45
Max balance 4229.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 25.95
Average monthly return (arithmetic), % 31.11
Best month, % 76.78
Worst month, % -16.56
PnL, Volume & Fees
Metric Value
Total PnL 2990.01
Total PnL, % 299.00
Gross profit 9857.97
Gross loss 5981.42
Trading volume (USDT) 2419730.94
Total transactions (buy/sell) 1050
Total fees 871.06
Funding net -15.48
Funding accrued (received) 0.00
Funding paid 15.48
Trades
Metric Value
Total Trades 525
Win Trades 451
Los Trades 74
Win Rate, % 85.90
Expectancy per trade 7.3839
Max consecutive wins 31
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.06
Position max, % of margin balance 100.06
Max Drawdown 1940.83
Max Drawdown, % 52.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6481
Recovery Factor (Total PnL / Max DD) 1.5406
Sharpe ratio (monthly) 2.9728
Sortino ratio (monthly) 15.9392
CAGR, % 2742.17
Calmar ratio (CAGR / Max DD%) 52.0651
Open Positions Size (USDT)
Details
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    "risk_long": 1.0,
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  "options": null,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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    },
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  "mrs3": null,
  "webhook": null,
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  "shadow_overlap": null,
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