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
802.70
Total PnL
-197.30 (-19.73%)
Total Trades (Win/Los)
153 (98/54)
Win Rate
64.05%
Max Drawdown
330.98 (30.50%)
Total Fees
98.91
Position avg (max), %
99.22 (100.04)
Profit Factor
0.90
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 -9.74% -8.13% 4.53% -2.41% -5.11% — — — — — — — -19.73%
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 5
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 802.70
Min balance 754.33
Max balance 1085.31
Monthly Performance
Metric Value
Average monthly return (geometric), % -4.30
Average monthly return (arithmetic), % -4.17
Best month, % 4.53
Worst month, % -9.74
PnL, Volume & Fees
Metric Value
Total PnL -197.30
Total PnL, % -19.73
Gross profit 868.56
Gross loss 961.74
Trading volume (USDT) 274752.91
Total transactions (buy/sell) 306
Total fees 98.91
Funding net -5.21
Funding accrued (received) 0.00
Funding paid 5.21
Trades
Metric Value
Total Trades 153
Win Trades 98
Los Trades 54
Win Rate, % 64.05
Expectancy per trade -0.6090
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.22
Position max, % of margin balance 100.04
Max Drawdown 330.98
Max Drawdown, % 30.50
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9031
Recovery Factor (Total PnL / Max DD) -0.5961
Sharpe ratio (monthly) -2.8730
Sortino ratio (monthly) -2.3263
CAGR, % -41.23
Calmar ratio (CAGR / Max DD%) -1.3521
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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    "ma_long": {
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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,
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  "macd_trend": null
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