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
2522.59
Total PnL
1522.59 (152.26%)
Total Trades (Win/Los)
126 (90/33)
Win Rate
71.43%
Max Drawdown
2818.80 (69.98%)
Total Fees
171.57
Position avg (max), %
99.63 (100.05)
Profit Factor
1.30
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 18.45% 13.89% 9.10% 81.58% -5.61% — — — — — — — 152.26%
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 2522.59
Min balance 871.46
Max balance 4027.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 20.33
Average monthly return (arithmetic), % 23.48
Best month, % 81.58
Worst month, % -5.61
PnL, Volume & Fees
Metric Value
Total PnL 1522.59
Total PnL, % 152.26
Gross profit 7333.91
Gross loss 5633.39
Trading volume (USDT) 476583.09
Total transactions (buy/sell) 252
Total fees 171.57
Funding net -6.36
Funding accrued (received) 0.00
Funding paid 6.36
Trades
Metric Value
Total Trades 126
Win Trades 90
Los Trades 33
Win Rate, % 71.43
Expectancy per trade 13.4962
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.63
Position max, % of margin balance 100.05
Max Drawdown 2818.80
Max Drawdown, % 69.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3019
Recovery Factor (Total PnL / Max DD) 0.5402
Sharpe ratio (monthly) 2.6978
Sortino ratio (monthly) 32.4248
CAGR, % 837.56
Calmar ratio (CAGR / Max DD%) 11.9683
Open Positions Size (USDT)
Details
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    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
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  "exchange": {
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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,
  "price_vs_ma": null,
  "macd_trend": null
}