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
2171.93
Total PnL
1171.93 (117.19%)
Total Trades (Win/Los)
139 (99/36)
Win Rate
71.22%
Max Drawdown
2710.95 (70.14%)
Total Fees
177.58
Position avg (max), %
99.63 (100.06)
Profit Factor
1.24
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 13.62% 15.96% 1.21% 98.29% -17.87% — — — — — — — 117.19%
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 2171.93
Min balance 875.29
Max balance 3865.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 16.78
Average monthly return (arithmetic), % 22.24
Best month, % 98.29
Worst month, % -17.87
PnL, Volume & Fees
Metric Value
Total PnL 1171.93
Total PnL, % 117.19
Gross profit 7040.78
Gross loss 5684.89
Trading volume (USDT) 493286.99
Total transactions (buy/sell) 278
Total fees 177.58
Funding net -6.37
Funding accrued (received) 0.00
Funding paid 6.37
Trades
Metric Value
Total Trades 139
Win Trades 99
Los Trades 36
Win Rate, % 71.22
Expectancy per trade 9.7546
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.63
Position max, % of margin balance 100.06
Max Drawdown 2710.95
Max Drawdown, % 70.14
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2385
Recovery Factor (Total PnL / Max DD) 0.4323
Sharpe ratio (monthly) 1.9327
Sortino ratio (monthly) 9.6443
CAGR, % 552.79
Calmar ratio (CAGR / Max DD%) 7.8811
Open Positions Size (USDT)
Details
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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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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
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    },
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  "mrs3": null,
  "webhook": null,
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  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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