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
2699.99
Total PnL
1699.99 (170.00%)
Total Trades (Win/Los)
200 (148/45)
Win Rate
74.00%
Max Drawdown
3191.36 (70.45%)
Total Fees
281.90
Position avg (max), %
99.58 (100.07)
Profit Factor
1.27
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 23.38% 17.12% -5.64% 133.92% -15.35% — — — — — — — 170.00%
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 2699.99
Min balance 855.84
Max balance 4529.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 21.98
Average monthly return (arithmetic), % 30.69
Best month, % 133.92
Worst month, % -15.35
PnL, Volume & Fees
Metric Value
Total PnL 1699.99
Total PnL, % 170.00
Gross profit 9384.27
Gross loss 7393.58
Trading volume (USDT) 783068.77
Total transactions (buy/sell) 400
Total fees 281.90
Funding net -8.81
Funding accrued (received) 0.00
Funding paid 8.81
Trades
Metric Value
Total Trades 200
Win Trades 148
Los Trades 45
Win Rate, % 74.00
Expectancy per trade 9.9535
Max consecutive wins 13
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.58
Position max, % of margin balance 100.07
Max Drawdown 3191.36
Max Drawdown, % 70.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2692
Recovery Factor (Total PnL / Max DD) 0.5327
Sharpe ratio (monthly) 1.9854
Sortino ratio (monthly) 14.5342
CAGR, % 1005.07
Calmar ratio (CAGR / Max DD%) 14.2655
Open Positions Size (USDT)
Details
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  "description": "",
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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,
    "lot_short": 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_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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      "count": 100,
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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
}