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
2527.96
Total PnL
1527.96 (152.80%)
Total Trades (Win/Los)
240 (178/52)
Win Rate
74.17%
Max Drawdown
2740.42 (70.60%)
Total Fees
313.78
Position avg (max), %
99.55 (100.05)
Profit Factor
1.26
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 32.39% 10.68% -9.06% 108.58% -9.04% — — — — — — — 152.80%
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 2527.96
Min balance 844.85
Max balance 3881.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 20.38
Average monthly return (arithmetic), % 26.71
Best month, % 108.58
Worst month, % -9.06
PnL, Volume & Fees
Metric Value
Total PnL 1527.96
Total PnL, % 152.80
Gross profit 9062.80
Gross loss 7211.99
Trading volume (USDT) 871620.48
Total transactions (buy/sell) 480
Total fees 313.78
Funding net -9.07
Funding accrued (received) 0.00
Funding paid 9.07
Trades
Metric Value
Total Trades 240
Win Trades 178
Los Trades 52
Win Rate, % 74.17
Expectancy per trade 7.7117
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.55
Position max, % of margin balance 100.05
Max Drawdown 2740.42
Max Drawdown, % 70.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2566
Recovery Factor (Total PnL / Max DD) 0.5576
Sharpe ratio (monthly) 2.1170
Sortino ratio (monthly) 16.1593
CAGR, % 842.39
Calmar ratio (CAGR / Max DD%) 11.9312
Open Positions Size (USDT)
Details
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    "id_chat": 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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    },
    "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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