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
1897.31
Total PnL
897.31 (89.73%)
Total Trades (Win/Los)
281 (210/65)
Win Rate
74.73%
Max Drawdown
2066.36 (70.72%)
Total Fees
295.11
Position avg (max), %
99.51 (100.05)
Profit Factor
1.20
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 12.36% 7.47% -13.91% 114.58% -14.94% — — — — — — — 89.73%
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 1897.31
Min balance 796.14
Max balance 2921.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 13.67
Average monthly return (arithmetic), % 21.11
Best month, % 114.58
Worst month, % -14.94
PnL, Volume & Fees
Metric Value
Total PnL 897.31
Total PnL, % 89.73
Gross profit 7331.33
Gross loss 6130.77
Trading volume (USDT) 819762.72
Total transactions (buy/sell) 562
Total fees 295.11
Funding net -8.13
Funding accrued (received) 0.00
Funding paid 8.13
Trades
Metric Value
Total Trades 281
Win Trades 210
Los Trades 65
Win Rate, % 74.73
Expectancy per trade 4.2725
Max consecutive wins 18
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.51
Position max, % of margin balance 100.05
Max Drawdown 2066.36
Max Drawdown, % 70.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1958
Recovery Factor (Total PnL / Max DD) 0.4342
Sharpe ratio (monthly) 1.5232
Sortino ratio (monthly) 8.0108
CAGR, % 370.73
Calmar ratio (CAGR / Max DD%) 5.2420
Open Positions Size (USDT)
Details
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  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "exchange": {
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
    "lot_short": 0.0,
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    "max_bars": 2000
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  "options": null,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "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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  },
  "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
}