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
1559.88
Total PnL
559.88 (55.99%)
Total Trades (Win/Los)
353 (268/72)
Win Rate
75.92%
Max Drawdown
1583.99 (70.89%)
Total Fees
319.14
Position avg (max), %
99.44 (100.05)
Profit Factor
1.16
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 -3.11% 3.88% -7.57% 99.75% -16.06% — — — — — — — 55.99%
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 1559.88
Min balance 650.46
Max balance 2234.45
Monthly Performance
Metric Value
Average monthly return (geometric), % 9.30
Average monthly return (arithmetic), % 15.38
Best month, % 99.75
Worst month, % -16.06
PnL, Volume & Fees
Metric Value
Total PnL 559.88
Total PnL, % 55.99
Gross profit 6434.06
Gross loss 5547.36
Trading volume (USDT) 886488.71
Total transactions (buy/sell) 706
Total fees 319.14
Funding net -7.69
Funding accrued (received) 0.00
Funding paid 7.69
Trades
Metric Value
Total Trades 353
Win Trades 268
Los Trades 72
Win Rate, % 75.92
Expectancy per trade 2.5119
Max consecutive wins 27
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.44
Position max, % of margin balance 100.05
Max Drawdown 1583.99
Max Drawdown, % 70.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1598
Recovery Factor (Total PnL / Max DD) 0.3535
Sharpe ratio (monthly) 1.2482
Sortino ratio (monthly) 6.6084
CAGR, % 193.12
Calmar ratio (CAGR / Max DD%) 2.7243
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,
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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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    "max_bars": 2000
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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
}