hb/tester/1

hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

2547.19

Total PnL

1547.19 (154.72%)

Total Trades (Win/Los)

7 (7/0)

Win Rate

100.00%

Max Drawdown

553.98 (21.80%)

Total Fees

8.71

Position avg (max), %

99.65 (100.04)

Profit Factor

n/a

Duration (days)

151.0

Equity Curve (Margin balance)

Y scale not from zero

Monthly Returns Heatmap (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2026	—	—	8.30%	60.66%	46.40%	—	—	—	—	—	—	—	154.72%

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	3
Pairs count	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	2547.19
Min balance	930.73
Max balance	2576.97

Monthly Performance

Metric	Value
Average monthly return (geometric), %	36.57
Average monthly return (arithmetic), %	38.45
Best month, %	60.66
Worst month, %	8.30

PnL, Volume & Fees

Metric	Value
Total PnL	1547.19
Total PnL, %	154.72
Gross profit	1556.22
Gross loss	0.00
Trading volume (USDT)	24195.17
Total transactions (buy/sell)	14
Total fees	8.71
Funding net	-0.31
Funding accrued (received)	0.00
Funding paid	0.31

Trades

Metric	Value
Total Trades	7
Win Trades	7
Los Trades	0
Win Rate, %	100.00
Expectancy per trade	222.3170
Max consecutive wins	7
Max consecutive losses	0

Risk & Exposure

Metric	Value
Position avg, % of margin balance	99.65
Position max, % of margin balance	100.04
Max Drawdown	553.98
Max Drawdown, %	21.80

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	n/a
Recovery Factor (Total PnL / Max DD)	2.7929
Sharpe ratio (monthly)	6.0259
Sortino ratio (monthly)	n/a
CAGR, %	859.83
Calmar ratio (CAGR / Max DD%)	39.4491

Open Positions Size (USDT)

Y scale not from zero

Details

{
  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "mrs2",
    "symbol": "UBUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": false,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 0.81,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.17,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
      "use": false,
      "count": 100,
      "value": 1.5
    }
  },
  "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
}

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2026-03-26 10:46:00	UBUSDT	1	buy	opened	35340	0.02829	0.3599166960	0	999.6400833040	35340	long	999.76860
2026-03-26 19:36:00	UBUSDT	2	sell	closed	35340	0.03066	0.3900687840	83.75580	1082.96165188900	0		1083.52440
2026-04-23 11:13:00	UBUSDT	3	buy	opened	21540	0.05027	0.3898136880	0	1082.57183820100	21540	long	1082.81580
2026-04-23 15:01:00	UBUSDT	4	sell	closed	21540	0.05848	0.4534773120	176.84340	1258.96176088900	0		1259.65920
2026-04-23 15:41:00	UBUSDT	5	buy	opened	26570	0.04737	0.4531035240	0	1258.50865736500	26570	long	1258.62090
2026-04-23 18:11:00	UBUSDT	6	sell	closed	26570	0.05311	0.5080077720	152.51180	1410.45694752000	0		1411.13270
2026-04-30 12:53:00	UBUSDT	7	buy	opened	25510	0.05528	0.5076694080	0	1409.94927811200	25510	long	1410.19280
2026-04-30 13:22:00	UBUSDT	8	sell	closed	25510	0.06824	0.6266888640	330.60960	1739.93218924800	0		1740.80240
2026-05-01 19:09:00	UBUSDT	9	buy	opened	20260	0.08588	0.6263743680	0	1739.30581488000	20260	long	1739.92880
2026-05-01 21:18:00	UBUSDT	10	sell	closed	20260	0.11732	0.8556851520	636.97440	2375.42452972800	0		2376.90320
2026-05-03 07:29:00	UBUSDT	11	buy	opened	18830	0.12609	0.8547388920	0	2374.56979083600	18830	long	2374.27470
2026-05-03 14:09:00	UBUSDT	12	sell	closed	18830	0.13044	0.8842266720	81.91050	2455.48802703900	0		2456.18520
2026-05-16 14:35:00	UBUSDT	13	buy	opened	14650	0.1675	0.883395000	0	2454.60463203900	14650	long	2453.8750
2026-05-16 23:44:00	UBUSDT	14	sell	closed	14650	0.17389	0.9170958600	93.61350	2547.19396738650	0		2547.48850

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
UBUSDT	1000000	20.00	10	0.1925	192500.00	1.9250

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
UBUSDT	mrs2	7	100.00%	n/a	1556.22	8.71	24195.17	99.65%	100.04%

Run Tag: run_1632_of_15210
Run Parameters:
settings[*].basic.symbol=UBUSDT, settings[*].mrs2.ma_long.multiplier=0.81, settings[*].mrs2.ma_short.multiplier=1.17
config_tester.json:
{
  "name_comment": "mrs-4h-L",
  "InitialBalance": 1000.0,
  "StartDate": "2026-01-01T00:00:00",
  "EndDate": "2026-06-01T00:00:00",
  "WarmupDays": 22,
  "MakerFee": 0.00036,
  "TakerFee": 0.00035,
  "SlippagePercent": 0.00035,
  "FundingRate": 0.000045,
  "FundingIntervalHours": 8,
  "UpdateData": true,
  "LimitOrderVolumeCheck": false,
  "use_logger": false,
  "max_parallel_runs": 10,
  "parameter_mining": [
    {
      "name": "settings[*].basic.symbol",
      "start": 1.0,
      "end": 1.0,
      "step": 5.0,
      "values": [
        "SOLUSDT",
        "UBUSDT",
        "CYSUSDT",
        "TACUSDT",
        "MEGAUSDT",
        "1000TAGUSDT",
        "TRIAUSDT",
        "TAUSDT",
        "BTUSDT",
        "LABUSDT"
      ]
    },
    {
      "name": "settings[*].mrs2.ma_long.multiplier",
      "start": 0.8,
      "end": 0.99,
      "step": 0.005,
      "values": []
    },
    {
      "name": "settings[*].mrs2.ma_short.multiplier",
      "start": 1.01,
      "end": 1.2,
      "step": 0.005,
      "values": []
    }
  ],
  "report": {
    "chart_ohlc_height": 550,
    "chart_balance_height": 550,
    "chart_position_height": 550,
    "include_chart_ohlc": false,
    "include_chart_balance": true,
    "include_chart_position": true,
    "include_strategy_settings": true,
    "include_trades_table": true,
    "include_summary_table": true,
    "include_monthly_returns_heatmap": true,
    "include_position_stats": true,
    "enable_timing_logs": false
  },
  "report_optimizer": {
    "chart_height": 550,
    "z_parameters": [
      "TotalPnLPercent",
      "MaxDrawdownPercent",
      "ProfitFactor"
    ]
  }
}

------------
{
  "profit": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1