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
7669.35
Total PnL
6669.35 (666.93%)
Total Trades (Win/Los)
69 (50/19)
Win Rate
72.46%
Max Drawdown
1983.22 (26.13%)
Total Fees
176.19
Position avg (max), %
99.66 (100.05)
Profit Factor
2.88
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 15.71% -12.64% 4.58% 196.44% 144.72% — — — — — — — 666.93%
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 7669.35
Min balance 778.67
Max balance 8040.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 50.30
Average monthly return (arithmetic), % 69.76
Best month, % 196.44
Worst month, % -12.64
PnL, Volume & Fees
Metric Value
Total PnL 6669.35
Total PnL, % 666.93
Gross profit 10495.79
Gross loss 3641.39
Trading volume (USDT) 489407.35
Total transactions (buy/sell) 138
Total fees 176.19
Funding net -8.87
Funding accrued (received) 0.00
Funding paid 8.87
Trades
Metric Value
Total Trades 69
Win Trades 50
Los Trades 19
Win Rate, % 72.46
Expectancy per trade 99.3392
Max consecutive wins 13
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.66
Position max, % of margin balance 100.05
Max Drawdown 1983.22
Max Drawdown, % 26.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.8824
Recovery Factor (Total PnL / Max DD) 3.3629
Sharpe ratio (monthly) 2.8630
Sortino ratio (monthly) 42.7530
CAGR, % 13706.23
Calmar ratio (CAGR / Max DD%) 524.5410
Open Positions Size (USDT)
Details
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    "id_chat": 0,
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    "notification_zz_new_level": false,
    "report": false
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    "kill_switch": 0,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
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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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    "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,
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  "macd_trend": null
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