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
5901.14
Total PnL
4901.14 (490.11%)
Total Trades (Win/Los)
90 (64/26)
Win Rate
71.11%
Max Drawdown
1387.37 (26.13%)
Total Fees
167.50
Position avg (max), %
99.67 (100.05)
Profit Factor
2.35
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 14.81% -23.62% -2.30% 166.97% 157.98% — — — — — — — 490.11%
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 5901.14
Min balance 650.80
Max balance 6220.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 42.62
Average monthly return (arithmetic), % 62.77
Best month, % 166.97
Worst month, % -23.62
PnL, Volume & Fees
Metric Value
Total PnL 4901.14
Total PnL, % 490.11
Gross profit 8847.76
Gross loss 3771.71
Trading volume (USDT) 465286.86
Total transactions (buy/sell) 180
Total fees 167.50
Funding net -7.40
Funding accrued (received) 0.00
Funding paid 7.40
Trades
Metric Value
Total Trades 90
Win Trades 64
Los Trades 26
Win Rate, % 71.11
Expectancy per trade 56.4005
Max consecutive wins 15
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.67
Position max, % of margin balance 100.05
Max Drawdown 1387.37
Max Drawdown, % 26.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.3458
Recovery Factor (Total PnL / Max DD) 3.5327
Sharpe ratio (monthly) 2.6400
Sortino ratio (monthly) 20.4907
CAGR, % 7224.19
Calmar ratio (CAGR / Max DD%) 276.5034
Open Positions Size (USDT)
Details
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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_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,
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  "price_vs_ma": null,
  "macd_trend": null
}