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
3895.90
Total PnL
2895.90 (289.59%)
Total Trades (Win/Los)
128 (90/38)
Win Rate
70.31%
Max Drawdown
1197.99 (27.08%)
Total Fees
177.47
Position avg (max), %
99.66 (100.05)
Profit Factor
1.77
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 18.30% -24.27% -13.06% 91.78% 160.81% — — — — — — — 289.59%
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 3895.90
Min balance 647.61
Max balance 4424.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 31.26
Average monthly return (arithmetic), % 46.71
Best month, % 160.81
Worst month, % -24.27
PnL, Volume & Fees
Metric Value
Total PnL 2895.90
Total PnL, % 289.59
Gross profit 7100.99
Gross loss 4020.64
Trading volume (USDT) 492960.60
Total transactions (buy/sell) 256
Total fees 177.47
Funding net -6.98
Funding accrued (received) 0.00
Funding paid 6.98
Trades
Metric Value
Total Trades 128
Win Trades 90
Los Trades 38
Win Rate, % 70.31
Expectancy per trade 24.0652
Max consecutive wins 19
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.66
Position max, % of margin balance 100.05
Max Drawdown 1197.99
Max Drawdown, % 27.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7661
Recovery Factor (Total PnL / Max DD) 2.4173
Sharpe ratio (monthly) 2.3132
Sortino ratio (monthly) 13.1291
CAGR, % 2582.74
Calmar ratio (CAGR / Max DD%) 95.3767
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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    },
    "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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  "macd_trend": null
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