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
4093.01
Total PnL
3093.01 (309.30%)
Total Trades (Win/Los)
146 (103/42)
Win Rate
70.55%
Max Drawdown
1496.39 (30.86%)
Total Fees
209.75
Position avg (max), %
99.63 (100.05)
Profit Factor
1.72
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 11.59% -21.07% -10.22% 118.63% 136.76% — — — — — — — 309.30%
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 4093.01
Min balance 638.17
Max balance 4848.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 32.56
Average monthly return (arithmetic), % 47.14
Best month, % 136.76
Worst month, % -21.07
PnL, Volume & Fees
Metric Value
Total PnL 3093.01
Total PnL, % 309.30
Gross profit 7934.30
Gross loss 4623.65
Trading volume (USDT) 582641.09
Total transactions (buy/sell) 292
Total fees 209.75
Funding net -7.89
Funding accrued (received) 0.00
Funding paid 7.89
Trades
Metric Value
Total Trades 146
Win Trades 103
Los Trades 42
Win Rate, % 70.55
Expectancy per trade 22.6757
Max consecutive wins 22
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.63
Position max, % of margin balance 100.05
Max Drawdown 1496.39
Max Drawdown, % 30.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7160
Recovery Factor (Total PnL / Max DD) 2.0670
Sharpe ratio (monthly) 2.4423
Sortino ratio (monthly) 15.5907
CAGR, % 2922.91
Calmar ratio (CAGR / Max DD%) 94.7079
Open Positions Size (USDT)
Details
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    "id_chat": 0,
    "notification_position": true,
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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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  "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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