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
3768.81
Total PnL
2768.81 (276.88%)
Total Trades (Win/Los)
195 (140/55)
Win Rate
71.79%
Max Drawdown
1530.23 (31.71%)
Total Fees
260.26
Position avg (max), %
99.57 (100.05)
Profit Factor
1.57
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 3.03% -34.55% -0.77% 132.93% 141.81% — — — — — — — 276.88%
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 3768.81
Min balance 506.83
Max balance 4826.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 30.39
Average monthly return (arithmetic), % 48.49
Best month, % 141.81
Worst month, % -34.55
PnL, Volume & Fees
Metric Value
Total PnL 2768.81
Total PnL, % 276.88
Gross profit 8363.61
Gross loss 5326.47
Trading volume (USDT) 722949.05
Total transactions (buy/sell) 390
Total fees 260.26
Funding net -8.07
Funding accrued (received) 0.00
Funding paid 8.07
Trades
Metric Value
Total Trades 195
Win Trades 140
Los Trades 55
Win Rate, % 71.79
Expectancy per trade 15.5751
Max consecutive wins 30
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.57
Position max, % of margin balance 100.05
Max Drawdown 1530.23
Max Drawdown, % 31.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5702
Recovery Factor (Total PnL / Max DD) 1.8094
Sharpe ratio (monthly) 2.2762
Sortino ratio (monthly) 10.8686
CAGR, % 2375.92
Calmar ratio (CAGR / Max DD%) 74.9331
Open Positions Size (USDT)
Details
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    "risk_long": 1.0,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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  "mrs3": null,
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