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
3075.39
Total PnL
2075.39 (207.54%)
Total Trades (Win/Los)
228 (169/58)
Win Rate
74.12%
Max Drawdown
1223.27 (31.26%)
Total Fees
261.82
Position avg (max), %
99.53 (100.06)
Profit Factor
1.47
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 3.82% -37.45% -7.86% 138.59% 115.43% — — — — — — — 207.54%
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 3075.39
Min balance 452.84
Max balance 3913.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 25.19
Average monthly return (arithmetic), % 42.51
Best month, % 138.59
Worst month, % -37.45
PnL, Volume & Fees
Metric Value
Total PnL 2075.39
Total PnL, % 207.54
Gross profit 7335.38
Gross loss 4990.40
Trading volume (USDT) 727283.84
Total transactions (buy/sell) 456
Total fees 261.82
Funding net -7.77
Funding accrued (received) 0.00
Funding paid 7.77
Trades
Metric Value
Total Trades 228
Win Trades 169
Los Trades 58
Win Rate, % 74.12
Expectancy per trade 10.2850
Max consecutive wins 30
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.53
Position max, % of margin balance 100.06
Max Drawdown 1223.27
Max Drawdown, % 31.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4699
Recovery Factor (Total PnL / Max DD) 1.6966
Sharpe ratio (monthly) 2.0833
Sortino ratio (monthly) 8.6034
CAGR, % 1414.07
Calmar ratio (CAGR / Max DD%) 45.2339
Open Positions Size (USDT)
Details
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  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "exchange": {
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
    "lot_short": 0.0,
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    "max_bars": 2000
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  "options": null,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    "ma_close_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,
  "price_vs_ma": null,
  "macd_trend": null
}