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
2317.43
Total PnL
1317.43 (131.74%)
Total Trades (Win/Los)
267 (198/67)
Win Rate
74.16%
Max Drawdown
1087.63 (36.28%)
Total Fees
247.04
Position avg (max), %
99.48 (100.05)
Profit Factor
1.36
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 -5.99% -38.90% -10.70% 125.06% 100.76% — — — — — — — 131.74%
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 2317.43
Min balance 374.43
Max balance 2998.03
Monthly Performance
Metric Value
Average monthly return (geometric), % 18.30
Average monthly return (arithmetic), % 34.04
Best month, % 125.06
Worst month, % -38.90
PnL, Volume & Fees
Metric Value
Total PnL 1317.43
Total PnL, % 131.74
Gross profit 5963.30
Gross loss 4392.07
Trading volume (USDT) 686226.12
Total transactions (buy/sell) 534
Total fees 247.04
Funding net -6.76
Funding accrued (received) 0.00
Funding paid 6.76
Trades
Metric Value
Total Trades 267
Win Trades 198
Los Trades 67
Win Rate, % 74.16
Expectancy per trade 5.8848
Max consecutive wins 31
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.48
Position max, % of margin balance 100.05
Max Drawdown 1087.63
Max Drawdown, % 36.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3577
Recovery Factor (Total PnL / Max DD) 1.2113
Sharpe ratio (monthly) 1.7918
Sortino ratio (monthly) 6.4650
CAGR, % 663.64
Calmar ratio (CAGR / Max DD%) 18.2931
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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    "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,
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  "moving_average_crossover": null,
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  "macd_trend": null
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