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
1667.14
Total PnL
667.14 (66.71%)
Total Trades (Win/Los)
326 (244/82)
Win Rate
74.85%
Max Drawdown
883.89 (40.34%)
Total Fees
231.81
Position avg (max), %
99.40 (100.05)
Profit Factor
1.24
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 -11.52% -43.54% -16.67% 116.59% 84.88% — — — — — — — 66.71%
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 1667.14
Min balance 298.82
Max balance 2190.91
Monthly Performance
Metric Value
Average monthly return (geometric), % 10.76
Average monthly return (arithmetic), % 25.95
Best month, % 116.59
Worst month, % -43.54
PnL, Volume & Fees
Metric Value
Total PnL 667.14
Total PnL, % 66.71
Gross profit 4629.94
Gross loss 3725.24
Trading volume (USDT) 643908.13
Total transactions (buy/sell) 652
Total fees 231.81
Funding net -5.75
Funding accrued (received) 0.00
Funding paid 5.75
Trades
Metric Value
Total Trades 326
Win Trades 244
Los Trades 82
Win Rate, % 74.85
Expectancy per trade 2.7751
Max consecutive wins 32
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.40
Position max, % of margin balance 100.05
Max Drawdown 883.89
Max Drawdown, % 40.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2429
Recovery Factor (Total PnL / Max DD) 0.7548
Sharpe ratio (monthly) 1.4308
Sortino ratio (monthly) 4.1860
CAGR, % 244.28
Calmar ratio (CAGR / Max DD%) 6.0551
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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    "my_fix_balance": 0.0,
    "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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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "side": "",
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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
}