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
963.20
Total PnL
-36.80 (-3.68%)
Total Trades (Win/Los)
626 (496/129)
Win Rate
79.23%
Max Drawdown
803.44 (77.34%)
Total Fees
327.10
Position avg (max), %
99.03 (100.05)
Profit Factor
1.08
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 -10.68% -49.26% -26.29% 98.37% 45.34% — — — — — — — -3.68%
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 963.20
Min balance 235.34
Max balance 1499.57
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.75
Average monthly return (arithmetic), % 11.50
Best month, % 98.37
Worst month, % -49.26
PnL, Volume & Fees
Metric Value
Total PnL -36.80
Total PnL, % -3.68
Gross profit 3830.31
Gross loss 3534.51
Trading volume (USDT) 908613.70
Total transactions (buy/sell) 1252
Total fees 327.10
Funding net -5.50
Funding accrued (received) 0.00
Funding paid 5.50
Trades
Metric Value
Total Trades 626
Win Trades 496
Los Trades 129
Win Rate, % 79.23
Expectancy per trade 0.4725
Max consecutive wins 57
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.03
Position max, % of margin balance 100.05
Max Drawdown 803.44
Max Drawdown, % 77.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0837
Recovery Factor (Total PnL / Max DD) -0.0458
Sharpe ratio (monthly) 0.7446
Sortino ratio (monthly) 1.5665
CAGR, % -8.67
Calmar ratio (CAGR / Max DD%) -0.1121
Open Positions Size (USDT)
Details
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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  "mrs3": null,
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