hb/tester/1

hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

1934.45

Total PnL

934.45 (93.44%)

Total Trades (Win/Los)

7 (6/1)

Win Rate

85.71%

Max Drawdown

430.80 (38.02%)

Total Fees

7.26

Position avg (max), %

99.74 (100.05)

Profit Factor

6.51

Duration (days)

151.0

Equity Curve (Margin balance)

Y scale not from zero

Monthly Returns Heatmap (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2026	21.56%	36.94%	-10.35%	29.63%	—	—	—	—	—	—	—	—	93.44%

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	4
Pairs count	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	1934.45
Min balance	702.17
Max balance	1934.45

Monthly Performance

Metric	Value
Average monthly return (geometric), %	17.93
Average monthly return (arithmetic), %	19.44
Best month, %	36.94
Worst month, %	-10.35

PnL, Volume & Fees

Metric	Value
Total PnL	934.45
Total PnL, %	93.44
Gross profit	1113.11
Gross loss	171.01
Trading volume (USDT)	20170.51
Total transactions (buy/sell)	14
Total fees	7.26
Funding net	-0.39
Funding accrued (received)	0.00
Funding paid	0.39

Trades

Metric	Value
Total Trades	7
Win Trades	6
Los Trades	1
Win Rate, %	85.71
Expectancy per trade	134.5861
Max consecutive wins	4
Max consecutive losses	1

Risk & Exposure

Metric	Value
Position avg, % of margin balance	99.74
Position max, % of margin balance	100.05
Max Drawdown	430.80
Max Drawdown, %	38.02

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	6.5092
Recovery Factor (Total PnL / Max DD)	2.1691
Sharpe ratio (monthly)	3.7335
Sortino ratio (monthly)	13.0160
CAGR, %	393.32
Calmar ratio (CAGR / Max DD%)	10.3441

Open Positions Size (USDT)

Y scale not from zero

Details

{
  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "mrs2",
    "symbol": "CYSUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": false,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 0.83,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.075,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
      "use": false,
      "count": 100,
      "value": 1.5
    }
  },
  "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
}

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2026-01-29 00:24:00	CYSUSDT	1	buy	opened	5128	0.195	0.35998560	0	999.64001440	5128	long	999.960
2026-01-29 11:35:00	CYSUSDT	2	sell	closed	5128	0.2136	0.394322688	95.3808	1094.5781474920	0		1095.3408
2026-01-30 01:58:00	CYSUSDT	3	buy	opened	6554	0.167	0.39402648	0	1094.1841210120	6554	long	1094.518
2026-01-30 09:40:00	CYSUSDT	4	sell	closed	6554	0.1856	0.437912064	121.9044	1215.5976690130	0		1216.4224
2026-02-04 13:37:00	CYSUSDT	5	buy	opened	4140	0.2936	0.437581440	0	1215.1600875730	4140	long	1215.5040
2026-02-04 13:40:00	CYSUSDT	6	sell	closed	4140	0.3537	0.527154480	248.8140	1463.4469330930	0		1464.3180
2026-02-04 14:42:00	CYSUSDT	7	buy	opened	4984	0.2936	0.526788864	0	1462.9201442290	4984	long	1463.3024
2026-02-04 20:06:00	CYSUSDT	8	sell	closed	4984	0.3342	0.599635008	202.3504	1664.5969865330	0		1665.6528
2026-03-25 13:17:00	CYSUSDT	9	buy	opened	3623	0.4594	0.599186232	0	1663.9978003010	3623	long	1664.4062
2026-03-26 00:30:00	CYSUSDT	10	sell	closed	3623	0.4122	0.537624216	-171.0056	1492.3210341165	0		1493.4006
2026-04-02 19:49:00	CYSUSDT	11	buy	opened	6218	0.24	0.5372352	0	1491.7837989165	6218	long	1492.32
2026-04-02 20:55:00	CYSUSDT	12	sell	closed	6218	0.2711	0.606851928	193.3798	1684.5567469885	0		1685.6998
2026-04-24 13:23:00	CYSUSDT	13	buy	opened	3914	0.4303	0.606309912	0	1683.9504370765	3914	long	1684.1942
2026-04-24 18:28:00	CYSUSDT	14	sell	closed	3914	0.4945	0.696770280	251.2788	1934.4499322785	0		1935.4730

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
CYSUSDT	50000	12.50	1	0.4457	22285.00	0.4457

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
CYSUSDT	mrs2	7	85.71%	6.51	942.10	7.26	20170.51	99.74%	100.05%

Run Tag: run_3290_of_15210
Run Parameters:
settings[*].basic.symbol=CYSUSDT, settings[*].mrs2.ma_long.multiplier=0.83, settings[*].mrs2.ma_short.multiplier=1.075
config_tester.json:
{
  "name_comment": "mrs-4h-L",
  "InitialBalance": 1000.0,
  "StartDate": "2026-01-01T00:00:00",
  "EndDate": "2026-06-01T00:00:00",
  "WarmupDays": 22,
  "MakerFee": 0.00036,
  "TakerFee": 0.00035,
  "SlippagePercent": 0.00035,
  "FundingRate": 0.000045,
  "FundingIntervalHours": 8,
  "UpdateData": true,
  "LimitOrderVolumeCheck": false,
  "use_logger": false,
  "max_parallel_runs": 10,
  "parameter_mining": [
    {
      "name": "settings[*].basic.symbol",
      "start": 1.0,
      "end": 1.0,
      "step": 5.0,
      "values": [
        "SOLUSDT",
        "UBUSDT",
        "CYSUSDT",
        "TACUSDT",
        "MEGAUSDT",
        "1000TAGUSDT",
        "TRIAUSDT",
        "TAUSDT",
        "BTUSDT",
        "LABUSDT"
      ]
    },
    {
      "name": "settings[*].mrs2.ma_long.multiplier",
      "start": 0.8,
      "end": 0.99,
      "step": 0.005,
      "values": []
    },
    {
      "name": "settings[*].mrs2.ma_short.multiplier",
      "start": 1.01,
      "end": 1.2,
      "step": 0.005,
      "values": []
    }
  ],
  "report": {
    "chart_ohlc_height": 550,
    "chart_balance_height": 550,
    "chart_position_height": 550,
    "include_chart_ohlc": false,
    "include_chart_balance": true,
    "include_chart_position": true,
    "include_strategy_settings": true,
    "include_trades_table": true,
    "include_summary_table": true,
    "include_monthly_returns_heatmap": true,
    "include_position_stats": true,
    "enable_timing_logs": false
  },
  "report_optimizer": {
    "chart_height": 550,
    "z_parameters": [
      "TotalPnLPercent",
      "MaxDrawdownPercent",
      "ProfitFactor"
    ]
  }
}

------------
{
  "profit": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1