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
2114.47
Total PnL
1114.47 (111.45%)
Total Trades (Win/Los)
12 (10/2)
Win Rate
83.33%
Max Drawdown
447.34 (40.13%)
Total Fees
12.25
Position avg (max), %
99.73 (100.04)
Profit Factor
4.46
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 13.49% 38.66% 7.45% 25.06% — — — — — — — — 111.45%
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 2114.47
Min balance 667.38
Max balance 2114.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 20.59
Average monthly return (arithmetic), % 21.16
Best month, % 38.66
Worst month, % 7.45
PnL, Volume & Fees
Metric Value
Total PnL 1114.47
Total PnL, % 111.45
Gross profit 1453.00
Gross loss 325.63
Trading volume (USDT) 34020.54
Total transactions (buy/sell) 24
Total fees 12.25
Funding net -0.66
Funding accrued (received) 0.00
Funding paid 0.66
Trades
Metric Value
Total Trades 12
Win Trades 10
Los Trades 2
Win Rate, % 83.33
Expectancy per trade 93.9479
Max consecutive wins 6
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.73
Position max, % of margin balance 100.04
Max Drawdown 447.34
Max Drawdown, % 40.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 4.4622
Recovery Factor (Total PnL / Max DD) 2.4913
Sharpe ratio (monthly) 6.1510
Sortino ratio (monthly) n/a
CAGR, % 511.79
Calmar ratio (CAGR / Max DD%) 12.7532
Open Positions Size (USDT)
Details
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  "is_runing": true,
  "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,
    "execute_stop_by_market": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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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,
  "filter": null,
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  "mrs2": {
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    "use_settings_from_open_long": true,
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    "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": {
      "use": false,
      "count": 100,
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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
}