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
9720.96
Total PnL
8720.96 (872.10%)
Total Trades (Win/Los)
111 (83/27)
Win Rate
74.77%
Max Drawdown
1537.85 (38.41%)
Total Fees
267.08
Position avg (max), %
99.70 (100.05)
Profit Factor
3.54
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 -2.62% 101.43% 107.10% 127.32% 5.26% — — — — — — — 872.10%
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 9720.96
Min balance 593.12
Max balance 10730.36
Monthly Performance
Metric Value
Average monthly return (geometric), % 57.59
Average monthly return (arithmetic), % 67.70
Best month, % 127.32
Worst month, % -2.62
PnL, Volume & Fees
Metric Value
Total PnL 8720.96
Total PnL, % 872.10
Gross profit 12550.69
Gross loss 3548.99
Trading volume (USDT) 741878.27
Total transactions (buy/sell) 222
Total fees 267.08
Funding net -13.66
Funding accrued (received) 0.00
Funding paid 13.66
Trades
Metric Value
Total Trades 111
Win Trades 83
Los Trades 27
Win Rate, % 74.77
Expectancy per trade 81.0963
Max consecutive wins 21
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.70
Position max, % of margin balance 100.05
Max Drawdown 1537.85
Max Drawdown, % 38.41
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 3.5364
Recovery Factor (Total PnL / Max DD) 5.6709
Sharpe ratio (monthly) 4.2693
Sortino ratio (monthly) 200.4240
CAGR, % 24395.99
Calmar ratio (CAGR / Max DD%) 635.2166
Open Positions Size (USDT)
Details
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
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    },
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  "mrs3": null,
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