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
9923.42
Total PnL
8923.42 (892.34%)
Total Trades (Win/Los)
124 (93/31)
Win Rate
75.00%
Max Drawdown
1282.90 (11.84%)
Total Fees
285.13
Position avg (max), %
99.70 (100.05)
Profit Factor
3.59
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 -7.73% 76.14% 107.76% 175.09% 6.83% — — — — — — — 892.34%
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 9923.42
Min balance 567.81
Max balance 10835.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 58.25
Average monthly return (arithmetic), % 71.62
Best month, % 175.09
Worst month, % -7.73
PnL, Volume & Fees
Metric Value
Total PnL 8923.42
Total PnL, % 892.34
Gross profit 12784.81
Gross loss 3562.72
Trading volume (USDT) 792026.16
Total transactions (buy/sell) 248
Total fees 285.13
Funding net -13.54
Funding accrued (received) 0.00
Funding paid 13.54
Trades
Metric Value
Total Trades 124
Win Trades 93
Los Trades 31
Win Rate, % 75.00
Expectancy per trade 74.3717
Max consecutive wins 23
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.70
Position max, % of margin balance 100.05
Max Drawdown 1282.90
Max Drawdown, % 11.84
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 3.5885
Recovery Factor (Total PnL / Max DD) 6.9557
Sharpe ratio (monthly) 3.6962
Sortino ratio (monthly) 71.7707
CAGR, % 25648.35
Calmar ratio (CAGR / Max DD%) 2166.2077
Open Positions Size (USDT)
Details
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    "id_chat": 0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
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  "options": null,
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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
    },
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  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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