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
7534.59
Total PnL
6534.59 (653.46%)
Total Trades (Win/Los)
136 (98/38)
Win Rate
72.06%
Max Drawdown
1123.94 (39.73%)
Total Fees
257.83
Position avg (max), %
99.70 (100.05)
Profit Factor
2.91
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 -13.01% 68.82% 89.36% 159.90% 4.25% — — — — — — — 653.46%
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 7534.59
Min balance 541.04
Max balance 8269.27
Monthly Performance
Metric Value
Average monthly return (geometric), % 49.77
Average monthly return (arithmetic), % 61.86
Best month, % 159.90
Worst month, % -13.01
PnL, Volume & Fees
Metric Value
Total PnL 6534.59
Total PnL, % 653.46
Gross profit 10364.00
Gross loss 3559.10
Trading volume (USDT) 716195.21
Total transactions (buy/sell) 272
Total fees 257.83
Funding net -12.48
Funding accrued (received) 0.00
Funding paid 12.48
Trades
Metric Value
Total Trades 136
Win Trades 98
Los Trades 38
Win Rate, % 72.06
Expectancy per trade 50.0360
Max consecutive wins 21
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.70
Position max, % of margin balance 100.05
Max Drawdown 1123.94
Max Drawdown, % 39.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.9120
Recovery Factor (Total PnL / Max DD) 5.8140
Sharpe ratio (monthly) 3.4456
Sortino ratio (monthly) 36.8209
CAGR, % 13126.75
Calmar ratio (CAGR / Max DD%) 330.3916
Open Positions Size (USDT)
Details
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    "risk_long": 1.0,
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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,
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  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "macd_trend": null
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