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
5852.37
Total PnL
4852.37 (485.24%)
Total Trades (Win/Los)
148 (104/43)
Win Rate
70.27%
Max Drawdown
1045.73 (40.38%)
Total Fees
237.75
Position avg (max), %
99.69 (100.06)
Profit Factor
2.43
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 -14.04% 51.22% 79.93% 140.97% 3.84% — — — — — — — 485.24%
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 5852.37
Min balance 513.60
Max balance 6548.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 42.39
Average monthly return (arithmetic), % 52.38
Best month, % 140.97
Worst month, % -14.04
PnL, Volume & Fees
Metric Value
Total PnL 4852.37
Total PnL, % 485.24
Gross profit 8676.75
Gross loss 3575.40
Trading volume (USDT) 660411.68
Total transactions (buy/sell) 296
Total fees 237.75
Funding net -11.24
Funding accrued (received) 0.00
Funding paid 11.24
Trades
Metric Value
Total Trades 148
Win Trades 104
Los Trades 43
Win Rate, % 70.27
Expectancy per trade 34.4686
Max consecutive wins 15
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.69
Position max, % of margin balance 100.06
Max Drawdown 1045.73
Max Drawdown, % 40.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.4268
Recovery Factor (Total PnL / Max DD) 4.6402
Sharpe ratio (monthly) 3.2723
Sortino ratio (monthly) 28.9006
CAGR, % 7078.62
Calmar ratio (CAGR / Max DD%) 175.3163
Open Positions Size (USDT)
Details
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    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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    "leverage": 20.0,
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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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    "use_settings_from_open_long": true,
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    "ma_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": {
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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
}