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
5601.41
Total PnL
4601.41 (460.14%)
Total Trades (Win/Los)
170 (114/55)
Win Rate
67.06%
Max Drawdown
1191.76 (41.01%)
Total Fees
276.65
Position avg (max), %
99.68 (100.05)
Profit Factor
2.11
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 -2.26% 46.63% 71.85% 129.25% -0.80% — — — — — — — 460.14%
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 5601.41
Min balance 518.98
Max balance 6273.90
Monthly Performance
Metric Value
Average monthly return (geometric), % 41.14
Average monthly return (arithmetic), % 48.94
Best month, % 129.25
Worst month, % -2.26
PnL, Volume & Fees
Metric Value
Total PnL 4601.41
Total PnL, % 460.14
Gross profit 9285.82
Gross loss 4394.93
Trading volume (USDT) 768459.79
Total transactions (buy/sell) 340
Total fees 276.65
Funding net -12.84
Funding accrued (received) 0.00
Funding paid 12.84
Trades
Metric Value
Total Trades 170
Win Trades 114
Los Trades 55
Win Rate, % 67.06
Expectancy per trade 28.7700
Max consecutive wins 14
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.68
Position max, % of margin balance 100.05
Max Drawdown 1191.76
Max Drawdown, % 41.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.1128
Recovery Factor (Total PnL / Max DD) 3.8610
Sharpe ratio (monthly) 3.4495
Sortino ratio (monthly) 158.4134
CAGR, % 6356.55
Calmar ratio (CAGR / Max DD%) 154.9906
Open Positions Size (USDT)
Details
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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,
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