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
3715.24
Total PnL
2715.24 (271.52%)
Total Trades (Win/Los)
226 (158/68)
Win Rate
69.91%
Max Drawdown
897.70 (66.86%)
Total Fees
254.09
Position avg (max), %
99.63 (100.05)
Profit Factor
1.74
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 -21.29% 31.60% 44.24% 109.98% 18.42% — — — — — — — 271.52%
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 3715.24
Min balance 444.86
Max balance 3851.85
Monthly Performance
Metric Value
Average monthly return (geometric), % 30.02
Average monthly return (arithmetic), % 36.59
Best month, % 109.98
Worst month, % -21.29
PnL, Volume & Fees
Metric Value
Total PnL 2715.24
Total PnL, % 271.52
Gross profit 7018.98
Gross loss 4038.85
Trading volume (USDT) 705803.23
Total transactions (buy/sell) 452
Total fees 254.09
Funding net -10.80
Funding accrued (received) 0.00
Funding paid 10.80
Trades
Metric Value
Total Trades 226
Win Trades 158
Los Trades 68
Win Rate, % 69.91
Expectancy per trade 13.1864
Max consecutive wins 21
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.63
Position max, % of margin balance 100.05
Max Drawdown 897.70
Max Drawdown, % 66.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7379
Recovery Factor (Total PnL / Max DD) 3.0247
Sharpe ratio (monthly) 2.9630
Sortino ratio (monthly) 13.3102
CAGR, % 2291.65
Calmar ratio (CAGR / Max DD%) 34.2730
Open Positions Size (USDT)
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "exchange": {
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
    "lot_short": 0.0,
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    "more_data": false,
    "max_bars": 2000
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  "options": null,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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    "ma_close_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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      "count": 100,
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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
}