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
2691.11
Total PnL
1691.11 (169.11%)
Total Trades (Win/Los)
260 (184/76)
Win Rate
70.77%
Max Drawdown
930.23 (68.84%)
Total Fees
235.15
Position avg (max), %
99.61 (100.05)
Profit Factor
1.52
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 -26.30% 7.03% 44.23% 94.19% 21.82% — — — — — — — 169.11%
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 2691.11
Min balance 420.98
Max balance 2794.45
Monthly Performance
Metric Value
Average monthly return (geometric), % 21.90
Average monthly return (arithmetic), % 28.19
Best month, % 94.19
Worst month, % -26.30
PnL, Volume & Fees
Metric Value
Total PnL 1691.11
Total PnL, % 169.11
Gross profit 5637.87
Gross loss 3702.54
Trading volume (USDT) 653197.77
Total transactions (buy/sell) 520
Total fees 235.15
Funding net -9.07
Funding accrued (received) 0.00
Funding paid 9.07
Trades
Metric Value
Total Trades 260
Win Trades 184
Los Trades 76
Win Rate, % 70.77
Expectancy per trade 7.4436
Max consecutive wins 27
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.61
Position max, % of margin balance 100.05
Max Drawdown 930.23
Max Drawdown, % 68.84
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5227
Recovery Factor (Total PnL / Max DD) 1.8180
Sharpe ratio (monthly) 2.4308
Sortino ratio (monthly) 8.3031
CAGR, % 996.30
Calmar ratio (CAGR / Max DD%) 14.4718
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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  "rebalance": null,
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  "mrs2": {
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "side": "",
      "type": "SMA",
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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
}