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
2144.29
Total PnL
1144.29 (114.43%)
Total Trades (Win/Los)
306 (222/82)
Win Rate
72.55%
Max Drawdown
943.54 (69.62%)
Total Fees
242.48
Position avg (max), %
99.57 (100.05)
Profit Factor
1.38
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 -27.74% -10.11% 38.32% 108.84% 14.29% — — — — — — — 114.43%
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 2144.29
Min balance 411.78
Max balance 2314.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 16.48
Average monthly return (arithmetic), % 24.72
Best month, % 108.84
Worst month, % -27.74
PnL, Volume & Fees
Metric Value
Total PnL 1144.29
Total PnL, % 114.43
Gross profit 5105.27
Gross loss 3710.13
Trading volume (USDT) 673547.67
Total transactions (buy/sell) 612
Total fees 242.48
Funding net -8.37
Funding accrued (received) 0.00
Funding paid 8.37
Trades
Metric Value
Total Trades 306
Win Trades 222
Los Trades 82
Win Rate, % 72.55
Expectancy per trade 4.5593
Max consecutive wins 38
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.57
Position max, % of margin balance 100.05
Max Drawdown 943.54
Max Drawdown, % 69.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3760
Recovery Factor (Total PnL / Max DD) 1.2128
Sharpe ratio (monthly) 1.7984
Sortino ratio (monthly) 6.4844
CAGR, % 532.87
Calmar ratio (CAGR / Max DD%) 7.6543
Open Positions Size (USDT)
Details
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  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
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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
}