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
1789.11
Total PnL
789.11 (78.91%)
Total Trades (Win/Los)
381 (280/99)
Win Rate
73.49%
Max Drawdown
934.16 (69.64%)
Total Fees
281.16
Position avg (max), %
99.51 (100.06)
Profit Factor
1.27
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 -29.77% -6.44% 25.25% 86.66% 16.48% — — — — — — — 78.91%
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 1789.11
Min balance 407.22
Max balance 1939.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 12.34
Average monthly return (arithmetic), % 18.43
Best month, % 86.66
Worst month, % -29.77
PnL, Volume & Fees
Metric Value
Total PnL 789.11
Total PnL, % 78.91
Gross profit 5067.06
Gross loss 3988.18
Trading volume (USDT) 781005.66
Total transactions (buy/sell) 762
Total fees 281.16
Funding net -8.61
Funding accrued (received) 0.00
Funding paid 8.61
Trades
Metric Value
Total Trades 381
Win Trades 280
Los Trades 99
Win Rate, % 73.49
Expectancy per trade 2.8317
Max consecutive wins 25
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.51
Position max, % of margin balance 100.06
Max Drawdown 934.16
Max Drawdown, % 69.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2705
Recovery Factor (Total PnL / Max DD) 0.8447
Sharpe ratio (monthly) 1.6328
Sortino ratio (monthly) 4.6871
CAGR, % 308.40
Calmar ratio (CAGR / Max DD%) 4.4284
Open Positions Size (USDT)
Details
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    "risk_long": 1.0,
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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",
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    },
    "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,
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  "macd_trend": null
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