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
1593.15
Total PnL
593.15 (59.32%)
Total Trades (Win/Los)
489 (373/115)
Win Rate
76.28%
Max Drawdown
963.43 (71.06%)
Total Fees
348.09
Position avg (max), %
99.41 (100.07)
Profit Factor
1.22
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 -32.78% -8.56% 27.01% 82.08% 12.08% — — — — — — — 59.32%
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 1593.15
Min balance 392.38
Max balance 1775.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 9.76
Average monthly return (arithmetic), % 15.97
Best month, % 82.08
Worst month, % -32.78
PnL, Volume & Fees
Metric Value
Total PnL 593.15
Total PnL, % 59.32
Gross profit 5267.86
Gross loss 4317.64
Trading volume (USDT) 966920.59
Total transactions (buy/sell) 978
Total fees 348.09
Funding net -8.97
Funding accrued (received) 0.00
Funding paid 8.97
Trades
Metric Value
Total Trades 489
Win Trades 373
Los Trades 115
Win Rate, % 76.28
Expectancy per trade 1.9432
Max consecutive wins 18
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.41
Position max, % of margin balance 100.07
Max Drawdown 963.43
Max Drawdown, % 71.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2201
Recovery Factor (Total PnL / Max DD) 0.6157
Sharpe ratio (monthly) 1.4293
Sortino ratio (monthly) 3.6506
CAGR, % 208.48
Calmar ratio (CAGR / Max DD%) 2.9339
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
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
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      "signal_symbol": ""
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  },
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    "symbol": "CYSUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": false,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
      "id": 1,
      "side": "",
      "type": "SMA",
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    "ma_short": {
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    },
    "ma_close_long": {
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      "source": "ohlc4",
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      "order_type": "limit",
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    },
    "ma_close_short": {
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      "post_only": false,
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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": {
      "use": false,
      "count": 100,
      "value": 1.5
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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
}