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
1576.94
Total PnL
576.94 (57.69%)
Total Trades (Win/Los)
740 (602/136)
Win Rate
81.35%
Max Drawdown
984.34 (72.82%)
Total Fees
521.48
Position avg (max), %
99.17 (100.06)
Profit Factor
1.23
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 -35.37% -7.41% 23.12% 98.15% 8.02% — — — — — — — 57.69%
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 1576.94
Min balance 367.35
Max balance 1805.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 9.54
Average monthly return (arithmetic), % 17.30
Best month, % 98.15
Worst month, % -35.37
PnL, Volume & Fees
Metric Value
Total PnL 576.94
Total PnL, % 57.69
Gross profit 5963.00
Gross loss 4854.96
Trading volume (USDT) 1448568.65
Total transactions (buy/sell) 1480
Total fees 521.48
Funding net -9.61
Funding accrued (received) 0.00
Funding paid 9.61
Trades
Metric Value
Total Trades 740
Win Trades 602
Los Trades 136
Win Rate, % 81.35
Expectancy per trade 1.4974
Max consecutive wins 33
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.17
Position max, % of margin balance 100.06
Max Drawdown 984.34
Max Drawdown, % 72.82
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2282
Recovery Factor (Total PnL / Max DD) 0.5861
Sharpe ratio (monthly) 1.3374
Sortino ratio (monthly) 3.7083
CAGR, % 200.94
Calmar ratio (CAGR / Max DD%) 2.7593
Open Positions Size (USDT)
Details
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    "id_chat": 0,
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    "leverage": 20.0,
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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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    },
    "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,
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  "macd_trend": null
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