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
3093.00
Total PnL
2093.00 (209.30%)
Total Trades (Win/Los)
23 (22/1)
Win Rate
95.65%
Max Drawdown
379.04 (12.21%)
Total Fees
34.00
Position avg (max), %
99.68 (100.04)
Profit Factor
57.44
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 21.92% 3.86% 9.23% 48.60% 50.48% — — — — — — — 209.30%
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 3093.00
Min balance 964.16
Max balance 3134.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 25.34
Average monthly return (arithmetic), % 26.82
Best month, % 50.48
Worst month, % 3.86
PnL, Volume & Fees
Metric Value
Total PnL 2093.00
Total PnL, % 209.30
Gross profit 2166.35
Gross loss 37.71
Trading volume (USDT) 94432.49
Total transactions (buy/sell) 46
Total fees 34.00
Funding net -1.65
Funding accrued (received) 0.00
Funding paid 1.65
Trades
Metric Value
Total Trades 23
Win Trades 22
Los Trades 1
Win Rate, % 95.65
Expectancy per trade 92.5496
Max consecutive wins 19
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.68
Position max, % of margin balance 100.04
Max Drawdown 379.04
Max Drawdown, % 12.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 57.4420
Recovery Factor (Total PnL / Max DD) 5.5218
Sharpe ratio (monthly) 4.7721
Sortino ratio (monthly) n/a
CAGR, % 1435.12
Calmar ratio (CAGR / Max DD%) 117.5270
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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    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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    "use_short": false,
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    "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,
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  "mrs": null,
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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
}