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
3345.64
Total PnL
2345.64 (234.56%)
Total Trades (Win/Los)
121 (89/32)
Win Rate
73.55%
Max Drawdown
1396.37 (30.44%)
Total Fees
216.85
Position avg (max), %
99.61 (100.05)
Profit Factor
2.13
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 22.00% 23.70% 25.46% 69.69% 4.13% — — — — — — — 234.56%
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 3345.64
Min balance 913.97
Max balance 4587.89
Monthly Performance
Metric Value
Average monthly return (geometric), % 27.32
Average monthly return (arithmetic), % 29.00
Best month, % 69.69
Worst month, % 4.13
PnL, Volume & Fees
Metric Value
Total PnL 2345.64
Total PnL, % 234.56
Gross profit 4855.38
Gross loss 2284.11
Trading volume (USDT) 602369.15
Total transactions (buy/sell) 242
Total fees 216.85
Funding net -8.77
Funding accrued (received) 0.00
Funding paid 8.77
Trades
Metric Value
Total Trades 121
Win Trades 89
Los Trades 32
Win Rate, % 73.55
Expectancy per trade 21.2501
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.61
Position max, % of margin balance 100.05
Max Drawdown 1396.37
Max Drawdown, % 30.44
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.1257
Recovery Factor (Total PnL / Max DD) 1.6798
Sharpe ratio (monthly) 4.6198
Sortino ratio (monthly) n/a
CAGR, % 1756.19
Calmar ratio (CAGR / Max DD%) 57.7013
Open Positions Size (USDT)
Details
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  "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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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
    "lot_short": 0.0,
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    "more_data": false,
    "max_bars": 2000
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  "options": null,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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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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  },
  "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
}