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
3148.40
Total PnL
2148.40 (214.84%)
Total Trades (Win/Los)
153 (109/44)
Win Rate
71.24%
Max Drawdown
1730.07 (36.70%)
Total Fees
264.37
Position avg (max), %
99.57 (100.05)
Profit Factor
1.86
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 21.25% 23.04% 23.04% 68.43% 1.84% — — — — — — — 214.84%
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 3148.40
Min balance 951.46
Max balance 4713.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 25.78
Average monthly return (arithmetic), % 27.52
Best month, % 68.43
Worst month, % 1.84
PnL, Volume & Fees
Metric Value
Total PnL 2148.40
Total PnL, % 214.84
Gross profit 5231.02
Gross loss 2808.57
Trading volume (USDT) 734350.44
Total transactions (buy/sell) 306
Total fees 264.37
Funding net -9.68
Funding accrued (received) 0.00
Funding paid 9.68
Trades
Metric Value
Total Trades 153
Win Trades 109
Los Trades 44
Win Rate, % 71.24
Expectancy per trade 15.8330
Max consecutive wins 11
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.57
Position max, % of margin balance 100.05
Max Drawdown 1730.07
Max Drawdown, % 36.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.8625
Recovery Factor (Total PnL / Max DD) 1.2418
Sharpe ratio (monthly) 4.3393
Sortino ratio (monthly) n/a
CAGR, % 1502.48
Calmar ratio (CAGR / Max DD%) 40.9342
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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    "leverage": 20.0,
    "use_fix": false,
    "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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  "mrs": null,
  "mrs2": {
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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": "",
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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
}