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
3526.96
Total PnL
2526.96 (252.70%)
Total Trades (Win/Los)
207 (156/51)
Win Rate
75.36%
Max Drawdown
1783.82 (34.57%)
Total Fees
384.33
Position avg (max), %
99.50 (100.05)
Profit Factor
1.76
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 28.42% 18.30% 23.58% 78.57% 5.20% — — — — — — — 252.70%
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 3526.96
Min balance 991.90
Max balance 5160.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 28.67
Average monthly return (arithmetic), % 30.81
Best month, % 78.57
Worst month, % 5.20
PnL, Volume & Fees
Metric Value
Total PnL 2526.96
Total PnL, % 252.70
Gross profit 6777.75
Gross loss 3854.31
Trading volume (USDT) 1067577.34
Total transactions (buy/sell) 414
Total fees 384.33
Funding net -12.16
Funding accrued (received) 0.00
Funding paid 12.16
Trades
Metric Value
Total Trades 207
Win Trades 156
Los Trades 51
Win Rate, % 75.36
Expectancy per trade 14.1229
Max consecutive wins 17
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.50
Position max, % of margin balance 100.05
Max Drawdown 1783.82
Max Drawdown, % 34.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7585
Recovery Factor (Total PnL / Max DD) 1.4166
Sharpe ratio (monthly) 4.2519
Sortino ratio (monthly) n/a
CAGR, % 2008.95
Calmar ratio (CAGR / Max DD%) 58.1156
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": {
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    "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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    "symbol": "TACUSDT",
    "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,
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  "plus_one": null,
  "mrs": null,
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    "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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      "source": "ohlc4",
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
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      "multiplier": 1.0,
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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
    }
  },
  "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
}