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
3138.94
Total PnL
2138.94 (213.89%)
Total Trades (Win/Los)
289 (223/66)
Win Rate
77.16%
Max Drawdown
1991.55 (39.62%)
Total Fees
518.02
Position avg (max), %
99.42 (100.06)
Profit Factor
1.58
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 34.51% 25.33% 17.47% 65.83% -4.42% — — — — — — — 213.89%
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 3138.94
Min balance 996.63
Max balance 5027.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 25.71
Average monthly return (arithmetic), % 27.74
Best month, % 65.83
Worst month, % -4.42
PnL, Volume & Fees
Metric Value
Total PnL 2138.94
Total PnL, % 213.89
Gross profit 7289.55
Gross loss 4618.31
Trading volume (USDT) 1438952.01
Total transactions (buy/sell) 578
Total fees 518.02
Funding net -14.28
Funding accrued (received) 0.00
Funding paid 14.28
Trades
Metric Value
Total Trades 289
Win Trades 223
Los Trades 66
Win Rate, % 77.16
Expectancy per trade 9.2431
Max consecutive wins 20
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.42
Position max, % of margin balance 100.06
Max Drawdown 1991.55
Max Drawdown, % 39.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5784
Recovery Factor (Total PnL / Max DD) 1.0740
Sharpe ratio (monthly) 4.1813
Sortino ratio (monthly) 48.6737
CAGR, % 1490.85
Calmar ratio (CAGR / Max DD%) 37.6324
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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    "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_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
}