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
2348.33
Total PnL
1348.33 (134.83%)
Total Trades (Win/Los)
427 (342/85)
Win Rate
80.09%
Max Drawdown
1594.51 (41.53%)
Total Fees
628.12
Position avg (max), %
99.26 (100.05)
Profit Factor
1.45
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 29.25% 22.58% 15.88% 54.19% -17.05% — — — — — — — 134.83%
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 2348.33
Min balance 1000.76
Max balance 3839.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 18.62
Average monthly return (arithmetic), % 20.97
Best month, % 54.19
Worst month, % -17.05
PnL, Volume & Fees
Metric Value
Total PnL 1348.33
Total PnL, % 134.83
Gross profit 6415.33
Gross loss 4424.61
Trading volume (USDT) 1744769.20
Total transactions (buy/sell) 854
Total fees 628.12
Funding net -14.26
Funding accrued (received) 0.00
Funding paid 14.26
Trades
Metric Value
Total Trades 427
Win Trades 342
Los Trades 85
Win Rate, % 80.09
Expectancy per trade 4.6621
Max consecutive wins 20
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.26
Position max, % of margin balance 100.05
Max Drawdown 1594.51
Max Drawdown, % 41.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4499
Recovery Factor (Total PnL / Max DD) 0.8456
Sharpe ratio (monthly) 3.1579
Sortino ratio (monthly) 9.5293
CAGR, % 688.50
Calmar ratio (CAGR / Max DD%) 16.5785
Open Positions Size (USDT)
Details
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    "risk_long": 1.0,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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    },
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  "mrs3": null,
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