hb/tester/1

hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

1188.16

Total PnL

188.16 (18.82%)

Total Trades (Win/Los)

5 (2/3)

Win Rate

40.00%

Max Drawdown

316.96 (23.78%)

Total Fees

4.26

Position avg (max), %

99.74 (100.05)

Profit Factor

2.80

Duration (days)

151.0

Equity Curve (Margin balance)

Y scale not from zero

Monthly Returns Heatmap (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2026	14.72%	—	—	—	—	—	—	—	—	—	—	—	14.72%

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	1
Pairs count	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	1188.16
Min balance	980.30
Max balance	1333.14

Monthly Performance

Metric	Value
Average monthly return (geometric), %	14.72
Average monthly return (arithmetic), %	14.72
Best month, %	14.72
Worst month, %	14.72

PnL, Volume & Fees

Metric	Value
Total PnL	188.16
Total PnL, %	18.82
Gross profit	299.97
Gross loss	107.30
Trading volume (USDT)	11820.42
Total transactions (buy/sell)	10
Total fees	4.26
Funding net	-0.26
Funding accrued (received)	0.00
Funding paid	0.26

Trades

Metric	Value
Total Trades	5
Win Trades	2
Los Trades	3
Win Rate, %	40.00
Expectancy per trade	38.5344
Max consecutive wins	1
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	99.74
Position max, % of margin balance	100.05
Max Drawdown	316.96
Max Drawdown, %	23.78

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	2.7956
Recovery Factor (Total PnL / Max DD)	0.5936
Sharpe ratio (monthly)	n/a
Sortino ratio (monthly)	n/a
CAGR, %	51.74
Calmar ratio (CAGR / Max DD%)	2.1763

Open Positions Size (USDT)

Y scale not from zero

Details

{
  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "mrs2",
    "symbol": "MEGAUSDT",
    "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,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "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",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 0.825,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.07,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "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
}

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2026-01-12 02:05:00	MEGAUSDT	1	buy	opened	5738	0.17427	0.3599860536	0	999.6400139464	5738	long	999.96126
2026-01-12 02:57:00	MEGAUSDT	2	sell	closed	5738	0.21124	0.4363542432	212.13386	1211.3375197032	0		1212.09512
2026-01-30 10:58:00	MEGAUSDT	3	buy	opened	8293	0.14606	0.4360592088	0	1210.9014604944	8293	long	1211.27558
2026-01-30 20:49:00	MEGAUSDT	4	sell	closed	8293	0.13843	0.4132799964	-63.27559	1147.16487879575	0		1147.99999
2026-04-19 07:35:00	MEGAUSDT	5	buy	opened	7864	0.14586	0.4129354944	0	1146.75194330135	7864	long	1147.04304
2026-04-19 13:31:00	MEGAUSDT	6	sell	closed	7864	0.15703	0.4445582112	87.84088	1234.09344200055	0		1234.88392
2026-04-23 14:39:00	MEGAUSDT	7	buy	opened	7124	0.17323	0.4442725872	0	1233.64916941335	7124	long	1234.09052
2026-04-24 03:00:00	MEGAUSDT	8	sell	closed	7124	0.17161	0.4401178704	-11.54088	1221.56589049395	0		1222.54964
2026-04-30 11:26:00	MEGAUSDT	9	buy	opened	7417	0.16469	0.4397420628	0	1221.12614843115	7417	long	1221.50573
2026-04-30 20:11:00	MEGAUSDT	10	sell	closed	7417	0.16031	0.4280469372	-32.48646	1188.15883987095	0		1189.01927

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
MEGAUSDT	510000	20.00	1	0.06095	31084.50	0.06095

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
MEGAUSDT	mrs2	5	40.00%	2.80	192.67	4.26	11820.42	99.74%	100.05%

Run Tag: run_6292_of_15210
Run Parameters:
settings[*].basic.symbol=MEGAUSDT, settings[*].mrs2.ma_long.multiplier=0.825, settings[*].mrs2.ma_short.multiplier=1.07
config_tester.json:
{
  "name_comment": "mrs-4h-L",
  "InitialBalance": 1000.0,
  "StartDate": "2026-01-01T00:00:00",
  "EndDate": "2026-06-01T00:00:00",
  "WarmupDays": 22,
  "MakerFee": 0.00036,
  "TakerFee": 0.00035,
  "SlippagePercent": 0.00035,
  "FundingRate": 0.000045,
  "FundingIntervalHours": 8,
  "UpdateData": true,
  "LimitOrderVolumeCheck": false,
  "use_logger": false,
  "max_parallel_runs": 10,
  "parameter_mining": [
    {
      "name": "settings[*].basic.symbol",
      "start": 1.0,
      "end": 1.0,
      "step": 5.0,
      "values": [
        "SOLUSDT",
        "UBUSDT",
        "CYSUSDT",
        "TACUSDT",
        "MEGAUSDT",
        "1000TAGUSDT",
        "TRIAUSDT",
        "TAUSDT",
        "BTUSDT",
        "LABUSDT"
      ]
    },
    {
      "name": "settings[*].mrs2.ma_long.multiplier",
      "start": 0.8,
      "end": 0.99,
      "step": 0.005,
      "values": []
    },
    {
      "name": "settings[*].mrs2.ma_short.multiplier",
      "start": 1.01,
      "end": 1.2,
      "step": 0.005,
      "values": []
    }
  ],
  "report": {
    "chart_ohlc_height": 550,
    "chart_balance_height": 550,
    "chart_position_height": 550,
    "include_chart_ohlc": false,
    "include_chart_balance": true,
    "include_chart_position": true,
    "include_strategy_settings": true,
    "include_trades_table": true,
    "include_summary_table": true,
    "include_monthly_returns_heatmap": true,
    "include_position_stats": true,
    "enable_timing_logs": false
  },
  "report_optimizer": {
    "chart_height": 550,
    "z_parameters": [
      "TotalPnLPercent",
      "MaxDrawdownPercent",
      "ProfitFactor"
    ]
  }
}

------------
{
  "profit": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1