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

1346.98

Total PnL

346.98 (34.70%)

Total Trades (Win/Los)

11 (7/4)

Win Rate

63.64%

Max Drawdown

574.63 (33.43%)

Total Fees

10.84

Position avg (max), %

99.60 (100.05)

Profit Factor

1.74

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	46.35%	-5.03%	—	—	—	—	—	—	—	—	—	—	39.00%

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	2
Pairs count	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	1346.98
Min balance	979.59
Max balance	1719.00

Monthly Performance

Metric	Value
Average monthly return (geometric), %	17.90
Average monthly return (arithmetic), %	20.66
Best month, %	46.35
Worst month, %	-5.03

PnL, Volume & Fees

Metric	Value
Total PnL	346.98
Total PnL, %	34.70
Gross profit	843.61
Gross loss	485.31
Trading volume (USDT)	30116.20
Total transactions (buy/sell)	22
Total fees	10.84
Funding net	-0.47
Funding accrued (received)	0.00
Funding paid	0.47

Trades

Metric	Value
Total Trades	11
Win Trades	7
Los Trades	4
Win Rate, %	63.64
Expectancy per trade	32.5726
Max consecutive wins	5
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	99.60
Position max, % of margin balance	100.05
Max Drawdown	574.63
Max Drawdown, %	33.43

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.7383
Recovery Factor (Total PnL / Max DD)	0.6038
Sharpe ratio (monthly)	2.7864
Sortino ratio (monthly)	20.1410
CAGR, %	105.54
Calmar ratio (CAGR / Max DD%)	3.1573

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": 0.88,
      "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": 1.145,
      "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
2026-01-08 06:56:00	MEGAUSDT	1	buy	opened	4729	0.21144	0.3599639136	0	999.6400360864	4729	long	999.89976
2026-01-08 12:08:00	MEGAUSDT	2	sell	closed	4729	0.22494	0.3829468536	63.84150	1063.0520913403	0		1063.74126
2026-01-10 03:10:00	MEGAUSDT	3	buy	opened	4977	0.21359	0.3826934748	0	1062.6693978655	4977	long	1063.03743
2026-01-10 03:33:00	MEGAUSDT	4	sell	closed	4977	0.24271	0.4348683612	144.93024	1207.1647695043	0		1207.96767
2026-01-11 21:13:00	MEGAUSDT	5	buy	opened	6474	0.18645	0.4345478280	0	1206.7302216763	6474	long	1207.07730
2026-01-11 21:23:00	MEGAUSDT	6	sell	closed	6474	0.21188	0.4938160032	164.63382	1370.8702256731	0		1371.71112
2026-01-12 02:04:00	MEGAUSDT	7	buy	opened	7374	0.18589	0.4934710296	0	1370.3767546435	7374	long	1370.75286
2026-01-12 02:57:00	MEGAUSDT	8	sell	closed	7374	0.21124	0.5607661536	186.93090	1556.7468884899	0		1557.68376
2026-01-20 14:32:00	MEGAUSDT	9	buy	opened	9565	0.16274	0.5603789160	0	1556.1865095739	9565	long	1556.60810
2026-01-20 20:22:00	MEGAUSDT	10	sell	closed	9565	0.17246	0.5938487640	92.97180	1648.4910733474	0		1649.57990
2026-01-30 10:49:00	MEGAUSDT	11	buy	opened	10580	0.1558	0.593411040	0	1647.8976623074	10580	long	1648.3640
2026-01-30 20:49:00	MEGAUSDT	12	sell	closed	10580	0.13843	0.5272521840	-183.77460	1463.53494073840	0		1464.58940
2026-02-01 10:32:00	MEGAUSDT	13	buy	opened	10518	0.13914	0.5268508272	0	1463.00808991120	10518	long	1463.47452
2026-02-01 20:13:00	MEGAUSDT	14	sell	closed	10518	0.13225	0.5007619800	-72.46902	1389.97604400070	0		1391.00550
2026-04-19 05:37:00	MEGAUSDT	15	buy	opened	8934	0.15558	0.5003826192	0	1389.47566138150	8934	long	1389.95172
2026-04-19 13:31:00	MEGAUSDT	16	sell	closed	8934	0.15703	0.5050461672	12.95430	1401.86263272670	0		1402.90602
2026-04-23 14:37:00	MEGAUSDT	17	buy	opened	7586	0.18478	0.5046267888	0	1401.35800593790	7586	long	1401.74108
2026-04-24 03:00:00	MEGAUSDT	18	sell	closed	7586	0.17161	0.4686600456	-99.90762	1300.87281179380	0		1301.83346
2026-04-30 10:01:00	MEGAUSDT	19	buy	opened	7405	0.17567	0.4683010860	0	1300.40451070780	7405	long	1300.83635
2026-04-30 11:05:00	MEGAUSDT	20	sell	closed	7405	0.19962	0.5321469960	177.34975	1477.22211371180	0		1478.18610
2026-04-30 11:21:00	MEGAUSDT	21	buy	opened	8409	0.17567	0.5317952508	0	1476.69031846100	8409	long	1477.20903
2026-04-30 20:11:00	MEGAUSDT	22	sell	closed	8409	0.16031	0.4852968444	-129.16224	1346.98291794560	0		1348.04679

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	11	63.64%	1.74	358.30	10.84	30116.20	99.60%	100.05%

Run Tag: run_6736_of_15210
Run Parameters:
settings[*].basic.symbol=MEGAUSDT, settings[*].mrs2.ma_long.multiplier=0.88, settings[*].mrs2.ma_short.multiplier=1.145
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