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
3245.87
Total PnL
2245.87 (224.59%)
Total Trades (Win/Los)
137 (101/35)
Win Rate
73.72%
Max Drawdown
1833.47 (36.45%)
Total Fees
301.23
Position avg (max), %
99.37 (100.05)
Profit Factor
1.46
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 207.67% 27.11% 14.02% -12.88% -16.45% — — — — — — — 224.59%
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 3245.87
Min balance 963.77
Max balance 5030.13
Monthly Performance
Metric Value
Average monthly return (geometric), % 26.55
Average monthly return (arithmetic), % 43.89
Best month, % 207.67
Worst month, % -16.45
PnL, Volume & Fees
Metric Value
Total PnL 2245.87
Total PnL, % 224.59
Gross profit 8113.05
Gross loss 5554.22
Trading volume (USDT) 836760.13
Total transactions (buy/sell) 274
Total fees 301.23
Funding net -11.72
Funding accrued (received) 0.00
Funding paid 11.72
Trades
Metric Value
Total Trades 137
Win Trades 101
Los Trades 35
Win Rate, % 73.72
Expectancy per trade 18.6776
Max consecutive wins 15
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.37
Position max, % of margin balance 100.05
Max Drawdown 1833.47
Max Drawdown, % 36.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4607
Recovery Factor (Total PnL / Max DD) 1.2249
Sharpe ratio (monthly) 1.8210
Sortino ratio (monthly) 16.2771
CAGR, % 1625.13
Calmar ratio (CAGR / Max DD%) 44.5853
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": {
      "use": false,
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      "offset": 1
    },
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  "mrs3": null,
  "webhook": null,
  "rapid": null,
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  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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