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
3735.57
Total PnL
2735.57 (273.56%)
Total Trades (Win/Los)
173 (135/38)
Win Rate
78.03%
Max Drawdown
2032.62 (37.09%)
Total Fees
413.06
Position avg (max), %
99.33 (100.05)
Profit Factor
1.47
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 248.08% 13.94% 21.37% -13.67% -10.10% — — — — — — — 273.56%
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 3735.57
Min balance 968.34
Max balance 5479.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 30.16
Average monthly return (arithmetic), % 51.92
Best month, % 248.08
Worst month, % -13.67
PnL, Volume & Fees
Metric Value
Total PnL 2735.57
Total PnL, % 273.56
Gross profit 9951.76
Gross loss 6787.90
Trading volume (USDT) 1147376.13
Total transactions (buy/sell) 346
Total fees 413.06
Funding net -15.24
Funding accrued (received) 0.00
Funding paid 15.24
Trades
Metric Value
Total Trades 173
Win Trades 135
Los Trades 38
Win Rate, % 78.03
Expectancy per trade 18.2882
Max consecutive wins 30
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.33
Position max, % of margin balance 100.05
Max Drawdown 2032.62
Max Drawdown, % 37.09
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4661
Recovery Factor (Total PnL / Max DD) 1.3458
Sharpe ratio (monthly) 1.8169
Sortino ratio (monthly) 23.6575
CAGR, % 2323.43
Calmar ratio (CAGR / Max DD%) 62.6367
Open Positions Size (USDT)
Details
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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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    },
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  "mrs3": null,
  "webhook": null,
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  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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