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
4825.09
Total PnL
3825.09 (382.51%)
Total Trades (Win/Los)
227 (176/51)
Win Rate
77.53%
Max Drawdown
2224.16 (33.37%)
Total Fees
640.05
Position avg (max), %
99.24 (100.05)
Profit Factor
1.49
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 272.76% 15.25% 31.99% -3.63% -11.70% — — — — — — — 382.51%
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 4825.09
Min balance 954.55
Max balance 6664.80
Monthly Performance
Metric Value
Average monthly return (geometric), % 36.99
Average monthly return (arithmetic), % 60.93
Best month, % 272.76
Worst month, % -11.70
PnL, Volume & Fees
Metric Value
Total PnL 3825.09
Total PnL, % 382.51
Gross profit 13729.97
Gross loss 9242.52
Trading volume (USDT) 1777924.54
Total transactions (buy/sell) 454
Total fees 640.05
Funding net -22.31
Funding accrued (received) 0.00
Funding paid 22.31
Trades
Metric Value
Total Trades 227
Win Trades 176
Los Trades 51
Win Rate, % 77.53
Expectancy per trade 19.7685
Max consecutive wins 22
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.24
Position max, % of margin balance 100.05
Max Drawdown 2224.16
Max Drawdown, % 33.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4855
Recovery Factor (Total PnL / Max DD) 1.7198
Sharpe ratio (monthly) 1.9728
Sortino ratio (monthly) 38.5229
CAGR, % 4400.69
Calmar ratio (CAGR / Max DD%) 131.8683
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,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
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  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
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  "macd_trend": null
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