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
4168.71
Total PnL
3168.71 (316.87%)
Total Trades (Win/Los)
288 (219/69)
Win Rate
76.04%
Max Drawdown
3177.87 (43.63%)
Total Fees
831.17
Position avg (max), %
99.11 (100.05)
Profit Factor
1.37
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 280.41% 22.57% 32.02% -9.09% -25.51% — — — — — — — 316.87%
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 4168.71
Min balance 940.01
Max balance 7283.37
Monthly Performance
Metric Value
Average monthly return (geometric), % 33.05
Average monthly return (arithmetic), % 60.08
Best month, % 280.41
Worst month, % -25.51
PnL, Volume & Fees
Metric Value
Total PnL 3168.71
Total PnL, % 316.87
Gross profit 15020.35
Gross loss 10993.68
Trading volume (USDT) 2308793.83
Total transactions (buy/sell) 576
Total fees 831.17
Funding net -26.79
Funding accrued (received) 0.00
Funding paid 26.79
Trades
Metric Value
Total Trades 288
Win Trades 219
Los Trades 69
Win Rate, % 76.04
Expectancy per trade 13.9815
Max consecutive wins 20
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.11
Position max, % of margin balance 100.05
Max Drawdown 3177.87
Max Drawdown, % 43.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3663
Recovery Factor (Total PnL / Max DD) 0.9971
Sharpe ratio (monthly) 1.8564
Sortino ratio (monthly) 17.1832
CAGR, % 3059.92
Calmar ratio (CAGR / Max DD%) 70.1303
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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