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
10444.53
Total PnL
9444.53 (944.45%)
Total Trades (Win/Los)
447 (370/77)
Win Rate
82.77%
Max Drawdown
4887.04 (32.23%)
Total Fees
2410.55
Position avg (max), %
98.76 (100.06)
Profit Factor
1.51
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 483.27% 48.88% 50.06% 12.89% -29.00% — — — — — — — 944.45%
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 10444.53
Min balance 976.66
Max balance 15162.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 59.87
Average monthly return (arithmetic), % 113.22
Best month, % 483.27
Worst month, % -29.00
PnL, Volume & Fees
Metric Value
Total PnL 9444.53
Total PnL, % 944.45
Gross profit 35425.58
Gross loss 23502.69
Trading volume (USDT) 6695961.71
Total transactions (buy/sell) 894
Total fees 2410.55
Funding net -67.82
Funding accrued (received) 0.00
Funding paid 67.82
Trades
Metric Value
Total Trades 447
Win Trades 370
Los Trades 77
Win Rate, % 82.77
Expectancy per trade 26.6731
Max consecutive wins 35
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 98.76
Position max, % of margin balance 100.06
Max Drawdown 4887.04
Max Drawdown, % 32.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5073
Recovery Factor (Total PnL / Max DD) 1.9326
Sharpe ratio (monthly) 2.0943
Sortino ratio (monthly) 30.2445
CAGR, % 29041.60
Calmar ratio (CAGR / Max DD%) 901.0174
Open Positions Size (USDT)
Details
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  "mrs3": null,
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