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
15531.73
Total PnL
14531.73 (1453.17%)
Total Trades (Win/Los)
696 (601/94)
Win Rate
86.35%
Max Drawdown
11011.27 (41.91%)
Total Fees
5840.16
Position avg (max), %
98.28 (100.06)
Profit Factor
1.50
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 709.97% 75.77% 63.11% -1.78% -31.90% — — — — — — — 1453.17%
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 15531.73
Min balance 1012.08
Max balance 26273.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 73.08
Average monthly return (arithmetic), % 163.03
Best month, % 709.97
Worst month, % -31.90
PnL, Volume & Fees
Metric Value
Total PnL 14531.73
Total PnL, % 1453.17
Gross profit 61313.18
Gross loss 40812.67
Trading volume (USDT) 16222657.87
Total transactions (buy/sell) 1392
Total fees 5840.16
Funding net -128.62
Funding accrued (received) 0.00
Funding paid 128.62
Trades
Metric Value
Total Trades 696
Win Trades 601
Los Trades 94
Win Rate, % 86.35
Expectancy per trade 29.4548
Max consecutive wins 55
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 98.28
Position max, % of margin balance 100.06
Max Drawdown 11011.27
Max Drawdown, % 41.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5023
Recovery Factor (Total PnL / Max DD) 1.3197
Sharpe ratio (monthly) 2.0435
Sortino ratio (monthly) 39.5258
CAGR, % 75994.22
Calmar ratio (CAGR / Max DD%) 1813.2762
Open Positions Size (USDT)
Details
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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  "mrs3": null,
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