hb/tester/1

hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

1132.01

Total PnL

132.01 (13.20%)

Total Trades (Win/Los)

11 (4/7)

Win Rate

36.36%

Max Drawdown

212.79 (16.27%)

Total Fees

8.88

Position avg (max), %

99.82 (100.05)

Profit Factor

1.98

Duration (days)

151.0

Equity Curve (Margin balance)

Y scale not from zero

Monthly Returns Heatmap (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2026	—	1.50%	16.75%	-1.41%	-3.12%	—	—	—	—	—	—	—	13.20%

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	4
Pairs count	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	1132.01
Min balance	946.17
Max balance	1307.71

Monthly Performance

Metric	Value
Average monthly return (geometric), %	3.15
Average monthly return (arithmetic), %	3.43
Best month, %	16.75
Worst month, %	-3.12

PnL, Volume & Fees

Metric	Value
Total PnL	132.01
Total PnL, %	13.20
Gross profit	286.57
Gross loss	144.98
Trading volume (USDT)	24652.95
Total transactions (buy/sell)	22
Total fees	8.88
Funding net	-0.70
Funding accrued (received)	0.00
Funding paid	0.70

Trades

Metric	Value
Total Trades	11
Win Trades	4
Los Trades	7
Win Rate, %	36.36
Expectancy per trade	12.8716
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	99.82
Position max, % of margin balance	100.05
Max Drawdown	212.79
Max Drawdown, %	16.27

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.9766
Recovery Factor (Total PnL / Max DD)	0.6204
Sharpe ratio (monthly)	1.5123
Sortino ratio (monthly)	6.9579
CAGR, %	34.98
Calmar ratio (CAGR / Max DD%)	2.1495

Open Positions Size (USDT)

Y scale not from zero

Details

{
  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "mrs2",
    "symbol": "TRIAUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": false,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 0.885,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.14,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
      "use": false,
      "count": 100,
      "value": 1.5
    }
  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2026-02-10 09:30:00	TRIAUSDT	1	buy	opened	68310	0.014639	0.35999643240	0	999.64000356760	68310	long	999.990090
2026-02-10 22:00:00	TRIAUSDT	2	sell	closed	68310	0.014512	0.35687329920	-8.675370	990.563446205200	0		991.314720
2026-02-12 09:50:00	TRIAUSDT	3	buy	opened	65760	0.015063	0.35659543680	0	990.206850768400	65760	long	990.542880
2026-02-12 16:10:00	TRIAUSDT	4	sell	closed	65760	0.015876	0.37584207360	53.462880	1043.246952823600	0		1044.005760
2026-02-15 05:13:00	TRIAUSDT	5	buy	opened	58480	0.017839	0.37556089920	0	1042.871391924400	58480	long	1043.224720
2026-02-15 17:52:00	TRIAUSDT	6	sell	closed	58480	0.017371	0.36570818880	-27.368640	1015.046290378000	0		1015.856080
2026-03-08 01:38:00	TRIAUSDT	7	buy	opened	47920	0.021178	0.36534591360	0	1014.680944464400	47920	long	1014.849760
2026-03-08 05:36:00	TRIAUSDT	8	sell	closed	47920	0.022767	0.39275807040	76.144880	1090.433066394000	0		1090.994640
2026-03-09 13:53:00	TRIAUSDT	9	buy	opened	49270	0.022128	0.39248876160	0	1090.040577632400	49270	long	1090.246560
2026-03-10 00:37:00	TRIAUSDT	10	sell	closed	49270	0.021946	0.38926059120	-8.967140	1080.589440438850	0		1081.279420
2026-03-12 13:31:00	TRIAUSDT	11	buy	opened	41150	0.026256	0.38895638400	0	1080.200484054850	41150	long	1080.434400
2026-03-12 15:27:00	TRIAUSDT	12	sell	closed	41150	0.029668	0.43950175200	140.403800	1220.164782302850	0		1220.838200
2026-03-13 17:07:00	TRIAUSDT	13	buy	opened	42900	0.028436	0.43916558400	0	1219.725616718850	42900	long	1219.904400
2026-03-14 00:24:00	TRIAUSDT	14	sell	closed	42900	0.028822	0.44512696800	16.559400	1235.786403317850	0		1236.463800
2026-03-23 09:58:00	TRIAUSDT	15	buy	opened	29430	0.04198	0.4447697040	0	1235.341633613850	29430	long	1235.47140
2026-03-23 16:01:00	TRIAUSDT	16	sell	closed	29430	0.041752	0.44235408960	-6.710040	1228.134031345800	0		1228.761360
2026-03-24 06:07:00	TRIAUSDT	17	buy	opened	32760	0.03748	0.4420241280	0	1227.692007217800	32760	long	1227.84480
2026-03-24 20:02:00	TRIAUSDT	18	sell	closed	32760	0.036196	0.42688114560	-42.063840	1185.094727947800	0		1185.780960
2026-04-04 10:15:00	TRIAUSDT	19	buy	opened	48820	0.024271	0.42656767920	0	1184.668160268600	48820	long	1184.910220
2026-04-05 00:20:00	TRIAUSDT	20	sell	closed	48820	0.023949	0.42090846480	-15.720040	1168.422230740400	0		1169.190180
2026-05-09 13:52:00	TRIAUSDT	21	buy	opened	29990	0.038955	0.42057376200	0	1168.001656978400	29990	long	1168.260450
2026-05-10 00:17:00	TRIAUSDT	22	sell	closed	29990	0.037772	0.40780162080	-35.478170	1132.013197831500	0		1132.782280

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
TRIAUSDT	1250000	25.00	10	0.037105	46381.25	0.371050

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
TRIAUSDT	mrs2	11	36.36%	1.98	141.59	8.88	24652.95	99.82%	100.05%

Run Tag: run_9816_of_15210
Run Parameters:
settings[*].basic.symbol=TRIAUSDT, settings[*].mrs2.ma_long.multiplier=0.885, settings[*].mrs2.ma_short.multiplier=1.14
config_tester.json:
{
  "name_comment": "mrs-4h-L",
  "InitialBalance": 1000.0,
  "StartDate": "2026-01-01T00:00:00",
  "EndDate": "2026-06-01T00:00:00",
  "WarmupDays": 22,
  "MakerFee": 0.00036,
  "TakerFee": 0.00035,
  "SlippagePercent": 0.00035,
  "FundingRate": 0.000045,
  "FundingIntervalHours": 8,
  "UpdateData": true,
  "LimitOrderVolumeCheck": false,
  "use_logger": false,
  "max_parallel_runs": 10,
  "parameter_mining": [
    {
      "name": "settings[*].basic.symbol",
      "start": 1.0,
      "end": 1.0,
      "step": 5.0,
      "values": [
        "SOLUSDT",
        "UBUSDT",
        "CYSUSDT",
        "TACUSDT",
        "MEGAUSDT",
        "1000TAGUSDT",
        "TRIAUSDT",
        "TAUSDT",
        "BTUSDT",
        "LABUSDT"
      ]
    },
    {
      "name": "settings[*].mrs2.ma_long.multiplier",
      "start": 0.8,
      "end": 0.99,
      "step": 0.005,
      "values": []
    },
    {
      "name": "settings[*].mrs2.ma_short.multiplier",
      "start": 1.01,
      "end": 1.2,
      "step": 0.005,
      "values": []
    }
  ],
  "report": {
    "chart_ohlc_height": 550,
    "chart_balance_height": 550,
    "chart_position_height": 550,
    "include_chart_ohlc": false,
    "include_chart_balance": true,
    "include_chart_position": true,
    "include_strategy_settings": true,
    "include_trades_table": true,
    "include_summary_table": true,
    "include_monthly_returns_heatmap": true,
    "include_position_stats": true,
    "enable_timing_logs": false
  },
  "report_optimizer": {
    "chart_height": 550,
    "z_parameters": [
      "TotalPnLPercent",
      "MaxDrawdownPercent",
      "ProfitFactor"
    ]
  }
}

------------
{
  "profit": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1