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

Pairs
1
Initial Balance
1000.00
Final Balance
1535.82
Total PnL
535.82 (53.58%)
Total Trades (Win/Los)
158 (112/46)
Win Rate
70.89%
Max Drawdown
687.86 (37.05%)
Total Fees
143.07
Position avg (max), %
99.73 (100.07)
Profit Factor
1.21
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 2.87% 1.49% 18.04% 18.73% 4.97% — — — — — — — 53.58%
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 1535.82
Min balance 788.16
Max balance 1856.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 8.96
Average monthly return (arithmetic), % 9.22
Best month, % 18.73
Worst month, % 1.49
PnL, Volume & Fees
Metric Value
Total PnL 535.82
Total PnL, % 53.58
Gross profit 3892.47
Gross loss 3206.35
Trading volume (USDT) 397409.88
Total transactions (buy/sell) 316
Total fees 143.07
Funding net -7.22
Funding accrued (received) 0.00
Funding paid 7.22
Trades
Metric Value
Total Trades 158
Win Trades 112
Los Trades 46
Win Rate, % 70.89
Expectancy per trade 4.3425
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.73
Position max, % of margin balance 100.07
Max Drawdown 687.86
Max Drawdown, % 37.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2140
Recovery Factor (Total PnL / Max DD) 0.7790
Sharpe ratio (monthly) 4.2192
Sortino ratio (monthly) n/a
CAGR, % 182.31
Calmar ratio (CAGR / Max DD%) 4.9203
Open Positions Size (USDT)
Strategy Charts
4USDT 4h mrs2 | PnL: 686.11 | Fee: 143.07 | Vol: 397409.88
Details
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  "exchange": {
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    "main_timer": 5000,
    "use_upnl": false,
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    "signal": {
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    "use_short": false,
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    "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,
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    "max_bars": 2000
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  "options": null,
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  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
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  "mz": null,
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  "tv_lsb": null,
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  "mrs": null,
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    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "side": "",
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    "ma_short": {
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      "multiplier": 1.04,
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
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    },
    "ma_close_short": {
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      "post_only": false,
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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
    },
    "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
}