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
966.25
Total PnL
-33.75 (-3.37%)
Total Trades (Win/Los)
38 (22/16)
Win Rate
57.89%
Max Drawdown
442.85 (36.98%)
Total Fees
26.21
Position avg (max), %
99.72 (100.05)
Profit Factor
0.99
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 — — — 0.00% -3.37% — — — — — — — -3.37%
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 2
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 966.25
Min balance 754.78
Max balance 1197.63
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.70
Average monthly return (arithmetic), % -1.69
Best month, % 0.00
Worst month, % -3.37
PnL, Volume & Fees
Metric Value
Total PnL -33.75
Total PnL, % -3.37
Gross profit 673.83
Gross loss 680.11
Trading volume (USDT) 72808.98
Total transactions (buy/sell) 76
Total fees 26.21
Funding net -1.26
Funding accrued (received) 0.00
Funding paid 1.26
Trades
Metric Value
Total Trades 38
Win Trades 22
Los Trades 16
Win Rate, % 57.89
Expectancy per trade -0.1651
Max consecutive wins 6
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.72
Position max, % of margin balance 100.05
Max Drawdown 442.85
Max Drawdown, % 36.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9908
Recovery Factor (Total PnL / Max DD) -0.0762
Sharpe ratio (monthly) -3.4641
Sortino ratio (monthly) -2.4495
CAGR, % -7.97
Calmar ratio (CAGR / Max DD%) -0.2155
Open Positions Size (USDT)
Strategy Charts
AIGENSYNUSDT 4h mrs2 | PnL: -6.27 | Fee: 26.21 | Vol: 72808.98
Details
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    "use_settings_from_open_long": true,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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    },
    "filter_pump_2": {
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    }
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  "mrs3": null,
  "webhook": null,
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  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
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  "macd_trend": null
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