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
954.61
Total PnL
-45.39 (-4.54%)
Total Trades (Win/Los)
86 (52/34)
Win Rate
60.47%
Max Drawdown
305.48 (25.33%)
Total Fees
66.00
Position avg (max), %
99.79 (100.06)
Profit Factor
1.02
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 7.08% 2.20% -1.25% -10.03% -1.82% — — — — — — — -4.54%
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 954.61
Min balance 900.43
Max balance 1205.92
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.92
Average monthly return (arithmetic), % -0.76
Best month, % 7.08
Worst month, % -10.03
PnL, Volume & Fees
Metric Value
Total PnL -45.39
Total PnL, % -4.54
Gross profit 1248.98
Gross loss 1224.05
Trading volume (USDT) 183326.49
Total transactions (buy/sell) 172
Total fees 66.00
Funding net -4.32
Funding accrued (received) 0.00
Funding paid 4.32
Trades
Metric Value
Total Trades 86
Win Trades 52
Los Trades 34
Win Rate, % 60.47
Expectancy per trade 0.2899
Max consecutive wins 5
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.79
Position max, % of margin balance 100.06
Max Drawdown 305.48
Max Drawdown, % 25.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0204
Recovery Factor (Total PnL / Max DD) -0.1486
Sharpe ratio (monthly) -0.4711
Sortino ratio (monthly) -0.5758
CAGR, % -10.63
Calmar ratio (CAGR / Max DD%) -0.4195
Open Positions Size (USDT)
Strategy Charts
AIXBTUSDT 4h mrs2 | PnL: 24.93 | Fee: 66.00 | Vol: 183326.49
Details
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
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  "mrs2": {
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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_close_long": {
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    },
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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
}