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
1354.85
Total PnL
354.85 (35.48%)
Total Trades (Win/Los)
79 (48/31)
Win Rate
60.76%
Max Drawdown
270.41 (25.61%)
Total Fees
62.53
Position avg (max), %
99.77 (100.06)
Profit Factor
1.54
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 -8.81% 2.12% 21.12% -0.21% 20.37% — — — — — — — 35.48%
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 1354.85
Min balance 785.39
Max balance 1417.94
Monthly Performance
Metric Value
Average monthly return (geometric), % 6.26
Average monthly return (arithmetic), % 6.92
Best month, % 21.12
Worst month, % -8.81
PnL, Volume & Fees
Metric Value
Total PnL 354.85
Total PnL, % 35.48
Gross profit 1201.15
Gross loss 779.93
Trading volume (USDT) 173684.09
Total transactions (buy/sell) 158
Total fees 62.53
Funding net -3.84
Funding accrued (received) 0.00
Funding paid 3.84
Trades
Metric Value
Total Trades 79
Win Trades 48
Los Trades 31
Win Rate, % 60.76
Expectancy per trade 5.3318
Max consecutive wins 8
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.77
Position max, % of margin balance 100.06
Max Drawdown 270.41
Max Drawdown, % 25.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5401
Recovery Factor (Total PnL / Max DD) 1.3122
Sharpe ratio (monthly) 2.0203
Sortino ratio (monthly) 6.0842
CAGR, % 108.46
Calmar ratio (CAGR / Max DD%) 4.2347
Open Positions Size (USDT)
Strategy Charts
AKTUSDT 4h mrs2 | PnL: 421.21 | Fee: 62.53 | Vol: 173684.09
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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  "options": null,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    "ma_close_long": {
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    },
    "ma_close_short": {
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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": {
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      "count": 100,
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    }
  },
  "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
}