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
1098.38
Total PnL
98.38 (9.84%)
Total Trades (Win/Los)
28 (19/9)
Win Rate
67.86%
Max Drawdown
220.33 (20.86%)
Total Fees
20.10
Position avg (max), %
99.79 (100.05)
Profit Factor
1.48
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 -4.51% 0.56% -0.11% 5.93% 8.10% — — — — — — — 9.84%
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 1098.38
Min balance 835.76
Max balance 1098.38
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.89
Average monthly return (arithmetic), % 1.99
Best month, % 8.10
Worst month, % -4.51
PnL, Volume & Fees
Metric Value
Total PnL 98.38
Total PnL, % 9.84
Gross profit 369.20
Gross loss 249.49
Trading volume (USDT) 55822.90
Total transactions (buy/sell) 56
Total fees 20.10
Funding net -1.24
Funding accrued (received) 0.00
Funding paid 1.24
Trades
Metric Value
Total Trades 28
Win Trades 19
Los Trades 9
Win Rate, % 67.86
Expectancy per trade 4.2757
Max consecutive wins 4
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.79
Position max, % of margin balance 100.05
Max Drawdown 220.33
Max Drawdown, % 20.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4799
Recovery Factor (Total PnL / Max DD) 0.4465
Sharpe ratio (monthly) 1.5325
Sortino ratio (monthly) 3.4228
CAGR, % 25.48
Calmar ratio (CAGR / Max DD%) 1.2213
Open Positions Size (USDT)
Strategy Charts
ALGOUSDT 4h mrs2 | PnL: 119.72 | Fee: 20.10 | Vol: 55822.90
Details
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "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,
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    "more_data": false,
    "max_bars": 2000
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  "options": null,
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  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
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  "tv_mapm": 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_short": {
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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
}