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
1231.81
Total PnL
231.81 (23.18%)
Total Trades (Win/Los)
64 (48/16)
Win Rate
75.00%
Max Drawdown
378.51 (25.67%)
Total Fees
51.54
Position avg (max), %
99.77 (100.06)
Profit Factor
1.30
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 -1.63% -2.58% 10.23% 11.16% 4.90% — — — — — — — 23.18%
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 1231.81
Min balance 855.38
Max balance 1474.31
Monthly Performance
Metric Value
Average monthly return (geometric), % 4.26
Average monthly return (arithmetic), % 4.42
Best month, % 11.16
Worst month, % -2.58
PnL, Volume & Fees
Metric Value
Total PnL 231.81
Total PnL, % 23.18
Gross profit 1246.89
Gross loss 960.65
Trading volume (USDT) 143167.37
Total transactions (buy/sell) 128
Total fees 51.54
Funding net -2.89
Funding accrued (received) 0.00
Funding paid 2.89
Trades
Metric Value
Total Trades 64
Win Trades 48
Los Trades 16
Win Rate, % 75.00
Expectancy per trade 4.4726
Max consecutive wins 12
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.77
Position max, % of margin balance 100.06
Max Drawdown 378.51
Max Drawdown, % 25.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2980
Recovery Factor (Total PnL / Max DD) 0.6124
Sharpe ratio (monthly) 2.6643
Sortino ratio (monthly) 11.2272
CAGR, % 65.58
Calmar ratio (CAGR / Max DD%) 2.5544
Open Positions Size (USDT)
Strategy Charts
APEUSDT 4h mrs2 | PnL: 286.24 | Fee: 51.54 | Vol: 143167.37
Details
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    "bybit_transfer_profit": "",
    "signal": {
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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,
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    "lot_short": 0.0,
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    "max_bars": 2000
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  "options": null,
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  "hd": null,
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  "zigzag_double": null,
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  "dc": null,
  "mz": null,
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  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "type": "SMA",
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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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    },
    "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
}