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
943.14
Total PnL
-56.86 (-5.69%)
Total Trades (Win/Los)
46 (30/15)
Win Rate
65.22%
Max Drawdown
277.53 (23.81%)
Total Fees
34.40
Position avg (max), %
99.75 (100.05)
Profit Factor
0.97
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 -1.54% 11.17% 0.59% -14.39% 0.06% — — — — — — — -5.69%
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 943.14
Min balance 877.38
Max balance 1165.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.16
Average monthly return (arithmetic), % -0.82
Best month, % 11.17
Worst month, % -14.39
PnL, Volume & Fees
Metric Value
Total PnL -56.86
Total PnL, % -5.69
Gross profit 613.46
Gross loss 633.76
Trading volume (USDT) 95541.99
Total transactions (buy/sell) 92
Total fees 34.40
Funding net -2.16
Funding accrued (received) 0.00
Funding paid 2.16
Trades
Metric Value
Total Trades 46
Win Trades 30
Los Trades 15
Win Rate, % 65.22
Expectancy per trade -0.4415
Max consecutive wins 5
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.75
Position max, % of margin balance 100.05
Max Drawdown 277.53
Max Drawdown, % 23.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9680
Recovery Factor (Total PnL / Max DD) -0.2049
Sharpe ratio (monthly) -0.3500
Sortino ratio (monthly) -0.4401
CAGR, % -13.20
Calmar ratio (CAGR / Max DD%) -0.5544
Open Positions Size (USDT)
Strategy Charts
API3USDT 4h mrs2 | PnL: -20.31 | Fee: 34.40 | Vol: 95541.99
Details
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    "leverage": 20.0,
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    "balance_percentage_short": 100.0,
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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": {
      "use": false,
      "source": "ohlc4",
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    },
    "filter_pump_2": {
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  "mrs3": null,
  "webhook": null,
  "rapid": null,
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  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "price_vs_ma": null,
  "macd_trend": null
}