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
653.51
Total PnL
-346.49 (-34.65%)
Total Trades (Win/Los)
137 (97/40)
Win Rate
70.80%
Max Drawdown
921.60 (78.73%)
Total Fees
70.75
Position avg (max), %
99.69 (100.13)
Profit Factor
0.88
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 -2.99% -57.12% 26.23% 39.00% -10.11% -0.32% — — — — — — -34.60%
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 6
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 653.51
Min balance 249.04
Max balance 1170.64
Monthly Performance
Metric Value
Average monthly return (geometric), % -6.83
Average monthly return (arithmetic), % -0.88
Best month, % 39.00
Worst month, % -57.12
PnL, Volume & Fees
Metric Value
Total PnL -346.49
Total PnL, % -34.65
Gross profit 2084.09
Gross loss 2356.74
Trading volume (USDT) 196532.13
Total transactions (buy/sell) 274
Total fees 70.75
Funding net -3.09
Funding accrued (received) 0.00
Funding paid 3.09
Trades
Metric Value
Total Trades 137
Win Trades 97
Los Trades 40
Win Rate, % 70.80
Expectancy per trade -1.9902
Max consecutive wins 11
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.69
Position max, % of margin balance 100.13
Max Drawdown 921.60
Max Drawdown, % 78.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8843
Recovery Factor (Total PnL / Max DD) -0.3760
Sharpe ratio (monthly) -0.1005
Sortino ratio (monthly) -0.1293
CAGR, % -64.26
Calmar ratio (CAGR / Max DD%) -0.8163
Open Positions Size (USDT)
Strategy Charts
ARCUSDT 4h mrs2 | PnL: -272.66 | Fee: 70.75 | Vol: 196532.13
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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  "mrs": 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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      "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
}