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
565.20
Total PnL
-434.80 (-43.48%)
Total Trades (Win/Los)
61 (29/32)
Win Rate
47.54%
Max Drawdown
505.96 (47.60%)
Total Fees
31.77
Position avg (max), %
99.83 (100.05)
Profit Factor
0.51
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 -28.54% -1.62% 6.42% -16.06% -10.00% — — — — — — — -43.48%
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 565.20
Min balance 556.91
Max balance 1062.87
Monthly Performance
Metric Value
Average monthly return (geometric), % -10.78
Average monthly return (arithmetic), % -9.96
Best month, % 6.42
Worst month, % -28.54
PnL, Volume & Fees
Metric Value
Total PnL -434.80
Total PnL, % -43.48
Gross profit 417.33
Gross loss 817.99
Trading volume (USDT) 88256.06
Total transactions (buy/sell) 122
Total fees 31.77
Funding net -2.38
Funding accrued (received) 0.00
Funding paid 2.38
Trades
Metric Value
Total Trades 61
Win Trades 29
Los Trades 32
Win Rate, % 47.54
Expectancy per trade -6.5681
Max consecutive wins 4
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.83
Position max, % of margin balance 100.05
Max Drawdown 505.96
Max Drawdown, % 47.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.5102
Recovery Factor (Total PnL / Max DD) -0.8594
Sharpe ratio (monthly) -2.8746
Sortino ratio (monthly) -2.2506
CAGR, % -74.85
Calmar ratio (CAGR / Max DD%) -1.5723
Open Positions Size (USDT)
Strategy Charts
AXLUSDT 4h mrs2 | PnL: -400.65 | Fee: 31.77 | Vol: 88256.06
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
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  "mrs2": {
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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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    },
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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,
      "value": 1.5
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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
}