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
1539.87
Total PnL
539.87 (53.99%)
Total Trades (Win/Los)
95 (64/31)
Win Rate
67.37%
Max Drawdown
274.33 (23.08%)
Total Fees
72.59
Position avg (max), %
99.66 (100.05)
Profit Factor
1.57
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 -14.39% 10.31% -0.97% 14.72% 43.52% — — — — — — — 53.99%
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 1539.87
Min balance 774.69
Max balance 1573.03
Monthly Performance
Metric Value
Average monthly return (geometric), % 9.02
Average monthly return (arithmetic), % 10.64
Best month, % 43.52
Worst month, % -14.39
PnL, Volume & Fees
Metric Value
Total PnL 539.87
Total PnL, % 53.99
Gross profit 1699.56
Gross loss 1083.22
Trading volume (USDT) 201651.85
Total transactions (buy/sell) 190
Total fees 72.59
Funding net -3.88
Funding accrued (received) 0.00
Funding paid 3.88
Trades
Metric Value
Total Trades 95
Win Trades 64
Los Trades 31
Win Rate, % 67.37
Expectancy per trade 6.4878
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.66
Position max, % of margin balance 100.05
Max Drawdown 274.33
Max Drawdown, % 23.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5690
Recovery Factor (Total PnL / Max DD) 1.9680
Sharpe ratio (monthly) 1.9114
Sortino ratio (monthly) 5.7149
CAGR, % 184.11
Calmar ratio (CAGR / Max DD%) 7.9768
Open Positions Size (USDT)
Strategy Charts
B3USDT 4h mrs2 | PnL: 616.34 | Fee: 72.59 | Vol: 201651.85
Details
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  "description": "",
  "tg_notification": {
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  "exchange": {
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    "account": "st",
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
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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,
    "lot_short": 0.0,
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    "more_data": false,
    "max_bars": 2000
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  "options": null,
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  "zigzag": null,
  "zigzag_double": null,
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  "dc": null,
  "mz": null,
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  "tv_mapm": null,
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  "plus_one": null,
  "mrs": null,
  "mrs2": {
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    "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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      "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
}