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
622.86
Total PnL
-377.14 (-37.71%)
Total Trades (Win/Los)
44 (23/21)
Win Rate
52.27%
Max Drawdown
437.79 (42.33%)
Total Fees
26.45
Position avg (max), %
99.82 (100.06)
Profit Factor
0.52
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 -3.83% -13.34% 6.78% -8.68% -23.35% — — — — — — — -37.71%
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 622.86
Min balance 596.46
Max balance 1034.24
Monthly Performance
Metric Value
Average monthly return (geometric), % -9.03
Average monthly return (arithmetic), % -8.49
Best month, % 6.78
Worst month, % -23.35
PnL, Volume & Fees
Metric Value
Total PnL -377.14
Total PnL, % -37.71
Gross profit 385.16
Gross loss 733.87
Trading volume (USDT) 73469.77
Total transactions (buy/sell) 88
Total fees 26.45
Funding net -1.98
Funding accrued (received) 0.00
Funding paid 1.98
Trades
Metric Value
Total Trades 44
Win Trades 23
Los Trades 21
Win Rate, % 52.27
Expectancy per trade -7.9253
Max consecutive wins 5
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.82
Position max, % of margin balance 100.06
Max Drawdown 437.79
Max Drawdown, % 42.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.5248
Recovery Factor (Total PnL / Max DD) -0.8615
Sharpe ratio (monthly) -2.9413
Sortino ratio (monthly) -2.3045
CAGR, % -68.18
Calmar ratio (CAGR / Max DD%) -1.6108
Open Positions Size (USDT)
Strategy Charts
BABYUSDT 4h mrs2 | PnL: -348.71 | Fee: 26.45 | Vol: 73469.77
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,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
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    "ma_close_long": {
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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
}