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
663.64
Total PnL
-336.36 (-33.64%)
Total Trades (Win/Los)
67 (41/26)
Win Rate
61.19%
Max Drawdown
471.45 (46.15%)
Total Fees
35.56
Position avg (max), %
99.71 (100.06)
Profit Factor
0.75
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 — — 0.00% -32.92% -1.07% — — — — — — — -33.64%
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 3
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 663.64
Min balance 550.01
Max balance 1021.46
Monthly Performance
Metric Value
Average monthly return (geometric), % -12.77
Average monthly return (arithmetic), % -11.33
Best month, % 0.00
Worst month, % -32.92
PnL, Volume & Fees
Metric Value
Total PnL -336.36
Total PnL, % -33.64
Gross profit 889.04
Gross loss 1188.07
Trading volume (USDT) 98779.74
Total transactions (buy/sell) 134
Total fees 35.56
Funding net -1.77
Funding accrued (received) 0.00
Funding paid 1.77
Trades
Metric Value
Total Trades 67
Win Trades 41
Los Trades 26
Win Rate, % 61.19
Expectancy per trade -4.4632
Max consecutive wins 6
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.71
Position max, % of margin balance 100.06
Max Drawdown 471.45
Max Drawdown, % 46.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7483
Recovery Factor (Total PnL / Max DD) -0.7135
Sharpe ratio (monthly) -2.5697
Sortino ratio (monthly) -2.0639
CAGR, % -62.91
Calmar ratio (CAGR / Max DD%) -1.3630
Open Positions Size (USDT)
Strategy Charts
BASEDUSDT 4h mrs2 | PnL: -299.03 | Fee: 35.56 | Vol: 98779.74
Details
{
  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "mrs2",
    "symbol": "BASEDUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": false,
    "cross_margin": true,
    "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,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 0.96,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.04,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "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
}