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
2375.17
Total PnL
1375.17 (137.52%)
Total Trades (Win/Los)
194 (138/56)
Win Rate
71.13%
Max Drawdown
675.93 (67.50%)
Total Fees
130.03
Position avg (max), %
99.69 (100.05)
Profit Factor
1.58
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 -61.31% 2.90% 114.85% 52.26% 82.58% -0.04% — — — — — — 137.68%
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 2375.17
Min balance 325.42
Max balance 2771.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 15.52
Average monthly return (arithmetic), % 31.87
Best month, % 114.85
Worst month, % -61.31
PnL, Volume & Fees
Metric Value
Total PnL 1375.17
Total PnL, % 137.52
Gross profit 4092.60
Gross loss 2582.29
Trading volume (USDT) 361263.69
Total transactions (buy/sell) 388
Total fees 130.03
Funding net -5.10
Funding accrued (received) 0.00
Funding paid 5.10
Trades
Metric Value
Total Trades 194
Win Trades 138
Los Trades 56
Win Rate, % 71.13
Expectancy per trade 7.7851
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.69
Position max, % of margin balance 100.05
Max Drawdown 675.93
Max Drawdown, % 67.50
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5849
Recovery Factor (Total PnL / Max DD) 2.0345
Sharpe ratio (monthly) 1.8929
Sortino ratio (monthly) 4.4112
CAGR, % 710.47
Calmar ratio (CAGR / Max DD%) 10.5252
Open Positions Size (USDT)
Strategy Charts
BEATUSDT 4h mrs2 | PnL: 1510.30 | Fee: 130.03 | Vol: 361263.69
Details
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    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
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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,
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    "max_bars": 2000
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  "options": null,
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  "rebalance": null,
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  "zigzag_double": null,
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  "dc": null,
  "mz": null,
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  "tv_mapm": null,
  "tv_lsb": null,
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  "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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      "side": "",
      "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
}