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
531.03
Total PnL
-468.97 (-46.90%)
Total Trades (Win/Los)
124 (84/40)
Win Rate
67.74%
Max Drawdown
852.34 (70.80%)
Total Fees
66.89
Position avg (max), %
99.71 (100.08)
Profit Factor
0.84
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 -27.05% 1.53% -12.64% -12.36% -6.36% — — — — — — — -46.90%
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 531.03
Min balance 351.54
Max balance 1203.88
Monthly Performance
Metric Value
Average monthly return (geometric), % -11.89
Average monthly return (arithmetic), % -11.38
Best month, % 1.53
Worst month, % -27.05
PnL, Volume & Fees
Metric Value
Total PnL -468.97
Total PnL, % -46.90
Gross profit 2070.02
Gross loss 2468.89
Trading volume (USDT) 185800.03
Total transactions (buy/sell) 248
Total fees 66.89
Funding net -3.22
Funding accrued (received) 0.00
Funding paid 3.22
Trades
Metric Value
Total Trades 124
Win Trades 84
Los Trades 40
Win Rate, % 67.74
Expectancy per trade -3.2166
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.71
Position max, % of margin balance 100.08
Max Drawdown 852.34
Max Drawdown, % 70.80
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8384
Recovery Factor (Total PnL / Max DD) -0.5502
Sharpe ratio (monthly) -4.2010
Sortino ratio (monthly) -2.6756
CAGR, % -78.37
Calmar ratio (CAGR / Max DD%) -1.1069
Open Positions Size (USDT)
Strategy Charts
BLESSUSDT 4h mrs2 | PnL: -398.86 | Fee: 66.89 | Vol: 185800.03
Details
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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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  "dc": null,
  "mz": null,
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  "mrs": null,
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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": "",
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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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    },
    "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
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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
}