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
834.22
Total PnL
-165.78 (-16.58%)
Total Trades (Win/Los)
62 (39/22)
Win Rate
62.90%
Max Drawdown
365.40 (31.49%)
Total Fees
44.01
Position avg (max), %
99.81 (100.06)
Profit Factor
0.87
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 -13.00% 19.71% 2.68% -14.72% -8.52% — — — — — — — -16.58%
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 834.22
Min balance 777.49
Max balance 1160.19
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.56
Average monthly return (arithmetic), % -2.77
Best month, % 19.71
Worst month, % -14.72
PnL, Volume & Fees
Metric Value
Total PnL -165.78
Total PnL, % -16.58
Gross profit 828.53
Gross loss 947.18
Trading volume (USDT) 122256.98
Total transactions (buy/sell) 124
Total fees 44.01
Funding net -3.11
Funding accrued (received) 0.00
Funding paid 3.11
Trades
Metric Value
Total Trades 62
Win Trades 39
Los Trades 22
Win Rate, % 62.90
Expectancy per trade -1.9138
Max consecutive wins 5
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.81
Position max, % of margin balance 100.06
Max Drawdown 365.40
Max Drawdown, % 31.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8747
Recovery Factor (Total PnL / Max DD) -0.4537
Sharpe ratio (monthly) -0.7516
Sortino ratio (monthly) -1.0026
CAGR, % -35.50
Calmar ratio (CAGR / Max DD%) -1.1270
Open Positions Size (USDT)
Strategy Charts
BOMEUSDT 4h mrs2 | PnL: -118.66 | Fee: 44.01 | Vol: 122256.98
Details
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  "is_runing": true,
  "description": "",
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    "notification_position": true,
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    "account": "st",
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    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "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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  "filter": null,
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  "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,
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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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      "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
}