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
621.91
Total PnL
-378.09 (-37.81%)
Total Trades (Win/Los)
137 (99/38)
Win Rate
72.26%
Max Drawdown
1554.38 (75.60%)
Total Fees
111.94
Position avg (max), %
99.57 (100.06)
Profit Factor
0.94
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 — — -2.09% 30.56% -51.35% — — — — — — — -37.81%
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 621.91
Min balance 501.71
Max balance 2056.10
Monthly Performance
Metric Value
Average monthly return (geometric), % -14.64
Average monthly return (arithmetic), % -7.63
Best month, % 30.56
Worst month, % -51.35
PnL, Volume & Fees
Metric Value
Total PnL -378.09
Total PnL, % -37.81
Gross profit 4079.55
Gross loss 4342.41
Trading volume (USDT) 310936.83
Total transactions (buy/sell) 274
Total fees 111.94
Funding net -3.29
Funding accrued (received) 0.00
Funding paid 3.29
Trades
Metric Value
Total Trades 137
Win Trades 99
Los Trades 38
Win Rate, % 72.26
Expectancy per trade -1.9187
Max consecutive wins 15
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.57
Position max, % of margin balance 100.06
Max Drawdown 1554.38
Max Drawdown, % 75.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9395
Recovery Factor (Total PnL / Max DD) -0.2432
Sharpe ratio (monthly) -0.7846
Sortino ratio (monthly) -0.8903
CAGR, % -68.30
Calmar ratio (CAGR / Max DD%) -0.9034
Open Positions Size (USDT)
Strategy Charts
BSBUSDT 4h mrs2 | PnL: -262.86 | Fee: 111.94 | Vol: 310936.83
Details
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    "leverage": 20.0,
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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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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}