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
435.03
Total PnL
-564.97 (-56.50%)
Total Trades (Win/Los)
113 (77/36)
Win Rate
68.14%
Max Drawdown
814.73 (69.92%)
Total Fees
52.13
Position avg (max), %
99.73 (100.06)
Profit Factor
0.72
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 -0.76% -35.29% 2.40% -23.36% -13.57% -0.07% — — — — — — -56.47%
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 435.03
Min balance 350.52
Max balance 1165.25
Monthly Performance
Metric Value
Average monthly return (geometric), % -12.94
Average monthly return (arithmetic), % -11.77
Best month, % 2.40
Worst month, % -35.29
PnL, Volume & Fees
Metric Value
Total PnL -564.97
Total PnL, % -56.50
Gross profit 1298.77
Gross loss 1808.83
Trading volume (USDT) 144824.87
Total transactions (buy/sell) 226
Total fees 52.13
Funding net -2.78
Funding accrued (received) 0.00
Funding paid 2.78
Trades
Metric Value
Total Trades 113
Win Trades 77
Los Trades 36
Win Rate, % 68.14
Expectancy per trade -4.5138
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.73
Position max, % of margin balance 100.06
Max Drawdown 814.73
Max Drawdown, % 69.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7180
Recovery Factor (Total PnL / Max DD) -0.6935
Sharpe ratio (monthly) -2.9461
Sortino ratio (monthly) -2.2475
CAGR, % -86.65
Calmar ratio (CAGR / Max DD%) -1.2392
Open Positions Size (USDT)
Strategy Charts
BUSDT 4h mrs2 | PnL: -510.06 | Fee: 52.13 | Vol: 144824.87
Details
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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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  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
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  "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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    },
    "ma_close_long": {
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      "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
}