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
1148.62
Total PnL
148.62 (14.86%)
Total Trades (Win/Los)
43 (27/15)
Win Rate
62.79%
Max Drawdown
257.23 (20.51%)
Total Fees
35.37
Position avg (max), %
99.77 (100.05)
Profit Factor
1.45
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 4.02% 13.30% -2.48% 6.18% -5.88% — — — — — — — 14.86%
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 1148.62
Min balance 937.81
Max balance 1264.16
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.81
Average monthly return (arithmetic), % 3.03
Best month, % 13.30
Worst month, % -5.88
PnL, Volume & Fees
Metric Value
Total PnL 148.62
Total PnL, % 14.86
Gross profit 596.58
Gross loss 410.08
Trading volume (USDT) 98251.47
Total transactions (buy/sell) 86
Total fees 35.37
Funding net -2.51
Funding accrued (received) 0.00
Funding paid 2.51
Trades
Metric Value
Total Trades 43
Win Trades 27
Los Trades 15
Win Rate, % 62.79
Expectancy per trade 4.3372
Max consecutive wins 6
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.77
Position max, % of margin balance 100.05
Max Drawdown 257.23
Max Drawdown, % 20.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4548
Recovery Factor (Total PnL / Max DD) 0.5778
Sharpe ratio (monthly) 1.5601
Sortino ratio (monthly) 3.6780
CAGR, % 39.81
Calmar ratio (CAGR / Max DD%) 1.9408
Open Positions Size (USDT)
Strategy Charts
CRVUSDT 4h mrs2 | PnL: 186.50 | Fee: 35.37 | Vol: 98251.47
Details
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    "order_size_dev_pct": 1.0,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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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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    "max_bars": 2000
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  "options": null,
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  "mz": 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_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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    },
    "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
}