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
997.03
Total PnL
-2.97 (-0.30%)
Total Trades (Win/Los)
20 (12/8)
Win Rate
60.00%
Max Drawdown
217.81 (19.73%)
Total Fees
14.60
Position avg (max), %
99.83 (100.05)
Profit Factor
1.05
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 -1.36% 0.60% -0.57% 1.46% -0.41% — — — — — — — -0.30%
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 997.03
Min balance 886.24
Max balance 1104.06
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.06
Average monthly return (arithmetic), % -0.05
Best month, % 1.46
Worst month, % -1.36
PnL, Volume & Fees
Metric Value
Total PnL -2.97
Total PnL, % -0.30
Gross profit 244.36
Gross loss 231.73
Trading volume (USDT) 40555.07
Total transactions (buy/sell) 40
Total fees 14.60
Funding net -1.00
Funding accrued (received) 0.00
Funding paid 1.00
Trades
Metric Value
Total Trades 20
Win Trades 12
Los Trades 8
Win Rate, % 60.00
Expectancy per trade 0.6315
Max consecutive wins 3
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.83
Position max, % of margin balance 100.05
Max Drawdown 217.81
Max Drawdown, % 19.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0545
Recovery Factor (Total PnL / Max DD) -0.0136
Sharpe ratio (monthly) -0.1926
Sortino ratio (monthly) -0.2765
CAGR, % -0.72
Calmar ratio (CAGR / Max DD%) -0.0363
Open Positions Size (USDT)
Strategy Charts
DOGEUSDT 4h mrs2 | PnL: 12.63 | Fee: 14.60 | Vol: 40555.07
Details
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    "leverage": 20.0,
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    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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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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      "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
}