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
1168.89
Total PnL
168.89 (16.89%)
Total Trades (Win/Los)
46 (31/15)
Win Rate
67.39%
Max Drawdown
341.93 (24.74%)
Total Fees
39.29
Position avg (max), %
99.67 (100.04)
Profit Factor
1.23
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 — — 17.74% 5.44% -5.85% — — — — — — — 16.89%
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 1168.89
Min balance 853.54
Max balance 1445.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 5.34
Average monthly return (arithmetic), % 5.78
Best month, % 17.74
Worst month, % -5.85
PnL, Volume & Fees
Metric Value
Total PnL 168.89
Total PnL, % 16.89
Gross profit 1113.58
Gross loss 903.34
Trading volume (USDT) 109133.17
Total transactions (buy/sell) 92
Total fees 39.29
Funding net -2.06
Funding accrued (received) 0.00
Funding paid 2.06
Trades
Metric Value
Total Trades 46
Win Trades 31
Los Trades 15
Win Rate, % 67.39
Expectancy per trade 4.5704
Max consecutive wins 11
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.67
Position max, % of margin balance 100.04
Max Drawdown 341.93
Max Drawdown, % 24.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2327
Recovery Factor (Total PnL / Max DD) 0.4939
Sharpe ratio (monthly) 2.0781
Sortino ratio (monthly) 5.9304
CAGR, % 45.86
Calmar ratio (CAGR / Max DD%) 1.8539
Open Positions Size (USDT)
Strategy Charts
EDGEUSDT 4h mrs2 | PnL: 210.24 | Fee: 39.29 | Vol: 109133.17
Details
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    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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  "options": null,
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  "mrs2": {
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    "unconditional_placement": false,
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    "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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    },
    "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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      "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
}