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
923.45
Total PnL
-76.55 (-7.65%)
Total Trades (Win/Los)
29 (14/15)
Win Rate
48.28%
Max Drawdown
198.53 (18.35%)
Total Fees
20.62
Position avg (max), %
99.81 (100.05)
Profit Factor
0.81
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 1.25% -3.41% -1.71% -2.13% -1.83% — — — — — — — -7.65%
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 923.45
Min balance 883.45
Max balance 1081.97
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.58
Average monthly return (arithmetic), % -1.57
Best month, % 1.25
Worst month, % -3.41
PnL, Volume & Fees
Metric Value
Total PnL -76.55
Total PnL, % -7.65
Gross profit 232.79
Gross loss 287.09
Trading volume (USDT) 57269.23
Total transactions (buy/sell) 58
Total fees 20.62
Funding net -1.63
Funding accrued (received) 0.00
Funding paid 1.63
Trades
Metric Value
Total Trades 29
Win Trades 14
Los Trades 15
Win Rate, % 48.28
Expectancy per trade -1.8726
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.81
Position max, % of margin balance 100.05
Max Drawdown 198.53
Max Drawdown, % 18.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8108
Recovery Factor (Total PnL / Max DD) -0.3856
Sharpe ratio (monthly) -3.5449
Sortino ratio (monthly) -2.5619
CAGR, % -17.52
Calmar ratio (CAGR / Max DD%) -0.9549
Open Positions Size (USDT)
Strategy Charts
EGLDUSDT 4h mrs2 | PnL: -54.31 | Fee: 20.62 | Vol: 57269.23
Details
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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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  "mrs": null,
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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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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
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    },
    "filter_pump_2": {
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      "count": 100,
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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
}