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
967.90
Total PnL
-32.10 (-3.21%)
Total Trades (Win/Los)
21 (13/8)
Win Rate
61.90%
Max Drawdown
217.94 (20.89%)
Total Fees
14.36
Position avg (max), %
99.79 (100.03)
Profit Factor
0.92
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 -3.40% -6.47% -1.41% 2.72% 5.80% — — — — — — — -3.21%
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 967.90
Min balance 825.27
Max balance 1043.20
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.65
Average monthly return (arithmetic), % -0.56
Best month, % 5.80
Worst month, % -6.47
PnL, Volume & Fees
Metric Value
Total PnL -32.10
Total PnL, % -3.21
Gross profit 201.27
Gross loss 217.82
Trading volume (USDT) 39884.87
Total transactions (buy/sell) 42
Total fees 14.36
Funding net -1.19
Funding accrued (received) 0.00
Funding paid 1.19
Trades
Metric Value
Total Trades 21
Win Trades 13
Los Trades 8
Win Rate, % 61.90
Expectancy per trade -0.7878
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.79
Position max, % of margin balance 100.03
Max Drawdown 217.94
Max Drawdown, % 20.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9240
Recovery Factor (Total PnL / Max DD) -0.1473
Sharpe ratio (monthly) -0.4412
Sortino ratio (monthly) -0.5771
CAGR, % -7.59
Calmar ratio (CAGR / Max DD%) -0.3632
Open Positions Size (USDT)
Strategy Charts
ETCUSDT 4h mrs2 | PnL: -16.54 | Fee: 14.36 | Vol: 39884.87
Details
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  "description": "",
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    "signal": {
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    "leverage": 20.0,
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    "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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  "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_close_long": {
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    },
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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
}