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
1055.15
Total PnL
55.15 (5.51%)
Total Trades (Win/Los)
26 (16/10)
Win Rate
61.54%
Max Drawdown
145.64 (13.65%)
Total Fees
18.72
Position avg (max), %
98.80 (100.02)
Profit Factor
1.46
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 -2.62% 2.99% 1.43% 1.71% 1.98% — — — — — — — 5.51%
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 1055.15
Min balance 892.34
Max balance 1067.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.08
Average monthly return (arithmetic), % 1.10
Best month, % 2.99
Worst month, % -2.62
PnL, Volume & Fees
Metric Value
Total PnL 55.15
Total PnL, % 5.51
Gross profit 238.07
Gross loss 162.76
Trading volume (USDT) 52006.10
Total transactions (buy/sell) 52
Total fees 18.72
Funding net -1.44
Funding accrued (received) 0.00
Funding paid 1.44
Trades
Metric Value
Total Trades 26
Win Trades 16
Los Trades 10
Win Rate, % 61.54
Expectancy per trade 2.8964
Max consecutive wins 4
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 98.80
Position max, % of margin balance 100.02
Max Drawdown 145.64
Max Drawdown, % 13.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4627
Recovery Factor (Total PnL / Max DD) 0.3787
Sharpe ratio (monthly) 1.9676
Sortino ratio (monthly) 3.2431
CAGR, % 13.87
Calmar ratio (CAGR / Max DD%) 1.0160
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 4h mrs2 | PnL: 75.31 | Fee: 18.72 | Vol: 52006.10
Details
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  "description": "",
  "tg_notification": {
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    "order_size_dev_pct": 1.0,
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    "main_timer": 5000,
    "use_upnl": false,
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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,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
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  "options": null,
  "filter": null,
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  "hd": null,
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  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
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  "tv_ccs": null,
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  "tv_mapm": null,
  "tv_lsb": null,
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  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "side": "",
      "type": "SMA",
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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
}