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
317.26
Total PnL
-682.74 (-68.27%)
Total Trades (Win/Los)
127 (76/51)
Win Rate
59.84%
Max Drawdown
797.60 (76.15%)
Total Fees
33.17
Position avg (max), %
99.76 (100.08)
Profit Factor
0.51
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 -64.09% 6.21% -1.10% -26.14% 13.87% — — — — — — — -68.27%
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 317.26
Min balance 249.80
Max balance 1047.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -20.52
Average monthly return (arithmetic), % -14.25
Best month, % 13.87
Worst month, % -64.09
PnL, Volume & Fees
Metric Value
Total PnL -682.74
Total PnL, % -68.27
Gross profit 680.73
Gross loss 1328.37
Trading volume (USDT) 92136.66
Total transactions (buy/sell) 254
Total fees 33.17
Funding net -1.93
Funding accrued (received) 0.00
Funding paid 1.93
Trades
Metric Value
Total Trades 127
Win Trades 76
Los Trades 51
Win Rate, % 59.84
Expectancy per trade -5.0995
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.76
Position max, % of margin balance 100.08
Max Drawdown 797.60
Max Drawdown, % 76.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.5125
Recovery Factor (Total PnL / Max DD) -0.8560
Sharpe ratio (monthly) -1.7437
Sortino ratio (monthly) -1.5946
CAGR, % -93.78
Calmar ratio (CAGR / Max DD%) -1.2315
Open Positions Size (USDT)
Strategy Charts
FIGHTUSDT 4h mrs2 | PnL: -647.64 | Fee: 33.17 | Vol: 92136.66
Details
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  "description": "",
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    "account": "st",
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    "order_size_dev_pct": 1.0,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
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    "symbol": "FIGHTUSDT",
    "time_frame": "4h",
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    "use_short": false,
    "cross_margin": true,
    "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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  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
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  "tv_lsb": null,
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  "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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      "multiplier": 1.04,
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
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    },
    "ma_close_short": {
      "id": 0,
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      "post_only": false,
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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
}