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
793.23
Total PnL
-206.77 (-20.68%)
Total Trades (Win/Los)
135 (87/48)
Win Rate
64.44%
Max Drawdown
647.04 (52.35%)
Total Fees
89.32
Position avg (max), %
99.76 (100.05)
Profit Factor
0.95
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 9.90% -45.00% 11.83% 56.76% -25.14% — — — — — — — -20.68%
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 793.23
Min balance 589.00
Max balance 1236.04
Monthly Performance
Metric Value
Average monthly return (geometric), % -4.53
Average monthly return (arithmetic), % 1.67
Best month, % 56.76
Worst month, % -45.00
PnL, Volume & Fees
Metric Value
Total PnL -206.77
Total PnL, % -20.68
Gross profit 1980.28
Gross loss 2092.34
Trading volume (USDT) 248103.13
Total transactions (buy/sell) 270
Total fees 89.32
Funding net -5.39
Funding accrued (received) 0.00
Funding paid 5.39
Trades
Metric Value
Total Trades 135
Win Trades 87
Los Trades 48
Win Rate, % 64.44
Expectancy per trade -0.8301
Max consecutive wins 15
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.76
Position max, % of margin balance 100.05
Max Drawdown 647.04
Max Drawdown, % 52.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9464
Recovery Factor (Total PnL / Max DD) -0.3196
Sharpe ratio (monthly) 0.1656
Sortino ratio (monthly) 0.2509
CAGR, % -42.90
Calmar ratio (CAGR / Max DD%) -0.8194
Open Positions Size (USDT)
Strategy Charts
IRYSUSDT 4h mrs2 | PnL: -112.06 | Fee: 89.32 | Vol: 248103.13
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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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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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,
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    "lot_short": 0.0,
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    "max_bars": 2000
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  "options": null,
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  "hd": null,
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  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
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  "rt": null,
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  "tv_lsb": 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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      "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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      "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
}