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
1114.52
Total PnL
114.52 (11.45%)
Total Trades (Win/Los)
139 (94/45)
Win Rate
67.63%
Max Drawdown
469.99 (42.70%)
Total Fees
95.35
Position avg (max), %
99.66 (100.05)
Profit Factor
1.09
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 -6.27% 3.34% -29.31% 50.53% 8.84% -0.57% — — — — — — 11.53%
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 6
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1114.52
Min balance 630.59
Max balance 1290.85
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.84
Average monthly return (arithmetic), % 4.43
Best month, % 50.53
Worst month, % -29.31
PnL, Volume & Fees
Metric Value
Total PnL 114.52
Total PnL, % 11.45
Gross profit 2635.73
Gross loss 2421.41
Trading volume (USDT) 264895.33
Total transactions (buy/sell) 278
Total fees 95.35
Funding net -4.45
Funding accrued (received) 0.00
Funding paid 4.45
Trades
Metric Value
Total Trades 139
Win Trades 94
Los Trades 45
Win Rate, % 67.63
Expectancy per trade 1.5419
Max consecutive wins 14
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.66
Position max, % of margin balance 100.05
Max Drawdown 469.99
Max Drawdown, % 42.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0885
Recovery Factor (Total PnL / Max DD) 0.2437
Sharpe ratio (monthly) 0.6417
Sortino ratio (monthly) 1.2524
CAGR, % 29.99
Calmar ratio (CAGR / Max DD%) 0.7022
Open Positions Size (USDT)
Strategy Charts
JCTUSDT 4h mrs2 | PnL: 214.32 | Fee: 95.35 | Vol: 264895.33
Details
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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    "ma_close_long": {
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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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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}