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
721.43
Total PnL
-278.57 (-27.86%)
Total Trades (Win/Los)
46 (25/21)
Win Rate
54.35%
Max Drawdown
343.43 (33.15%)
Total Fees
28.41
Position avg (max), %
99.84 (100.05)
Profit Factor
0.58
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 -10.70% -5.22% -4.49% 0.67% -11.35% — — — — — — — -27.86%
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 721.43
Min balance 692.46
Max balance 1035.89
Monthly Performance
Metric Value
Average monthly return (geometric), % -6.32
Average monthly return (arithmetic), % -6.22
Best month, % 0.67
Worst month, % -11.35
PnL, Volume & Fees
Metric Value
Total PnL -278.57
Total PnL, % -27.86
Gross profit 338.40
Gross loss 586.48
Trading volume (USDT) 78903.80
Total transactions (buy/sell) 92
Total fees 28.41
Funding net -2.09
Funding accrued (received) 0.00
Funding paid 2.09
Trades
Metric Value
Total Trades 46
Win Trades 25
Los Trades 21
Win Rate, % 54.35
Expectancy per trade -5.3930
Max consecutive wins 6
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.84
Position max, % of margin balance 100.05
Max Drawdown 343.43
Max Drawdown, % 33.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.5770
Recovery Factor (Total PnL / Max DD) -0.8111
Sharpe ratio (monthly) -4.8684
Sortino ratio (monthly) -2.8247
CAGR, % -54.61
Calmar ratio (CAGR / Max DD%) -1.6471
Open Positions Size (USDT)
Strategy Charts
JUPUSDT 4h mrs2 | PnL: -248.08 | Fee: 28.41 | Vol: 78903.80
Details
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    },
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    "filter_close_position": false,
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    "filter_pump_1": {
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    },
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  "mrs3": null,
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  "macd_trend": null
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