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
939.21
Total PnL
-60.79 (-6.08%)
Total Trades (Win/Los)
46 (28/18)
Win Rate
60.87%
Max Drawdown
290.76 (26.31%)
Total Fees
34.27
Position avg (max), %
99.79 (100.06)
Profit Factor
0.96
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 1.51% 5.69% 5.66% -13.48% -4.24% — — — — — — — -6.08%
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 939.21
Min balance 814.47
Max balance 1136.01
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.25
Average monthly return (arithmetic), % -0.97
Best month, % 5.69
Worst month, % -13.48
PnL, Volume & Fees
Metric Value
Total PnL -60.79
Total PnL, % -6.08
Gross profit 612.50
Gross loss 636.67
Trading volume (USDT) 95182.40
Total transactions (buy/sell) 92
Total fees 34.27
Funding net -2.35
Funding accrued (received) 0.00
Funding paid 2.35
Trades
Metric Value
Total Trades 46
Win Trades 28
Los Trades 18
Win Rate, % 60.87
Expectancy per trade -0.5255
Max consecutive wins 5
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.79
Position max, % of margin balance 100.06
Max Drawdown 290.76
Max Drawdown, % 26.31
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9620
Recovery Factor (Total PnL / Max DD) -0.2091
Sharpe ratio (monthly) -0.4652
Sortino ratio (monthly) -0.5325
CAGR, % -14.08
Calmar ratio (CAGR / Max DD%) -0.5350
Open Positions Size (USDT)
Strategy Charts
LDOUSDT 4h mrs2 | PnL: -24.17 | Fee: 34.27 | Vol: 95182.40
Details
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  "description": "",
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    "account": "st",
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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    "use_short": false,
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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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  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": 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": "",
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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
}