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
1282.93
Total PnL
282.93 (28.29%)
Total Trades (Win/Los)
109 (73/36)
Win Rate
66.97%
Max Drawdown
343.73 (22.18%)
Total Fees
99.90
Position avg (max), %
99.79 (100.05)
Profit Factor
1.21
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 10.23% 24.74% -1.06% 2.27% -7.78% — — — — — — — 28.29%
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 1282.93
Min balance 956.45
Max balance 1549.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 5.11
Average monthly return (arithmetic), % 5.68
Best month, % 24.74
Worst month, % -7.78
PnL, Volume & Fees
Metric Value
Total PnL 282.93
Total PnL, % 28.29
Gross profit 2199.47
Gross loss 1810.57
Trading volume (USDT) 277491.11
Total transactions (buy/sell) 218
Total fees 99.90
Funding net -6.07
Funding accrued (received) 0.00
Funding paid 6.07
Trades
Metric Value
Total Trades 109
Win Trades 73
Los Trades 36
Win Rate, % 66.97
Expectancy per trade 3.5679
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.79
Position max, % of margin balance 100.05
Max Drawdown 343.73
Max Drawdown, % 22.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2148
Recovery Factor (Total PnL / Max DD) 0.8231
Sharpe ratio (monthly) 1.7631
Sortino ratio (monthly) 5.5975
CAGR, % 82.69
Calmar ratio (CAGR / Max DD%) 3.7278
Open Positions Size (USDT)
Strategy Charts
LITUSDT 4h mrs2 | PnL: 388.90 | Fee: 99.90 | Vol: 277491.11
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
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  "options": null,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    "ma_short": {
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    },
    "ma_close_long": {
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    },
    "ma_close_short": {
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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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      "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
}