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
110.19
Total PnL
-889.81 (-88.98%)
Total Trades (Win/Los)
170 (119/51)
Win Rate
70.00%
Max Drawdown
1731.12 (94.49%)
Total Fees
74.13
Position avg (max), %
99.70 (100.08)
Profit Factor
0.75
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 -11.92% 30.39% -88.72% -5.01% -10.45% — — — — — — — -88.98%
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 110.19
Min balance 100.92
Max balance 1832.04
Monthly Performance
Metric Value
Average monthly return (geometric), % -35.67
Average monthly return (arithmetic), % -17.14
Best month, % 30.39
Worst month, % -88.72
PnL, Volume & Fees
Metric Value
Total PnL -889.81
Total PnL, % -88.98
Gross profit 2406.17
Gross loss 3218.95
Trading volume (USDT) 205921.11
Total transactions (buy/sell) 340
Total fees 74.13
Funding net -2.89
Funding accrued (received) 0.00
Funding paid 2.89
Trades
Metric Value
Total Trades 170
Win Trades 119
Los Trades 51
Win Rate, % 70.00
Expectancy per trade -4.7811
Max consecutive wins 14
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.70
Position max, % of margin balance 100.08
Max Drawdown 1731.12
Max Drawdown, % 94.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7475
Recovery Factor (Total PnL / Max DD) -0.5140
Sharpe ratio (monthly) -1.5229
Sortino ratio (monthly) -1.4710
CAGR, % -99.52
Calmar ratio (CAGR / Max DD%) -1.0532
Open Positions Size (USDT)
Strategy Charts
LYNUSDT 4h mrs2 | PnL: -812.78 | Fee: 74.13 | Vol: 205921.11
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
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  "mrs": null,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
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      "type": "SMA",
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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
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  },
  "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
}