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
2802.38
Total PnL
1802.38 (180.24%)
Total Trades (Win/Los)
111 (82/29)
Win Rate
73.87%
Max Drawdown
1239.82 (32.40%)
Total Fees
202.64
Position avg (max), %
99.42 (100.05)
Profit Factor
1.50
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 158.97% 17.93% 8.77% -6.28% -9.98% — — — — — — — 180.24%
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 2802.38
Min balance 957.37
Max balance 3826.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 22.89
Average monthly return (arithmetic), % 33.88
Best month, % 158.97
Worst month, % -9.98
PnL, Volume & Fees
Metric Value
Total PnL 1802.38
Total PnL, % 180.24
Gross profit 6027.06
Gross loss 4013.61
Trading volume (USDT) 562883.95
Total transactions (buy/sell) 222
Total fees 202.64
Funding net -8.43
Funding accrued (received) 0.00
Funding paid 8.43
Trades
Metric Value
Total Trades 111
Win Trades 82
Los Trades 29
Win Rate, % 73.87
Expectancy per trade 18.1392
Max consecutive wins 19
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.42
Position max, % of margin balance 100.05
Max Drawdown 1239.82
Max Drawdown, % 32.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5017
Recovery Factor (Total PnL / Max DD) 1.4537
Sharpe ratio (monthly) 1.8525
Sortino ratio (monthly) 22.2496
CAGR, % 1109.18
Calmar ratio (CAGR / Max DD%) 34.2291
Open Positions Size (USDT)
Strategy Charts
MEGAUSDT 4h mrs2 | PnL: 2013.45 | Fee: 202.64 | Vol: 562883.95
Details
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    "order_size_dev_pct": 1.0,
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    "main_timer": 5000,
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    "signal": {
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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,
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    "max_bars": 2000
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  "options": null,
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  "rebalance": null,
  "hd": null,
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  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
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  "tv_mapm": 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": "",
      "type": "SMA",
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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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      "order_type": "limit",
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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
}