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
441.32
Total PnL
-558.68 (-55.87%)
Total Trades (Win/Los)
104 (57/47)
Win Rate
54.81%
Max Drawdown
856.43 (67.97%)
Total Fees
44.33
Position avg (max), %
99.81 (100.07)
Profit Factor
0.65
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 -48.35% -15.14% 4.28% 15.52% -16.41% — — — — — — — -55.87%
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 441.32
Min balance 403.68
Max balance 1260.11
Monthly Performance
Metric Value
Average monthly return (geometric), % -15.09
Average monthly return (arithmetic), % -12.02
Best month, % 15.52
Worst month, % -48.35
PnL, Volume & Fees
Metric Value
Total PnL -558.68
Total PnL, % -55.87
Gross profit 930.15
Gross loss 1441.90
Trading volume (USDT) 123148.82
Total transactions (buy/sell) 208
Total fees 44.33
Funding net -2.59
Funding accrued (received) 0.00
Funding paid 2.59
Trades
Metric Value
Total Trades 104
Win Trades 57
Los Trades 47
Win Rate, % 54.81
Expectancy per trade -4.9207
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.81
Position max, % of margin balance 100.07
Max Drawdown 856.43
Max Drawdown, % 67.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.6451
Recovery Factor (Total PnL / Max DD) -0.6523
Sharpe ratio (monthly) -1.9117
Sortino ratio (monthly) -1.7485
CAGR, % -86.17
Calmar ratio (CAGR / Max DD%) -1.2679
Open Positions Size (USDT)
Strategy Charts
MERLUSDT 4h mrs2 | PnL: -511.75 | Fee: 44.33 | Vol: 123148.82
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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  "exchange": {
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    "account": "st",
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    "order_size_dev_pct": 1.0,
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    "bitmex_limit_post_only": true,
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    "main_timer": 5000,
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    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
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    "use_short": false,
    "cross_margin": true,
    "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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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
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  "plus_one": null,
  "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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      "multiplier": 1.04,
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
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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
}