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
1279.36
Total PnL
279.36 (27.94%)
Total Trades (Win/Los)
77 (49/27)
Win Rate
63.64%
Max Drawdown
285.04 (24.51%)
Total Fees
64.62
Position avg (max), %
99.79 (100.06)
Profit Factor
1.48
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 -1.27% 20.01% 0.54% 4.83% 2.45% — — — — — — — 27.94%
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 1279.36
Min balance 869.55
Max balance 1357.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 5.05
Average monthly return (arithmetic), % 5.31
Best month, % 20.01
Worst month, % -1.27
PnL, Volume & Fees
Metric Value
Total PnL 279.36
Total PnL, % 27.94
Gross profit 1076.41
Gross loss 728.64
Trading volume (USDT) 179492.22
Total transactions (buy/sell) 154
Total fees 64.62
Funding net -3.79
Funding accrued (received) 0.00
Funding paid 3.79
Trades
Metric Value
Total Trades 77
Win Trades 49
Los Trades 27
Win Rate, % 63.64
Expectancy per trade 4.5166
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.79
Position max, % of margin balance 100.06
Max Drawdown 285.04
Max Drawdown, % 24.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4773
Recovery Factor (Total PnL / Max DD) 0.9801
Sharpe ratio (monthly) 2.4132
Sortino ratio (monthly) 32.4010
CAGR, % 81.47
Calmar ratio (CAGR / Max DD%) 3.3238
Open Positions Size (USDT)
Strategy Charts
MOODENGUSDT 4h mrs2 | PnL: 347.78 | Fee: 64.62 | Vol: 179492.22
Details
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  "description": "",
  "tg_notification": {
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    "bybit_transfer_profit": "",
    "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,
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    "lot_long": 0.0,
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    "more_data": false,
    "max_bars": 2000
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
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  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": 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_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
}