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
256.24
Total PnL
-743.76 (-74.38%)
Total Trades (Win/Los)
158 (97/60)
Win Rate
61.39%
Max Drawdown
1396.61 (87.26%)
Total Fees
72.09
Position avg (max), %
99.62 (100.05)
Profit Factor
0.72
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 21.32% -79.42% 5.78% 7.51% -9.74% — — — — — — — -74.38%
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 256.24
Min balance 203.82
Max balance 1600.43
Monthly Performance
Metric Value
Average monthly return (geometric), % -23.84
Average monthly return (arithmetic), % -10.91
Best month, % 21.32
Worst month, % -79.42
PnL, Volume & Fees
Metric Value
Total PnL -743.76
Total PnL, % -74.38
Gross profit 1699.73
Gross loss 2368.03
Trading volume (USDT) 200237.92
Total transactions (buy/sell) 316
Total fees 72.09
Funding net -3.37
Funding accrued (received) 0.00
Funding paid 3.37
Trades
Metric Value
Total Trades 158
Win Trades 97
Los Trades 60
Win Rate, % 61.39
Expectancy per trade -4.2298
Max consecutive wins 9
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.62
Position max, % of margin balance 100.05
Max Drawdown 1396.61
Max Drawdown, % 87.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7178
Recovery Factor (Total PnL / Max DD) -0.5325
Sharpe ratio (monthly) -1.0604
Sortino ratio (monthly) -1.0562
CAGR, % -96.29
Calmar ratio (CAGR / Max DD%) -1.1034
Open Positions Size (USDT)
Strategy Charts
MYXUSDT 4h mrs2 | PnL: -668.30 | Fee: 72.09 | Vol: 200237.92
Details
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    "order_size_dev_pct": 1.0,
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    "main_timer": 5000,
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    "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,
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  "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": {
      "id": 1,
      "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": {
      "id": 0,
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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
}