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
1320.13
Total PnL
320.13 (32.01%)
Total Trades (Win/Los)
190 (135/55)
Win Rate
71.05%
Max Drawdown
2072.10 (67.79%)
Total Fees
171.83
Position avg (max), %
99.63 (100.05)
Profit Factor
1.09
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 -35.58% 27.66% 52.24% 97.57% -46.63% — — — — — — — 32.01%
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 1320.13
Min balance 433.44
Max balance 3056.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 5.71
Average monthly return (arithmetic), % 19.05
Best month, % 97.57
Worst month, % -46.63
PnL, Volume & Fees
Metric Value
Total PnL 320.13
Total PnL, % 32.01
Gross profit 5769.55
Gross loss 5271.32
Trading volume (USDT) 477318.49
Total transactions (buy/sell) 380
Total fees 171.83
Funding net -6.27
Funding accrued (received) 0.00
Funding paid 6.27
Trades
Metric Value
Total Trades 190
Win Trades 135
Los Trades 55
Win Rate, % 71.05
Expectancy per trade 2.6223
Max consecutive wins 16
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.63
Position max, % of margin balance 100.05
Max Drawdown 2072.10
Max Drawdown, % 67.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0945
Recovery Factor (Total PnL / Max DD) 0.1545
Sharpe ratio (monthly) 1.2197
Sortino ratio (monthly) 2.5160
CAGR, % 95.77
Calmar ratio (CAGR / Max DD%) 1.4128
Open Positions Size (USDT)
Strategy Charts
NAORISUSDT 4h mrs2 | PnL: 498.23 | Fee: 171.83 | Vol: 477318.49
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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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
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      "signal_symbol": ""
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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
  },
  "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,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "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,
      "multiplier": 1.0,
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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
}