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
479.26
Total PnL
-520.74 (-52.07%)
Total Trades (Win/Los)
29 (13/16)
Win Rate
44.83%
Max Drawdown
559.89 (55.53%)
Total Fees
14.27
Position avg (max), %
99.82 (100.05)
Profit Factor
0.32
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 — — — -23.09% -37.69% — — — — — — — -52.07%
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 2
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 479.26
Min balance 448.33
Max balance 1008.22
Monthly Performance
Metric Value
Average monthly return (geometric), % -30.77
Average monthly return (arithmetic), % -30.39
Best month, % -23.09
Worst month, % -37.69
PnL, Volume & Fees
Metric Value
Total PnL -520.74
Total PnL, % -52.07
Gross profit 234.81
Gross loss 740.21
Trading volume (USDT) 39635.35
Total transactions (buy/sell) 58
Total fees 14.27
Funding net -1.07
Funding accrued (received) 0.00
Funding paid 1.07
Trades
Metric Value
Total Trades 29
Win Trades 13
Los Trades 16
Win Rate, % 44.83
Expectancy per trade -17.4277
Max consecutive wins 3
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.82
Position max, % of margin balance 100.05
Max Drawdown 559.89
Max Drawdown, % 55.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.3172
Recovery Factor (Total PnL / Max DD) -0.9301
Sharpe ratio (monthly) -14.4190
Sortino ratio (monthly) -3.3683
CAGR, % -83.12
Calmar ratio (CAGR / Max DD%) -1.4968
Open Positions Size (USDT)
Strategy Charts
OPGUSDT 4h mrs2 | PnL: -505.40 | Fee: 14.27 | Vol: 39635.35
Details
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  "description": "",
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    "account": "st",
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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,
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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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    "more_data": false,
    "max_bars": 2000
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  "options": null,
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  "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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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
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    },
    "ma_close_short": {
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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
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  },
  "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
}