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
955.86
Total PnL
-44.14 (-4.41%)
Total Trades (Win/Los)
110 (67/43)
Win Rate
60.91%
Max Drawdown
555.92 (46.16%)
Total Fees
70.84
Position avg (max), %
99.73 (100.05)
Profit Factor
1.02
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 -16.11% 3.55% 0.65% -10.97% 22.80% — — — — — — — -4.41%
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 955.86
Min balance 648.32
Max balance 1204.24
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.90
Average monthly return (arithmetic), % -0.02
Best month, % 22.80
Worst month, % -16.11
PnL, Volume & Fees
Metric Value
Total PnL -44.14
Total PnL, % -4.41
Gross profit 1706.95
Gross loss 1676.62
Trading volume (USDT) 196791.42
Total transactions (buy/sell) 220
Total fees 70.84
Funding net -3.62
Funding accrued (received) 0.00
Funding paid 3.62
Trades
Metric Value
Total Trades 110
Win Trades 67
Los Trades 43
Win Rate, % 60.91
Expectancy per trade 0.2757
Max consecutive wins 12
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.73
Position max, % of margin balance 100.05
Max Drawdown 555.92
Max Drawdown, % 46.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0181
Recovery Factor (Total PnL / Max DD) -0.0794
Sharpe ratio (monthly) -0.0042
Sortino ratio (monthly) -0.0065
CAGR, % -10.34
Calmar ratio (CAGR / Max DD%) -0.2241
Open Positions Size (USDT)
Strategy Charts
PIEVERSEUSDT 4h mrs2 | PnL: 30.33 | Fee: 70.84 | Vol: 196791.42
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
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  "mrs2": {
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
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    "ma_close_long": {
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    },
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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": {
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      "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
}