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
905.10
Total PnL
-94.90 (-9.49%)
Total Trades (Win/Los)
57 (30/25)
Win Rate
52.63%
Max Drawdown
292.90 (27.20%)
Total Fees
38.39
Position avg (max), %
99.77 (100.05)
Profit Factor
0.90
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 -13.85% 5.49% 1.63% -7.04% 5.42% — — — — — — — -9.49%
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 905.10
Min balance 783.89
Max balance 1076.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.97
Average monthly return (arithmetic), % -1.67
Best month, % 5.49
Worst month, % -13.85
PnL, Volume & Fees
Metric Value
Total PnL -94.90
Total PnL, % -9.49
Gross profit 496.32
Gross loss 550.02
Trading volume (USDT) 106651.94
Total transactions (buy/sell) 114
Total fees 38.39
Funding net -2.81
Funding accrued (received) 0.00
Funding paid 2.81
Trades
Metric Value
Total Trades 57
Win Trades 30
Los Trades 25
Win Rate, % 52.63
Expectancy per trade -0.9421
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.77
Position max, % of margin balance 100.05
Max Drawdown 292.90
Max Drawdown, % 27.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9024
Recovery Factor (Total PnL / Max DD) -0.3240
Sharpe ratio (monthly) -0.7604
Sortino ratio (monthly) -0.8329
CAGR, % -21.43
Calmar ratio (CAGR / Max DD%) -0.7878
Open Positions Size (USDT)
Strategy Charts
REZUSDT 4h mrs2 | PnL: -53.70 | Fee: 38.39 | Vol: 106651.94
Details
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    "use_settings_from_open_long": true,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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    },
    "filter_pump_2": {
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  "mrs3": null,
  "webhook": null,
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  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "macd_trend": null
}