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
295.09
Total PnL
-704.91 (-70.49%)
Total Trades (Win/Los)
225 (156/69)
Win Rate
69.33%
Max Drawdown
1168.66 (85.24%)
Total Fees
100.02
Position avg (max), %
99.54 (100.04)
Profit Factor
0.85
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 -47.59% 1.32% -9.15% -48.49% 18.74% — — — — — — — -70.49%
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 295.09
Min balance 202.33
Max balance 1370.99
Monthly Performance
Metric Value
Average monthly return (geometric), % -21.66
Average monthly return (arithmetic), % -17.03
Best month, % 18.74
Worst month, % -48.49
PnL, Volume & Fees
Metric Value
Total PnL -704.91
Total PnL, % -70.49
Gross profit 3297.10
Gross loss 3898.36
Trading volume (USDT) 277833.58
Total transactions (buy/sell) 450
Total fees 100.02
Funding net -3.63
Funding accrued (received) 0.00
Funding paid 3.63
Trades
Metric Value
Total Trades 225
Win Trades 156
Los Trades 69
Win Rate, % 69.33
Expectancy per trade -2.6723
Max consecutive wins 25
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.54
Position max, % of margin balance 100.04
Max Drawdown 1168.66
Max Drawdown, % 85.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8458
Recovery Factor (Total PnL / Max DD) -0.6032
Sharpe ratio (monthly) -2.1986
Sortino ratio (monthly) -1.9247
CAGR, % -94.78
Calmar ratio (CAGR / Max DD%) -1.1119
Open Positions Size (USDT)
Strategy Charts
RIVERUSDT 4h mrs2 | PnL: -601.26 | Fee: 100.02 | Vol: 277833.58
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "account": "st",
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    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
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    "main_timer": 5000,
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    "use_frozen_balance": true,
    "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,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
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  "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": {
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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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      "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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    },
    "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
}