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
195.60
Total PnL
-804.40 (-80.44%)
Total Trades (Win/Los)
228 (186/42)
Win Rate
81.58%
Max Drawdown
3176.74 (96.89%)
Total Fees
141.02
Position avg (max), %
99.45 (100.11)
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 -10.23% 30.85% -69.36% -33.34% -18.42% 0.03% — — — — — — -80.43%
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 6
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 195.60
Min balance 101.85
Max balance 3278.58
Monthly Performance
Metric Value
Average monthly return (geometric), % -23.80
Average monthly return (arithmetic), % -16.75
Best month, % 30.85
Worst month, % -69.36
PnL, Volume & Fees
Metric Value
Total PnL -804.40
Total PnL, % -80.44
Gross profit 5772.80
Gross loss 6432.59
Trading volume (USDT) 391716.64
Total transactions (buy/sell) 456
Total fees 141.02
Funding net -3.59
Funding accrued (received) 0.00
Funding paid 3.59
Trades
Metric Value
Total Trades 228
Win Trades 186
Los Trades 42
Win Rate, % 81.58
Expectancy per trade -2.8938
Max consecutive wins 23
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.45
Position max, % of margin balance 100.11
Max Drawdown 3176.74
Max Drawdown, % 96.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8974
Recovery Factor (Total PnL / Max DD) -0.2532
Sharpe ratio (monthly) -1.8928
Sortino ratio (monthly) -1.7808
CAGR, % -98.07
Calmar ratio (CAGR / Max DD%) -1.0121
Open Positions Size (USDT)
Strategy Charts
SIRENUSDT 4h mrs2 | PnL: -659.79 | Fee: 141.02 | Vol: 391716.64
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "exchange": {
    "name": "tester",
    "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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    "symbol": "SIRENUSDT",
    "time_frame": "4h",
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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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      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.04,
      "lot_x": 1.0,
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    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
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      "order_type": "limit",
      "post_only": false,
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    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
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      "order_type": "limit",
      "post_only": false,
      "hidden": 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
}