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
616.29
Total PnL
-383.71 (-38.37%)
Total Trades (Win/Los)
115 (80/35)
Win Rate
69.57%
Max Drawdown
1655.34 (74.72%)
Total Fees
116.36
Position avg (max), %
99.71 (100.07)
Profit Factor
0.92
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 -2.38% 35.32% 27.27% 23.44% -70.30% — — — — — — — -38.37%
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 616.29
Min balance 560.02
Max balance 2215.36
Monthly Performance
Metric Value
Average monthly return (geometric), % -9.23
Average monthly return (arithmetic), % 2.67
Best month, % 35.32
Worst month, % -70.30
PnL, Volume & Fees
Metric Value
Total PnL -383.71
Total PnL, % -38.37
Gross profit 3114.79
Gross loss 3376.45
Trading volume (USDT) 323225.92
Total transactions (buy/sell) 230
Total fees 116.36
Funding net -5.70
Funding accrued (received) 0.00
Funding paid 5.70
Trades
Metric Value
Total Trades 115
Win Trades 80
Los Trades 35
Win Rate, % 69.57
Expectancy per trade -2.2752
Max consecutive wins 9
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.71
Position max, % of margin balance 100.07
Max Drawdown 1655.34
Max Drawdown, % 74.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9225
Recovery Factor (Total PnL / Max DD) -0.2318
Sharpe ratio (monthly) 0.2395
Sortino ratio (monthly) 0.2939
CAGR, % -68.99
Calmar ratio (CAGR / Max DD%) -0.9233
Open Positions Size (USDT)
Strategy Charts
SWARMSUSDT 4h mrs2 | PnL: -261.65 | Fee: 116.36 | Vol: 323225.92
Details
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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,
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    "max_bars": 2000
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  "zigzag_double": null,
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  "dc": null,
  "mz": 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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      "side": "",
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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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      "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
}