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
920.80
Total PnL
-79.20 (-7.92%)
Total Trades (Win/Los)
51 (27/24)
Win Rate
52.94%
Max Drawdown
347.91 (30.83%)
Total Fees
36.00
Position avg (max), %
99.81 (100.05)
Profit Factor
0.93
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 -5.94% 7.59% 0.00% -11.59% 2.91% — — — — — — — -7.92%
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 920.80
Min balance 780.50
Max balance 1128.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.64
Average monthly return (arithmetic), % -1.40
Best month, % 7.59
Worst month, % -11.59
PnL, Volume & Fees
Metric Value
Total PnL -79.20
Total PnL, % -7.92
Gross profit 571.60
Gross loss 612.25
Trading volume (USDT) 100012.10
Total transactions (buy/sell) 102
Total fees 36.00
Funding net -2.54
Funding accrued (received) 0.00
Funding paid 2.54
Trades
Metric Value
Total Trades 51
Win Trades 27
Los Trades 24
Win Rate, % 52.94
Expectancy per trade -0.7972
Max consecutive wins 5
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.81
Position max, % of margin balance 100.05
Max Drawdown 347.91
Max Drawdown, % 30.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9336
Recovery Factor (Total PnL / Max DD) -0.2276
Sharpe ratio (monthly) -0.7241
Sortino ratio (monthly) -0.8355
CAGR, % -18.09
Calmar ratio (CAGR / Max DD%) -0.5868
Open Positions Size (USDT)
Strategy Charts
TIAUSDT 4h mrs2 | PnL: -40.65 | Fee: 36.00 | Vol: 100012.10
Details
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  "description": "",
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    "account": "st",
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    "order_size_dev_pct": 1.0,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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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,
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    "max_bars": 2000
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  "filter": null,
  "rebalance": null,
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  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
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  "dc": null,
  "mz": null,
  "tv": null,
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  "rt": null,
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  "tv_lsb": 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": "",
      "type": "SMA",
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    "ma_short": {
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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
}