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
702.22
Total PnL
-297.78 (-29.78%)
Total Trades (Win/Los)
41 (21/20)
Win Rate
51.22%
Max Drawdown
395.35 (37.46%)
Total Fees
23.49
Position avg (max), %
99.82 (100.06)
Profit Factor
0.56
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 -26.47% 4.26% 3.23% -13.05% 2.06% — — — — — — — -29.78%
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 702.22
Min balance 660.07
Max balance 1055.42
Monthly Performance
Metric Value
Average monthly return (geometric), % -6.83
Average monthly return (arithmetic), % -6.00
Best month, % 4.26
Worst month, % -26.47
PnL, Volume & Fees
Metric Value
Total PnL -297.78
Total PnL, % -29.78
Gross profit 349.45
Gross loss 621.97
Trading volume (USDT) 65241.17
Total transactions (buy/sell) 82
Total fees 23.49
Funding net -1.77
Funding accrued (received) 0.00
Funding paid 1.77
Trades
Metric Value
Total Trades 41
Win Trades 21
Los Trades 20
Win Rate, % 51.22
Expectancy per trade -6.6468
Max consecutive wins 4
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.82
Position max, % of margin balance 100.06
Max Drawdown 395.35
Max Drawdown, % 37.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.5618
Recovery Factor (Total PnL / Max DD) -0.7532
Sharpe ratio (monthly) -1.7253
Sortino ratio (monthly) -1.5732
CAGR, % -57.47
Calmar ratio (CAGR / Max DD%) -1.5343
Open Positions Size (USDT)
Strategy Charts
TREEUSDT 4h mrs2 | PnL: -272.52 | Fee: 23.49 | Vol: 65241.17
Details
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    "leverage": 20.0,
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    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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    },
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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": {
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      "count": 100,
      "value": 1.5
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  },
  "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
}