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
1830.97
Total PnL
830.97 (83.10%)
Total Trades (Win/Los)
144 (97/47)
Win Rate
67.36%
Max Drawdown
566.80 (43.49%)
Total Fees
124.65
Position avg (max), %
99.71 (100.06)
Profit Factor
1.41
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 10.85% -21.66% 13.08% 62.16% 14.94% 0.12% — — — — — — 83.23%
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 1830.97
Min balance 736.51
Max balance 1840.24
Monthly Performance
Metric Value
Average monthly return (geometric), % 10.62
Average monthly return (arithmetic), % 13.25
Best month, % 62.16
Worst month, % -21.66
PnL, Volume & Fees
Metric Value
Total PnL 830.97
Total PnL, % 83.10
Gross profit 3328.71
Gross loss 2366.81
Trading volume (USDT) 346290.39
Total transactions (buy/sell) 288
Total fees 124.65
Funding net -6.28
Funding accrued (received) 0.00
Funding paid 6.28
Trades
Metric Value
Total Trades 144
Win Trades 97
Los Trades 47
Win Rate, % 67.36
Expectancy per trade 6.6798
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.71
Position max, % of margin balance 100.06
Max Drawdown 566.80
Max Drawdown, % 43.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4064
Recovery Factor (Total PnL / Max DD) 1.4661
Sharpe ratio (monthly) 1.8253
Sortino ratio (monthly) 5.1891
CAGR, % 331.90
Calmar ratio (CAGR / Max DD%) 7.6317
Open Positions Size (USDT)
Strategy Charts
UAIUSDT 4h mrs2 | PnL: 961.89 | Fee: 124.65 | Vol: 346290.39
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    "ma_close_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
}