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
1434.26
Total PnL
434.26 (43.43%)
Total Trades (Win/Los)
126 (84/42)
Win Rate
66.67%
Max Drawdown
495.73 (39.69%)
Total Fees
103.20
Position avg (max), %
99.78 (100.06)
Profit Factor
1.28
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 -13.88% 24.73% -6.27% 36.57% 4.31% — — — — — — — 43.43%
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 5
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1434.26
Min balance 753.29
Max balance 1633.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 7.48
Average monthly return (arithmetic), % 9.09
Best month, % 36.57
Worst month, % -13.88
PnL, Volume & Fees
Metric Value
Total PnL 434.26
Total PnL, % 43.43
Gross profit 2482.17
Gross loss 1939.29
Trading volume (USDT) 286657.67
Total transactions (buy/sell) 252
Total fees 103.20
Funding net -5.42
Funding accrued (received) 0.00
Funding paid 5.42
Trades
Metric Value
Total Trades 126
Win Trades 84
Los Trades 42
Win Rate, % 66.67
Expectancy per trade 4.3085
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.78
Position max, % of margin balance 100.06
Max Drawdown 495.73
Max Drawdown, % 39.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2799
Recovery Factor (Total PnL / Max DD) 0.8760
Sharpe ratio (monthly) 1.6663
Sortino ratio (monthly) 4.6242
CAGR, % 139.25
Calmar ratio (CAGR / Max DD%) 3.5085
Open Positions Size (USDT)
Strategy Charts
VVVUSDT 4h mrs2 | PnL: 542.87 | Fee: 103.20 | Vol: 286657.67
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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    },
    "ma_close_short": {
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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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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}