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
997.13
Total PnL
-2.87 (-0.29%)
Total Trades (Win/Los)
54 (35/19)
Win Rate
64.81%
Max Drawdown
267.82 (23.57%)
Total Fees
41.54
Position avg (max), %
99.81 (100.06)
Profit Factor
1.07
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 2.63% 11.83% -10.16% 5.38% -8.23% — — — — — — — -0.29%
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 997.13
Min balance 868.49
Max balance 1162.35
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.06
Average monthly return (arithmetic), % 0.29
Best month, % 11.83
Worst month, % -10.16
PnL, Volume & Fees
Metric Value
Total PnL -2.87
Total PnL, % -0.29
Gross profit 680.72
Gross loss 639.09
Trading volume (USDT) 115383.10
Total transactions (buy/sell) 108
Total fees 41.54
Funding net -2.96
Funding accrued (received) 0.00
Funding paid 2.96
Trades
Metric Value
Total Trades 54
Win Trades 35
Los Trades 19
Win Rate, % 64.81
Expectancy per trade 0.7710
Max consecutive wins 5
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.81
Position max, % of margin balance 100.06
Max Drawdown 267.82
Max Drawdown, % 23.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0651
Recovery Factor (Total PnL / Max DD) -0.0107
Sharpe ratio (monthly) 0.1205
Sortino ratio (monthly) 0.1716
CAGR, % -0.69
Calmar ratio (CAGR / Max DD%) -0.0293
Open Positions Size (USDT)
Strategy Charts
WUSDT 4h mrs2 | PnL: 41.63 | Fee: 41.54 | Vol: 115383.10
Details
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    "leverage": 20.0,
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  "mrs": null,
  "mrs2": {
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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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      "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
}