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
1051.69
Total PnL
51.69 (5.17%)
Total Trades (Win/Los)
3 (3/0)
Win Rate
100.00%
Max Drawdown
34.93 (3.42%)
Total Fees
2.22
Position avg (max), %
99.53 (100.01)
Profit Factor
n/a
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 — — 3.65% 1.47% — — — — — — — — 5.17%
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 2
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1051.69
Min balance 985.66
Max balance 1055.77
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.55
Average monthly return (arithmetic), % 2.56
Best month, % 3.65
Worst month, % 1.47
PnL, Volume & Fees
Metric Value
Total PnL 51.69
Total PnL, % 5.17
Gross profit 54.04
Gross loss 0.00
Trading volume (USDT) 6159.56
Total transactions (buy/sell) 6
Total fees 2.22
Funding net -0.14
Funding accrued (received) 0.00
Funding paid 0.14
Trades
Metric Value
Total Trades 3
Win Trades 3
Los Trades 0
Win Rate, % 100.00
Expectancy per trade 18.0143
Max consecutive wins 3
Max consecutive losses 0
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.53
Position max, % of margin balance 100.01
Max Drawdown 34.93
Max Drawdown, % 3.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) n/a
Recovery Factor (Total PnL / Max DD) 1.4796
Sharpe ratio (monthly) 8.1156
Sortino ratio (monthly) n/a
CAGR, % 12.96
Calmar ratio (CAGR / Max DD%) 3.7874
Open Positions Size (USDT)
Strategy Charts
XAUUSDT 4h mrs2 | PnL: 54.04 | Fee: 2.22 | Vol: 6159.56
Details
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    "balance_percentage_long": 100.0,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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      "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,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}