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
1729.07
Total PnL
729.07 (72.91%)
Total Trades (Win/Los)
167 (117/50)
Win Rate
70.06%
Max Drawdown
985.06 (57.70%)
Total Fees
152.90
Position avg (max), %
99.68 (100.06)
Profit Factor
1.25
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 19.50% -10.25% -15.54% 95.76% -2.50% — — — — — — — 72.91%
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 1729.07
Min balance 722.16
Max balance 2156.39
Monthly Performance
Metric Value
Average monthly return (geometric), % 11.57
Average monthly return (arithmetic), % 17.40
Best month, % 95.76
Worst month, % -15.54
PnL, Volume & Fees
Metric Value
Total PnL 729.07
Total PnL, % 72.91
Gross profit 4504.98
Gross loss 3615.69
Trading volume (USDT) 424720.95
Total transactions (buy/sell) 334
Total fees 152.90
Funding net -7.33
Funding accrued (received) 0.00
Funding paid 7.33
Trades
Metric Value
Total Trades 167
Win Trades 117
Los Trades 50
Win Rate, % 70.06
Expectancy per trade 5.3251
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.68
Position max, % of margin balance 100.06
Max Drawdown 985.06
Max Drawdown, % 57.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2460
Recovery Factor (Total PnL / Max DD) 0.7401
Sharpe ratio (monthly) 1.4710
Sortino ratio (monthly) 7.1738
CAGR, % 276.03
Calmar ratio (CAGR / Max DD%) 4.7839
Open Positions Size (USDT)
Strategy Charts
XNYUSDT 4h mrs2 | PnL: 889.29 | Fee: 152.90 | Vol: 424720.95
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
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    "use_settings_from_open_long": true,
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    "ma_close_long": {
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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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      "value": 1.5
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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
}