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
1354.19
Total PnL
354.19 (35.42%)
Total Trades (Win/Los)
137 (99/38)
Win Rate
72.26%
Max Drawdown
675.70 (62.16%)
Total Fees
85.13
Position avg (max), %
99.71 (100.08)
Profit Factor
1.24
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 -48.06% 13.50% 11.36% 28.49% 60.54% — — — — — — — 35.42%
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 1354.19
Min balance 411.28
Max balance 1354.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 6.25
Average monthly return (arithmetic), % 13.17
Best month, % 60.54
Worst month, % -48.06
PnL, Volume & Fees
Metric Value
Total PnL 354.19
Total PnL, % 35.42
Gross profit 2312.62
Gross loss 1869.32
Trading volume (USDT) 236485.92
Total transactions (buy/sell) 274
Total fees 85.13
Funding net -3.97
Funding accrued (received) 0.00
Funding paid 3.97
Trades
Metric Value
Total Trades 137
Win Trades 99
Los Trades 38
Win Rate, % 72.26
Expectancy per trade 3.2358
Max consecutive wins 9
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.71
Position max, % of margin balance 100.08
Max Drawdown 675.70
Max Drawdown, % 62.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2371
Recovery Factor (Total PnL / Max DD) 0.5242
Sharpe ratio (monthly) 1.2920
Sortino ratio (monthly) 2.1220
CAGR, % 108.21
Calmar ratio (CAGR / Max DD%) 1.7408
Open Positions Size (USDT)
Strategy Charts
ZEREBROUSDT 4h mrs2 | PnL: 443.30 | Fee: 85.13 | Vol: 236485.92
Details
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    "order_size_dev_pct": 1.0,
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    "bitmex_limit_post_only": true,
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    "main_timer": 5000,
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    "signal": {
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    "use_short": false,
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    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
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    "max_bars": 2000
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  "options": null,
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  "hd": null,
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  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
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  "mrs": null,
  "mrs2": {
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    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    "ma_short": {
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
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    },
    "ma_close_short": {
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      "post_only": false,
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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": {
      "use": false,
      "count": 100,
      "value": 1.5
    }
  },
  "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
}