hb/tester/1

hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-sol-4h | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

1086.13

Total PnL

86.13 (8.61%)

Total Trades (Win/Los)

6 (5/1)

Win Rate

83.33%

Max Drawdown

101.87 (9.85%)

Total Fees

4.53

Position avg (max), %

100.09 (111.60)

Profit Factor

4.97

Duration (days)

151.0

Equity Curve (Margin balance)

Y scale not from zero

Monthly Returns Heatmap (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2026	2.57%	3.47%	1.64%	0.68%	—	—	—	—	—	—	—	—	8.61%

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	4
Pairs count	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	1086.13
Min balance	932.20
Max balance	1104.98

Monthly Performance

Metric	Value
Average monthly return (geometric), %	2.09
Average monthly return (arithmetic), %	2.09
Best month, %	3.47
Worst month, %	0.68

PnL, Volume & Fees

Metric	Value
Total PnL	86.13
Total PnL, %	8.61
Gross profit	113.27
Gross loss	22.81
Trading volume (USDT)	12580.92
Total transactions (buy/sell)	12
Total fees	4.53
Funding net	0.19
Funding accrued (received)	0.24
Funding paid	0.05

Trades

Metric	Value
Total Trades	6
Win Trades	5
Los Trades	1
Win Rate, %	83.33
Expectancy per trade	15.0773
Max consecutive wins	3
Max consecutive losses	1

Risk & Exposure

Metric	Value
Position avg, % of margin balance	100.09
Position max, % of margin balance	111.60
Max Drawdown	101.87
Max Drawdown, %	9.85

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	4.9667
Recovery Factor (Total PnL / Max DD)	0.8455
Sharpe ratio (monthly)	6.9589
Sortino ratio (monthly)	n/a
CAGR, %	22.12
Calmar ratio (CAGR / Max DD%)	2.2454

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 4h mrs2 | PnL: 90.46 | Fee: 4.53 | Vol: 12580.92

Realized PnL by Symbol

Details

{
  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "mrs2",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "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,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 0.9,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.07,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "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
}

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2026-01-31 17:11:00	SOLUSDT	1	buy	opened	9.7	102.78	0.35890776	0	999.64109224	9.7	long	996.966
2026-02-01 07:16:00	SOLUSDT	2	sell	closed	9.7	104.33	0.36432036	15.035	1014.265821525	0		1012.001
2026-02-06 00:14:00	SOLUSDT	3	buy	opened	13.8	73.48	0.36504864	0	1013.900772885	13.8	long	1014.024
2026-02-06 04:29:00	SOLUSDT	4	sell	closed	13.8	77.76	0.38631168	59.064	1072.578461205	0		1073.088
2026-02-06 14:47:00	SOLUSDT	6	sell	opened	12.6	84.98	0.38546928	0	1072.192991925	-12.6	short	1070.748
2026-02-07 00:01:00	SOLUSDT	5	buy	closed	12.6	86.79	0.39367944	-22.806	1049.090241135	0		1093.554
2026-02-25 19:48:00	SOLUSDT	8	sell	opened	11.7	89.53	0.37710036	0	1048.713140775	-11.7	short	1047.501
2026-02-26 00:01:00	SOLUSDT	7	buy	closed	11.7	88.42	0.37242504	12.987	1061.374037205	0		1034.514
2026-03-01 02:03:00	SOLUSDT	10	sell	opened	12.0	88.32	0.38154240	0	1060.992494805	-12.0	short	1059.840
2026-03-01 08:01:00	SOLUSDT	9	buy	closed	12.0	86.81	0.37501920	18.120	1078.784250405	0		1041.720
2026-04-07 22:59:00	SOLUSDT	12	sell	opened	12.6	85.12	0.38610432	0	1078.398146085	-12.6	short	1072.512
2026-04-08 04:52:00	SOLUSDT	11	buy	closed	12.6	84.48	0.38320128	8.064	1086.127542375	0		1064.448

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
SOLUSDT	12000.0	100.00	0.1	82.38	988560.00	8.238

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
SOLUSDT	mrs2	6	83.33%	4.97	90.46	4.53	12580.92	100.09%	111.60%

Run Tag: run_007_of_100
Run Parameters:
settings[*].mrs2.ma_long.multiplier=0.9, settings[*].mrs2.ma_short.multiplier=1.07
config_tester.json:
{
  "name_comment": "mrs-sol-4h",
  "InitialBalance": 1000.0,
  "StartDate": "2026-01-01T00:00:00",
  "EndDate": "2026-06-01T00:00:00",
  "WarmupDays": 22,
  "MakerFee": 0.00036,
  "TakerFee": 0.00035,
  "SlippagePercent": 0.00035,
  "FundingRate": 0.000045,
  "FundingIntervalHours": 8,
  "UpdateData": true,
  "LimitOrderVolumeCheck": false,
  "use_logger": false,
  "max_parallel_runs": 10,
  "parameter_mining": [
    {
      "name": "settings[*].mrs2.ma_long.multiplier",
      "start": 0.9,
      "end": 0.99,
      "step": 0.01,
      "values": []
    },
    {
      "name": "settings[*].mrs2.ma_short.multiplier",
      "start": 1.01,
      "end": 1.1,
      "step": 0.01,
      "values": []
    }
  ],
  "report": {
    "chart_ohlc_height": 550,
    "chart_balance_height": 550,
    "chart_position_height": 550,
    "include_chart_ohlc": true,
    "include_chart_balance": true,
    "include_chart_position": true,
    "include_strategy_settings": true,
    "include_trades_table": true,
    "include_summary_table": true,
    "include_monthly_returns_heatmap": true,
    "include_position_stats": true,
    "enable_timing_logs": false
  },
  "report_optimizer": {
    "chart_height": 550,
    "z_parameters": [
      "TotalPnLPercent",
      "MaxDrawdownPercent",
      "ProfitFactor"
    ]
  }
}

------------
{
  "profit": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1