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

1105.61

Total PnL

105.61 (10.56%)

Total Trades (Win/Los)

4 (4/0)

Win Rate

100.00%

Max Drawdown

101.87 (9.85%)

Total Fees

3.01

Position avg (max), %

98.65 (103.03)

Profit Factor

n/a

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%	6.10%	—	—	—	—	—	—	—	—	—	—	8.83%

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	1105.61
Min balance	932.20
Max balance	1108.39

Monthly Performance

Metric	Value
Average monthly return (geometric), %	4.32
Average monthly return (arithmetic), %	4.34
Best month, %	6.10
Worst month, %	2.57

PnL, Volume & Fees

Metric	Value
Total PnL	105.61
Total PnL, %	10.56
Gross profit	108.57
Gross loss	0.00
Trading volume (USDT)	8359.77
Total transactions (buy/sell)	8
Total fees	3.01
Funding net	0.05
Funding accrued (received)	0.10
Funding paid	0.05

Trades

Metric	Value
Total Trades	4
Win Trades	4
Los Trades	0
Win Rate, %	100.00
Expectancy per trade	27.1433
Max consecutive wins	4
Max consecutive losses	0

Risk & Exposure

Metric	Value
Position avg, % of margin balance	98.65
Position max, % of margin balance	103.03
Max Drawdown	101.87
Max Drawdown, %	9.85

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	n/a
Recovery Factor (Total PnL / Max DD)	1.0367
Sharpe ratio (monthly)	8.5175
Sortino ratio (monthly)	n/a
CAGR, %	27.49
Calmar ratio (CAGR / Max DD%)	2.7902

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 4h mrs2 | PnL: 108.57 | Fee: 3.01 | Vol: 8359.77

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": 1.08,
      "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 17:31:00	SOLUSDT	6	sell	opened	12.1	88.15	0.38398140	0	1072.194479805	-12.1	short	1066.615
2026-02-07 00:01:00	SOLUSDT	5	buy	closed	12.1	86.79	0.37805724	16.456	1088.319783175	0		1050.159
2026-04-07 23:00:00	SOLUSDT	8	sell	opened	12.6	85.91	0.38968776	0	1087.930095415	-12.6	short	1082.466
2026-04-08 04:52:00	SOLUSDT	7	buy	closed	12.6	84.48	0.38320128	18.018	1105.613491705	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	4	100.00%	n/a	108.57	3.01	8359.77	98.65%	103.03%

Run Tag: run_008_of_100
Run Parameters:
settings[*].mrs2.ma_long.multiplier=0.9, settings[*].mrs2.ma_short.multiplier=1.08
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