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

Pairs
1
Initial Balance
1000.00
Final Balance
714.04
Total PnL
-285.96 (-28.60%)
Total Trades (Win/Los)
214 (150/63)
Win Rate
70.09%
Max Drawdown
487.69 (42.09%)
Total Fees
131.91
Position avg (max), %
102.08 (145.27)
Profit Factor
0.86
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 7.63% -25.21% -4.89% -6.45% -0.31% — — — — — — — -28.60%
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 714.04
Min balance 671.03
Max balance 1158.72
Monthly Performance
Metric Value
Average monthly return (geometric), % -6.51
Average monthly return (arithmetic), % -5.85
Best month, % 7.63
Worst month, % -25.21
PnL, Volume & Fees
Metric Value
Total PnL -285.96
Total PnL, % -28.60
Gross profit 947.08
Gross loss 1106.37
Trading volume (USDT) 366418.95
Total transactions (buy/sell) 428
Total fees 131.91
Funding net 5.23
Funding accrued (received) 5.33
Funding paid 0.10
Trades
Metric Value
Total Trades 214
Win Trades 150
Los Trades 63
Win Rate, % 70.09
Expectancy per trade -0.7443
Max consecutive wins 14
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 102.08
Position max, % of margin balance 145.27
Max Drawdown 487.69
Max Drawdown, % 42.09
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8560
Recovery Factor (Total PnL / Max DD) -0.5864
Sharpe ratio (monthly) -1.8667
Sortino ratio (monthly) -1.7102
CAGR, % -55.72
Calmar ratio (CAGR / Max DD%) -1.3239
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -159.29 | Fee: 131.91 | Vol: 366418.95
Details
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
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    "max_bars": 2000
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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
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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
}