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

836.63

Total PnL

-163.37 (-16.34%)

Total Trades (Win/Los)

14 (6/8)

Win Rate

42.86%

Max Drawdown

246.04 (23.39%)

Total Fees

9.06

Position avg (max), %

102.24 (126.06)

Profit Factor

0.25

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	1.44%	-14.66%	-2.96%	-0.41%	—	—	—	—	—	—	—	—	-16.34%

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	836.63
Min balance	806.08
Max balance	1052.12

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-4.36
Average monthly return (arithmetic), %	-4.15
Best month, %	1.44
Worst month, %	-14.66

PnL, Volume & Fees

Metric	Value
Total PnL	-163.37
Total PnL, %	-16.34
Gross profit	52.60
Gross loss	207.58
Trading volume (USDT)	25173.27
Total transactions (buy/sell)	28
Total fees	9.06
Funding net	0.68
Funding accrued (received)	0.77
Funding paid	0.09

Trades

Metric	Value
Total Trades	14
Win Trades	6
Los Trades	8
Win Rate, %	42.86
Expectancy per trade	-11.0705
Max consecutive wins	2
Max consecutive losses	3

Risk & Exposure

Metric	Value
Position avg, % of margin balance	102.24
Position max, % of margin balance	126.06
Max Drawdown	246.04
Max Drawdown, %	23.39

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.2534
Recovery Factor (Total PnL / Max DD)	-0.6640
Sharpe ratio (monthly)	-2.2923
Sortino ratio (monthly)	-1.9205
CAGR, %	-35.04
Calmar ratio (CAGR / Max DD%)	-1.4985

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 4h mrs2 | PnL: -154.99 | Fee: 9.06 | Vol: 25173.27

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": 0.91,
      "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": 1.05,
      "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 17:10:00	SOLUSDT	1	buy	opened	9.6	103.93	0.35918208	0	999.64081792	9.6	long	997.728
2026-02-01 07:16:00	SOLUSDT	2	sell	closed	9.6	104.33	0.36056448	3.840	1003.074776800	0		1001.568
2026-02-05 20:36:00	SOLUSDT	3	buy	opened	12.9	77.66	0.36065304	0	1002.714123760	12.9	long	1001.814
2026-02-06 04:29:00	SOLUSDT	4	sell	closed	12.9	77.76	0.36111744	1.290	1003.597338385	0		1003.104
2026-02-06 09:35:00	SOLUSDT	6	sell	opened	12.4	80.91	0.36118224	0	1003.236156145	-12.4	short	1003.284
2026-02-07 00:01:00	SOLUSDT	5	buy	closed	12.4	86.79	0.38743056	-72.912	930.032115685	0		1076.196
2026-02-09 18:05:00	SOLUSDT	8	sell	opened	10.4	88.59	0.33168096	0	929.700434725	-10.4	short	921.336
2026-02-10 00:01:00	SOLUSDT	7	buy	closed	10.4	87.01	0.32576544	16.432	945.847301045	0		904.904
2026-02-13 15:27:00	SOLUSDT	10	sell	opened	11.3	83.15	0.33825420	0	945.509046845	-11.3	short	939.595
2026-02-14 00:01:00	SOLUSDT	9	buy	closed	11.3	84.29	0.34289172	-12.882	932.369257685	0		952.477
2026-02-25 01:21:00	SOLUSDT	12	sell	opened	11.3	82.17	0.33426756	0	932.034990125	-11.3	short	928.521
2026-02-26 00:01:00	SOLUSDT	11	buy	closed	11.3	88.42	0.35969256	-70.625	861.180621030	0		999.146
2026-02-28 20:47:00	SOLUSDT	14	sell	opened	10.1	84.77	0.30822372	0	860.872397310	-10.1	short	856.177
2026-03-01 08:01:00	SOLUSDT	13	buy	closed	10.1	86.81	0.31564116	-20.604	840.030539280	0		876.781
2026-03-02 15:12:00	SOLUSDT	16	sell	opened	9.5	87.68	0.29986560	0	839.730673680	-9.5	short	832.960
2026-03-02 20:10:00	SOLUSDT	15	buy	closed	9.5	87.19	0.29818980	4.655	844.125428780	0		828.305
2026-03-04 09:31:00	SOLUSDT	18	sell	opened	9.3	90.7	0.3036636	0	843.821765180	-9.3	short	843.51
2026-03-04 22:30:00	SOLUSDT	17	buy	closed	9.3	91.87	0.30758076	-10.881	832.672104920	0		854.391
2026-03-13 00:33:00	SOLUSDT	20	sell	opened	9.1	90.9	0.2977884	0	832.374316520	-9.1	short	827.19
2026-03-13 08:01:00	SOLUSDT	19	buy	closed	9.1	88.8	0.2909088	19.11	851.229709895	0		808.08
2026-03-15 22:42:00	SOLUSDT	22	sell	opened	9.2	92.45	0.30619440	0	850.923515495	-9.2	short	850.540
2026-03-16 08:31:00	SOLUSDT	21	buy	closed	9.2	93.04	0.30814848	-5.428	845.264524195	0		855.968
2026-03-23 11:06:00	SOLUSDT	24	sell	opened	9.3	90.52	0.30306096	0	844.961463235	-9.3	short	841.836
2026-03-24 00:28:00	SOLUSDT	23	buy	closed	9.3	91.02	0.30473496	-4.650	840.082715320	0		846.486
2026-04-07 22:06:00	SOLUSDT	26	sell	opened	10.0	83.52	0.30067200	0	839.782043320	-10.0	short	835.200
2026-04-08 04:52:00	SOLUSDT	25	buy	closed	10.0	84.48	0.30412800	-9.600	829.916484820	0		844.800
2026-04-16 19:40:00	SOLUSDT	28	sell	opened	9.2	89.6	0.2967552	0	829.619729620	-9.2	short	824.32
2026-04-17 00:06:00	SOLUSDT	27	buy	closed	9.2	88.81	0.29413872	7.268	836.630470020	0		817.052

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	14	42.86%	0.25	-154.99	9.06	25173.27	102.24%	126.06%

Run Tag: run_015_of_100
Run Parameters:
settings[*].mrs2.ma_long.multiplier=0.91, settings[*].mrs2.ma_short.multiplier=1.05
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