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
678.42
Total PnL
-321.58 (-32.16%)
Total Trades (Win/Los)
215 (149/65)
Win Rate
69.30%
Max Drawdown
520.48 (44.95%)
Total Fees
128.64
Position avg (max), %
102.06 (144.57)
Profit Factor
0.83
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 9.76% -30.33% -4.85% -6.48% -0.31% — — — — — — — -32.16%
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 678.42
Min balance 637.52
Max balance 1157.99
Monthly Performance
Metric Value
Average monthly return (geometric), % -7.47
Average monthly return (arithmetic), % -6.44
Best month, % 9.76
Worst month, % -30.33
PnL, Volume & Fees
Metric Value
Total PnL -321.58
Total PnL, % -32.16
Gross profit 946.11
Gross loss 1143.99
Trading volume (USDT) 357337.26
Total transactions (buy/sell) 430
Total fees 128.64
Funding net 4.95
Funding accrued (received) 5.14
Funding paid 0.19
Trades
Metric Value
Total Trades 215
Win Trades 149
Los Trades 65
Win Rate, % 69.30
Expectancy per trade -0.9204
Max consecutive wins 13
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 102.06
Position max, % of margin balance 144.57
Max Drawdown 520.48
Max Drawdown, % 44.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8270
Recovery Factor (Total PnL / Max DD) -0.6179
Sharpe ratio (monthly) -1.6881
Sortino ratio (monthly) -1.5892
CAGR, % -60.88
Calmar ratio (CAGR / Max DD%) -1.3544
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -197.88 | Fee: 128.64 | Vol: 357337.26
Details
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  "description": "",
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
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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,
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    "max_bars": 2000
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  "hd": null,
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  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
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  "rt": null,
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  "tv_lsb": 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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      "side": "",
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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
}