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
669.60
Total PnL
-330.40 (-33.04%)
Total Trades (Win/Los)
217 (151/65)
Win Rate
69.59%
Max Drawdown
486.48 (43.60%)
Total Fees
128.07
Position avg (max), %
101.96 (145.41)
Profit Factor
0.82
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 6.91% -29.46% -4.82% -6.43% -0.31% — — — — — — — -33.04%
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 669.60
Min balance 629.22
Max balance 1115.70
Monthly Performance
Metric Value
Average monthly return (geometric), % -7.71
Average monthly return (arithmetic), % -6.82
Best month, % 6.91
Worst month, % -29.46
PnL, Volume & Fees
Metric Value
Total PnL -330.40
Total PnL, % -33.04
Gross profit 964.46
Gross loss 1171.52
Trading volume (USDT) 355752.19
Total transactions (buy/sell) 434
Total fees 128.07
Funding net 4.74
Funding accrued (received) 5.06
Funding paid 0.33
Trades
Metric Value
Total Trades 217
Win Trades 151
Los Trades 65
Win Rate, % 69.59
Expectancy per trade -0.9542
Max consecutive wins 13
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.96
Position max, % of margin balance 145.41
Max Drawdown 486.48
Max Drawdown, % 43.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8233
Recovery Factor (Total PnL / Max DD) -0.6792
Sharpe ratio (monthly) -1.9319
Sortino ratio (monthly) -1.7300
CAGR, % -62.10
Calmar ratio (CAGR / Max DD%) -1.4241
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -207.06 | Fee: 128.07 | Vol: 355752.19
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,
    "lot_short": 0.0,
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    "max_bars": 2000
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  "hd": null,
  "zz": null,
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  "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_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
}