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
778.01
Total PnL
-221.99 (-22.20%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
339.21 (31.42%)
Total Fees
15.63
Position avg (max), %
102.05 (128.60)
Profit Factor
0.49
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 3.61% -22.42% -1.75% -1.87% 0.40% — — — — — — — -22.20%
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 778.01
Min balance 740.33
Max balance 1079.54
Monthly Performance
Metric Value
Average monthly return (geometric), % -4.90
Average monthly return (arithmetic), % -4.41
Best month, % 3.61
Worst month, % -22.42
PnL, Volume & Fees
Metric Value
Total PnL -221.99
Total PnL, % -22.20
Gross profit 199.71
Gross loss 406.83
Trading volume (USDT) 43420.03
Total transactions (buy/sell) 50
Total fees 15.63
Funding net 0.76
Funding accrued (received) 1.08
Funding paid 0.32
Trades
Metric Value
Total Trades 25
Win Trades 12
Los Trades 13
Win Rate, % 48.00
Expectancy per trade -8.2850
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 102.05
Position max, % of margin balance 128.60
Max Drawdown 339.21
Max Drawdown, % 31.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.4909
Recovery Factor (Total PnL / Max DD) -0.6544
Sharpe ratio (monthly) -1.6555
Sortino ratio (monthly) -1.5129
CAGR, % -45.51
Calmar ratio (CAGR / Max DD%) -1.4484
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -207.12 | Fee: 15.63 | Vol: 43420.03
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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    "unconditional_placement": false,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    "ma_close_long": {
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    },
    "ma_close_short": {
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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
}