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
783.61
Total PnL
-216.39 (-21.64%)
Total Trades (Win/Los)
17 (7/10)
Win Rate
41.18%
Max Drawdown
295.13 (28.11%)
Total Fees
10.60
Position avg (max), %
101.78 (126.24)
Profit Factor
0.34
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 0.79% -19.54% -2.98% -0.42% — — — — — — — — -21.64%
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 783.61
Min balance 754.93
Max balance 1050.06
Monthly Performance
Metric Value
Average monthly return (geometric), % -5.91
Average monthly return (arithmetic), % -5.53
Best month, % 0.79
Worst month, % -19.54
PnL, Volume & Fees
Metric Value
Total PnL -216.39
Total PnL, % -21.64
Gross profit 107.41
Gross loss 313.61
Trading volume (USDT) 29440.11
Total transactions (buy/sell) 34
Total fees 10.60
Funding net 0.41
Funding accrued (received) 0.72
Funding paid 0.31
Trades
Metric Value
Total Trades 17
Win Trades 7
Los Trades 10
Win Rate, % 41.18
Expectancy per trade -12.1296
Max consecutive wins 2
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.78
Position max, % of margin balance 126.24
Max Drawdown 295.13
Max Drawdown, % 28.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.3425
Recovery Factor (Total PnL / Max DD) -0.7332
Sharpe ratio (monthly) -2.3385
Sortino ratio (monthly) -1.9397
CAGR, % -44.56
Calmar ratio (CAGR / Max DD%) -1.5853
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -206.20 | Fee: 10.60 | Vol: 29440.11
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,
    "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
}