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
676.53
Total PnL
-323.47 (-32.35%)
Total Trades (Win/Los)
219 (153/65)
Win Rate
69.86%
Max Drawdown
493.72 (43.71%)
Total Fees
129.62
Position avg (max), %
101.91 (145.11)
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 3.55% -27.02% -4.84% -5.65% -0.28% — — — — — — — -32.35%
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 676.53
Min balance 635.88
Max balance 1129.60
Monthly Performance
Metric Value
Average monthly return (geometric), % -7.52
Average monthly return (arithmetic), % -6.85
Best month, % 3.55
Worst month, % -27.02
PnL, Volume & Fees
Metric Value
Total PnL -323.47
Total PnL, % -32.35
Gross profit 1001.00
Gross loss 1199.52
Trading volume (USDT) 360054.81
Total transactions (buy/sell) 438
Total fees 129.62
Funding net 4.68
Funding accrued (received) 5.08
Funding paid 0.40
Trades
Metric Value
Total Trades 219
Win Trades 153
Los Trades 65
Win Rate, % 69.86
Expectancy per trade -0.9065
Max consecutive wins 13
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.91
Position max, % of margin balance 145.11
Max Drawdown 493.72
Max Drawdown, % 43.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8345
Recovery Factor (Total PnL / Max DD) -0.6552
Sharpe ratio (monthly) -2.2354
Sortino ratio (monthly) -1.8933
CAGR, % -61.14
Calmar ratio (CAGR / Max DD%) -1.3989
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -198.53 | Fee: 129.62 | Vol: 360054.81
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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  "zigzag_double": null,
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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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      "source": "ohlc4",
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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
}