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
799.50
Total PnL
-200.50 (-20.05%)
Total Trades (Win/Los)
20 (10/10)
Win Rate
50.00%
Max Drawdown
271.33 (26.05%)
Total Fees
12.72
Position avg (max), %
101.47 (125.95)
Profit Factor
0.44
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 -2.36% -15.97% -2.97% 0.43% — — — — — — — — -20.05%
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 799.50
Min balance 770.20
Max balance 1041.53
Monthly Performance
Metric Value
Average monthly return (geometric), % -5.44
Average monthly return (arithmetic), % -5.22
Best month, % 0.43
Worst month, % -15.97
PnL, Volume & Fees
Metric Value
Total PnL -200.50
Total PnL, % -20.05
Gross profit 150.38
Gross loss 338.50
Trading volume (USDT) 35323.89
Total transactions (buy/sell) 40
Total fees 12.72
Funding net 0.34
Funding accrued (received) 0.73
Funding paid 0.39
Trades
Metric Value
Total Trades 20
Win Trades 10
Los Trades 10
Win Rate, % 50.00
Expectancy per trade -9.4062
Max consecutive wins 2
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.47
Position max, % of margin balance 125.95
Max Drawdown 271.33
Max Drawdown, % 26.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.4443
Recovery Factor (Total PnL / Max DD) -0.7389
Sharpe ratio (monthly) -2.8516
Sortino ratio (monthly) -2.2024
CAGR, % -41.80
Calmar ratio (CAGR / Max DD%) -1.6045
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -188.12 | Fee: 12.72 | Vol: 35323.89
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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  "zigzag_double": null,
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  "mz": 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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      "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
}