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
673.86
Total PnL
-326.14 (-32.61%)
Total Trades (Win/Los)
226 (156/69)
Win Rate
69.03%
Max Drawdown
486.06 (43.42%)
Total Fees
132.85
Position avg (max), %
101.81 (145.51)
Profit Factor
0.84
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 0.44% -25.16% -3.96% -6.70% 0.05% — — — — — — — -32.61%
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 673.86
Min balance 633.28
Max balance 1119.34
Monthly Performance
Metric Value
Average monthly return (geometric), % -7.59
Average monthly return (arithmetic), % -7.07
Best month, % 0.44
Worst month, % -25.16
PnL, Volume & Fees
Metric Value
Total PnL -326.14
Total PnL, % -32.61
Gross profit 1019.64
Gross loss 1217.25
Trading volume (USDT) 369030.52
Total transactions (buy/sell) 452
Total fees 132.85
Funding net 4.32
Funding accrued (received) 5.05
Funding paid 0.73
Trades
Metric Value
Total Trades 226
Win Trades 156
Los Trades 69
Win Rate, % 69.03
Expectancy per trade -0.8744
Max consecutive wins 13
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.81
Position max, % of margin balance 145.51
Max Drawdown 486.06
Max Drawdown, % 43.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8377
Recovery Factor (Total PnL / Max DD) -0.6710
Sharpe ratio (monthly) -2.5977
Sortino ratio (monthly) -2.0786
CAGR, % -61.51
Calmar ratio (CAGR / Max DD%) -1.4165
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -197.61 | Fee: 132.85 | Vol: 369030.52
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,
    "lot_long": 0.0,
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    "max_bars": 2000
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  "tv_lsb": 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
}