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
834.24
Total PnL
-165.76 (-16.58%)
Total Trades (Win/Los)
56 (33/23)
Win Rate
58.93%
Max Drawdown
362.75 (33.25%)
Total Fees
35.44
Position avg (max), %
101.46 (131.20)
Profit Factor
0.77
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 1.23% -21.78% 0.97% 1.17% 3.14% — — — — — — — -16.58%
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 834.24
Min balance 728.38
Max balance 1091.13
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.56
Average monthly return (arithmetic), % -3.05
Best month, % 3.14
Worst month, % -21.78
PnL, Volume & Fees
Metric Value
Total PnL -165.76
Total PnL, % -16.58
Gross profit 449.59
Gross loss 580.81
Trading volume (USDT) 98433.03
Total transactions (buy/sell) 112
Total fees 35.44
Funding net 0.90
Funding accrued (received) 1.66
Funding paid 0.76
Trades
Metric Value
Total Trades 56
Win Trades 33
Los Trades 23
Win Rate, % 58.93
Expectancy per trade -2.3433
Max consecutive wins 5
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.46
Position max, % of margin balance 131.20
Max Drawdown 362.75
Max Drawdown, % 33.25
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7741
Recovery Factor (Total PnL / Max DD) -0.4570
Sharpe ratio (monthly) -1.1257
Sortino ratio (monthly) -1.0859
CAGR, % -35.49
Calmar ratio (CAGR / Max DD%) -1.0676
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -131.22 | Fee: 35.44 | Vol: 98433.03
Details
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
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    "filter_pump_1": {
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      "source": "ohlc4",
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    },
    "filter_pump_2": {
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  },
  "mrs3": null,
  "webhook": null,
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  "SmartProfit": null,
  "shadow_overlap": null,
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  "macd_trend": null
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