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
679.58
Total PnL
-320.42 (-32.04%)
Total Trades (Win/Los)
236 (163/72)
Win Rate
69.07%
Max Drawdown
537.73 (45.71%)
Total Fees
142.62
Position avg (max), %
101.64 (144.49)
Profit Factor
0.86
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 -2.22% -20.87% -4.16% -7.43% -1.00% — — — — — — — -32.04%
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 679.58
Min balance 638.67
Max balance 1176.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -7.43
Average monthly return (arithmetic), % -7.14
Best month, % -1.00
Worst month, % -20.87
PnL, Volume & Fees
Metric Value
Total PnL -320.42
Total PnL, % -32.04
Gross profit 1161.95
Gross loss 1343.77
Trading volume (USDT) 396156.08
Total transactions (buy/sell) 472
Total fees 142.62
Funding net 4.02
Funding accrued (received) 5.17
Funding paid 1.16
Trades
Metric Value
Total Trades 236
Win Trades 163
Los Trades 72
Win Rate, % 69.07
Expectancy per trade -0.7704
Max consecutive wins 13
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.64
Position max, % of margin balance 144.49
Max Drawdown 537.73
Max Drawdown, % 45.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8647
Recovery Factor (Total PnL / Max DD) -0.5959
Sharpe ratio (monthly) -3.4325
Sortino ratio (monthly) -2.4382
CAGR, % -60.72
Calmar ratio (CAGR / Max DD%) -1.3283
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -181.82 | Fee: 142.62 | Vol: 396156.08
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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    "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
}