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
713.88
Total PnL
-286.12 (-28.61%)
Total Trades (Win/Los)
264 (181/82)
Win Rate
68.56%
Max Drawdown
385.72 (37.24%)
Total Fees
154.49
Position avg (max), %
101.32 (144.54)
Profit Factor
0.91
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 -8.74% -19.23% 2.56% -6.86% 1.38% — — — — — — — -28.61%
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 713.88
Min balance 650.11
Max balance 1035.83
Monthly Performance
Metric Value
Average monthly return (geometric), % -6.52
Average monthly return (arithmetic), % -6.18
Best month, % 2.56
Worst month, % -19.23
PnL, Volume & Fees
Metric Value
Total PnL -286.12
Total PnL, % -28.61
Gross profit 1325.97
Gross loss 1460.60
Trading volume (USDT) 429147.92
Total transactions (buy/sell) 528
Total fees 154.49
Funding net 3.01
Funding accrued (received) 5.07
Funding paid 2.07
Trades
Metric Value
Total Trades 264
Win Trades 181
Los Trades 82
Win Rate, % 68.56
Expectancy per trade -0.5100
Max consecutive wins 14
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.32
Position max, % of margin balance 144.54
Max Drawdown 385.72
Max Drawdown, % 37.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9078
Recovery Factor (Total PnL / Max DD) -0.7418
Sharpe ratio (monthly) -2.7123
Sortino ratio (monthly) -2.1539
CAGR, % -55.75
Calmar ratio (CAGR / Max DD%) -1.4970
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -134.63 | Fee: 154.49 | Vol: 429147.92
Details
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    "signal": {
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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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    "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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    },
    "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
}