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
837.33
Total PnL
-162.67 (-16.27%)
Total Trades (Win/Los)
142 (94/48)
Win Rate
66.20%
Max Drawdown
347.89 (30.65%)
Total Fees
95.31
Position avg (max), %
101.02 (141.96)
Profit Factor
0.94
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 2.49% -17.73% 4.69% -6.49% 1.45% — — — — — — — -16.27%
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 837.33
Min balance 787.03
Max balance 1134.92
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.49
Average monthly return (arithmetic), % -3.12
Best month, % 4.69
Worst month, % -17.73
PnL, Volume & Fees
Metric Value
Total PnL -162.67
Total PnL, % -16.27
Gross profit 1112.71
Gross loss 1180.99
Trading volume (USDT) 264736.82
Total transactions (buy/sell) 284
Total fees 95.31
Funding net 0.91
Funding accrued (received) 3.26
Funding paid 2.34
Trades
Metric Value
Total Trades 142
Win Trades 94
Los Trades 48
Win Rate, % 66.20
Expectancy per trade -0.4808
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 101.02
Position max, % of margin balance 141.96
Max Drawdown 347.89
Max Drawdown, % 30.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9422
Recovery Factor (Total PnL / Max DD) -0.4676
Sharpe ratio (monthly) -1.3137
Sortino ratio (monthly) -1.2795
CAGR, % -34.91
Calmar ratio (CAGR / Max DD%) -1.1389
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -68.28 | Fee: 95.31 | Vol: 264736.82
Details
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    "main_timer": 5000,
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    "leverage": 20.0,
    "use_fix": false,
    "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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  "zigzag_double": null,
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  "dc": null,
  "mz": null,
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  "tv_lsb": null,
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  "mrs": 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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    },
    "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
}