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
852.46
Total PnL
-147.54 (-14.75%)
Total Trades (Win/Los)
66 (39/27)
Win Rate
59.09%
Max Drawdown
274.85 (27.48%)
Total Fees
40.09
Position avg (max), %
100.07 (125.31)
Profit Factor
0.83
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 -13.95% -7.07% 5.63% -0.79% 1.72% — — — — — — — -14.75%
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 852.46
Min balance 725.30
Max balance 1000.15
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.14
Average monthly return (arithmetic), % -2.89
Best month, % 5.63
Worst month, % -13.95
PnL, Volume & Fees
Metric Value
Total PnL -147.54
Total PnL, % -14.75
Gross profit 502.20
Gross loss 608.24
Trading volume (USDT) 111348.39
Total transactions (buy/sell) 132
Total fees 40.09
Funding net -1.42
Funding accrued (received) 0.72
Funding paid 2.14
Trades
Metric Value
Total Trades 66
Win Trades 39
Los Trades 27
Win Rate, % 59.09
Expectancy per trade -1.6066
Max consecutive wins 6
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 100.07
Position max, % of margin balance 125.31
Max Drawdown 274.85
Max Drawdown, % 27.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8257
Recovery Factor (Total PnL / Max DD) -0.5368
Sharpe ratio (monthly) -1.4514
Sortino ratio (monthly) -1.4302
CAGR, % -32.03
Calmar ratio (CAGR / Max DD%) -1.1656
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -106.04 | Fee: 40.09 | Vol: 111348.39
Details
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    "leverage": 20.0,
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    "risk_long": 1.0,
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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": {
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      "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
}