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
913.89
Total PnL
-86.11 (-8.61%)
Total Trades (Win/Los)
63 (39/24)
Win Rate
61.90%
Max Drawdown
274.85 (27.48%)
Total Fees
39.26
Position avg (max), %
99.82 (123.51)
Profit Factor
0.92
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% -4.88% 8.61% 1.07% 1.71% — — — — — — — -8.61%
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 913.89
Min balance 725.30
Max balance 1000.15
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.78
Average monthly return (arithmetic), % -1.49
Best month, % 8.61
Worst month, % -13.95
PnL, Volume & Fees
Metric Value
Total PnL -86.11
Total PnL, % -8.61
Gross profit 507.28
Gross loss 552.51
Trading volume (USDT) 109064.71
Total transactions (buy/sell) 126
Total fees 39.26
Funding net -1.62
Funding accrued (received) 0.57
Funding paid 2.19
Trades
Metric Value
Total Trades 63
Win Trades 39
Los Trades 24
Win Rate, % 61.90
Expectancy per trade -0.7180
Max consecutive wins 6
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.82
Position max, % of margin balance 123.51
Max Drawdown 274.85
Max Drawdown, % 27.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9181
Recovery Factor (Total PnL / Max DD) -0.3133
Sharpe ratio (monthly) -0.6816
Sortino ratio (monthly) -0.7794
CAGR, % -19.57
Calmar ratio (CAGR / Max DD%) -0.7122
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -45.23 | Fee: 39.26 | Vol: 109064.71
Details
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    "use_settings_from_open_long": true,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
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    },
    "filter_pump_2": {
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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
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  "macd_trend": null
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