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
1021.52
Total PnL
21.52 (2.15%)
Total Trades (Win/Los)
54 (35/19)
Win Rate
64.81%
Max Drawdown
274.85 (27.48%)
Total Fees
36.52
Position avg (max), %
99.40 (100.03)
Profit Factor
1.14
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% 7.66% 8.84% -0.41% 1.73% — — — — — — — 2.15%
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 1021.52
Min balance 725.30
Max balance 1028.36
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.43
Average monthly return (arithmetic), % 0.77
Best month, % 8.84
Worst month, % -13.95
PnL, Volume & Fees
Metric Value
Total PnL 21.52
Total PnL, % 2.15
Gross profit 504.36
Gross loss 443.96
Trading volume (USDT) 101433.04
Total transactions (buy/sell) 108
Total fees 36.52
Funding net -2.36
Funding accrued (received) 0.00
Funding paid 2.36
Trades
Metric Value
Total Trades 54
Win Trades 35
Los Trades 19
Win Rate, % 64.81
Expectancy per trade 1.1186
Max consecutive wins 6
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.40
Position max, % of margin balance 100.03
Max Drawdown 274.85
Max Drawdown, % 27.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1361
Recovery Factor (Total PnL / Max DD) 0.0783
Sharpe ratio (monthly) 0.3290
Sortino ratio (monthly) 0.4293
CAGR, % 5.29
Calmar ratio (CAGR / Max DD%) 0.1923
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: 60.40 | Fee: 36.52 | Vol: 101433.04
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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  "options": null,
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    "use_settings_from_open_long": true,
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    "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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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
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  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}