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
804.40
Total PnL
-195.60 (-19.56%)
Total Trades (Win/Los)
202 (137/65)
Win Rate
67.82%
Max Drawdown
581.72 (42.92%)
Total Fees
150.97
Position avg (max), %
100.65 (141.86)
Profit Factor
0.97
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 12.96% -19.20% 7.20% -12.82% -5.70% — — — — — — — -19.56%
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 804.40
Min balance 773.74
Max balance 1355.45
Monthly Performance
Metric Value
Average monthly return (geometric), % -4.26
Average monthly return (arithmetic), % -3.51
Best month, % 12.96
Worst month, % -19.20
PnL, Volume & Fees
Metric Value
Total PnL -195.60
Total PnL, % -19.56
Gross profit 1645.13
Gross loss 1688.46
Trading volume (USDT) 419357.67
Total transactions (buy/sell) 404
Total fees 150.97
Funding net -1.30
Funding accrued (received) 3.58
Funding paid 4.88
Trades
Metric Value
Total Trades 202
Win Trades 137
Los Trades 65
Win Rate, % 67.82
Expectancy per trade -0.2145
Max consecutive wins 13
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 100.65
Position max, % of margin balance 141.86
Max Drawdown 581.72
Max Drawdown, % 42.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9743
Recovery Factor (Total PnL / Max DD) -0.3362
Sharpe ratio (monthly) -1.0111
Sortino ratio (monthly) -1.1438
CAGR, % -40.93
Calmar ratio (CAGR / Max DD%) -0.9538
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -43.33 | Fee: 150.97 | Vol: 419357.67
Details
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
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    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
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    "use_settings_from_open_long": true,
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    "ma_close_long": {
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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
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  },
  "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
}