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
854.81
Total PnL
-145.19 (-14.52%)
Total Trades (Win/Los)
155 (102/53)
Win Rate
65.81%
Max Drawdown
408.82 (34.03%)
Total Fees
108.64
Position avg (max), %
100.23 (132.19)
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 1.33% -17.25% 11.33% -5.84% -2.75% — — — — — — — -14.52%
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 854.81
Min balance 792.44
Max balance 1201.26
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.09
Average monthly return (arithmetic), % -2.64
Best month, % 11.33
Worst month, % -17.25
PnL, Volume & Fees
Metric Value
Total PnL -145.19
Total PnL, % -14.52
Gross profit 1257.34
Gross loss 1291.09
Trading volume (USDT) 301771.95
Total transactions (buy/sell) 310
Total fees 108.64
Funding net -2.81
Funding accrued (received) 1.83
Funding paid 4.64
Trades
Metric Value
Total Trades 155
Win Trades 102
Los Trades 53
Win Rate, % 65.81
Expectancy per trade -0.2177
Max consecutive wins 11
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 100.23
Position max, % of margin balance 132.19
Max Drawdown 408.82
Max Drawdown, % 34.03
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9739
Recovery Factor (Total PnL / Max DD) -0.3551
Sharpe ratio (monthly) -0.9798
Sortino ratio (monthly) -1.1090
CAGR, % -31.58
Calmar ratio (CAGR / Max DD%) -0.9278
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -33.74 | Fee: 108.64 | Vol: 301771.95
Details
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  "is_runing": true,
  "description": "",
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    "account": "st",
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    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
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      "signal_symbol": ""
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    "use_short": true,
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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,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "side": "",
      "type": "SMA",
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    "ma_short": {
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      "multiplier": 1.03,
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
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    },
    "ma_close_short": {
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      "post_only": false,
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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
}