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
813.42
Total PnL
-186.58 (-18.66%)
Total Trades (Win/Los)
134 (87/47)
Win Rate
64.93%
Max Drawdown
400.24 (33.93%)
Total Fees
92.84
Position avg (max), %
99.95 (129.43)
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 -2.56% -12.00% 9.52% -8.82% -5.01% — — — — — — — -18.66%
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 813.42
Min balance 779.54
Max balance 1179.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -4.05
Average monthly return (arithmetic), % -3.77
Best month, % 9.52
Worst month, % -12.00
PnL, Volume & Fees
Metric Value
Total PnL -186.58
Total PnL, % -18.66
Gross profit 1048.00
Gross loss 1138.40
Trading volume (USDT) 257897.21
Total transactions (buy/sell) 268
Total fees 92.84
Funding net -3.34
Funding accrued (received) 1.21
Funding paid 4.55
Trades
Metric Value
Total Trades 134
Win Trades 87
Los Trades 47
Win Rate, % 64.93
Expectancy per trade -0.6746
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.95
Position max, % of margin balance 129.43
Max Drawdown 400.24
Max Drawdown, % 33.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9206
Recovery Factor (Total PnL / Max DD) -0.4662
Sharpe ratio (monthly) -1.7689
Sortino ratio (monthly) -1.8358
CAGR, % -39.32
Calmar ratio (CAGR / Max DD%) -1.1589
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -90.40 | Fee: 92.84 | Vol: 257897.21
Details
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    "main_timer": 5000,
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    "leverage": 20.0,
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    "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,
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    "max_bars": 2000
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  "mz": null,
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    "unconditional_placement": false,
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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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      "source": "ohlc4",
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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": {
      "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
}