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
821.43
Total PnL
-178.57 (-17.86%)
Total Trades (Win/Los)
126 (82/44)
Win Rate
65.08%
Max Drawdown
337.71 (29.70%)
Total Fees
86.42
Position avg (max), %
99.70 (126.24)
Profit Factor
0.91
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 -5.15% -8.58% 8.21% -7.46% -5.40% — — — — — — — -17.86%
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 821.43
Min balance 799.45
Max balance 1137.16
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.86
Average monthly return (arithmetic), % -3.68
Best month, % 8.21
Worst month, % -8.58
PnL, Volume & Fees
Metric Value
Total PnL -178.57
Total PnL, % -17.86
Gross profit 932.67
Gross loss 1021.13
Trading volume (USDT) 240058.23
Total transactions (buy/sell) 252
Total fees 86.42
Funding net -3.69
Funding accrued (received) 0.81
Funding paid 4.50
Trades
Metric Value
Total Trades 126
Win Trades 82
Los Trades 44
Win Rate, % 65.08
Expectancy per trade -0.7020
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.70
Position max, % of margin balance 126.24
Max Drawdown 337.71
Max Drawdown, % 29.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9134
Recovery Factor (Total PnL / Max DD) -0.5288
Sharpe ratio (monthly) -2.0941
Sortino ratio (monthly) -2.0934
CAGR, % -37.86
Calmar ratio (CAGR / Max DD%) -1.2749
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -88.46 | Fee: 86.42 | Vol: 240058.23
Details
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    "risk_long": 1.0,
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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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  "macd_trend": null
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