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
522.21
Total PnL
-477.79 (-47.78%)
Total Trades (Win/Los)
316 (211/105)
Win Rate
66.77%
Max Drawdown
635.56 (56.37%)
Total Fees
166.92
Position avg (max), %
100.00 (141.42)
Profit Factor
0.81
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 -2.33% -37.90% -1.18% -12.75% -0.13% — — — — — — — -47.78%
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 522.21
Min balance 491.93
Max balance 1127.49
Monthly Performance
Metric Value
Average monthly return (geometric), % -12.18
Average monthly return (arithmetic), % -10.86
Best month, % -0.13
Worst month, % -37.90
PnL, Volume & Fees
Metric Value
Total PnL -477.79
Total PnL, % -47.78
Gross profit 1321.62
Gross loss 1629.65
Trading volume (USDT) 463652.89
Total transactions (buy/sell) 632
Total fees 166.92
Funding net -2.84
Funding accrued (received) 2.57
Funding paid 5.42
Trades
Metric Value
Total Trades 316
Win Trades 211
Los Trades 105
Win Rate, % 66.77
Expectancy per trade -0.9748
Max consecutive wins 11
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 100.00
Position max, % of margin balance 141.42
Max Drawdown 635.56
Max Drawdown, % 56.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8110
Recovery Factor (Total PnL / Max DD) -0.7518
Sharpe ratio (monthly) -2.6384
Sortino ratio (monthly) -2.0989
CAGR, % -79.23
Calmar ratio (CAGR / Max DD%) -1.4055
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -308.04 | Fee: 166.92 | Vol: 463652.89
Details
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    "leverage": 20.0,
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    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
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    "use_settings_from_open_long": true,
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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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      "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
}