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
554.48
Total PnL
-445.52 (-44.55%)
Total Trades (Win/Los)
269 (176/93)
Win Rate
65.43%
Max Drawdown
592.72 (53.24%)
Total Fees
132.29
Position avg (max), %
99.66 (131.78)
Profit Factor
0.77
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 -12.43% -36.36% 2.59% -5.70% 2.84% — — — — — — — -44.55%
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 554.48
Min balance 520.50
Max balance 1113.22
Monthly Performance
Metric Value
Average monthly return (geometric), % -11.13
Average monthly return (arithmetic), % -9.81
Best month, % 2.84
Worst month, % -36.36
PnL, Volume & Fees
Metric Value
Total PnL -445.52
Total PnL, % -44.55
Gross profit 1023.47
Gross loss 1332.81
Trading volume (USDT) 367483.38
Total transactions (buy/sell) 538
Total fees 132.29
Funding net -3.89
Funding accrued (received) 1.29
Funding paid 5.17
Trades
Metric Value
Total Trades 269
Win Trades 176
Los Trades 93
Win Rate, % 65.43
Expectancy per trade -1.1500
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.66
Position max, % of margin balance 131.78
Max Drawdown 592.72
Max Drawdown, % 53.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7679
Recovery Factor (Total PnL / Max DD) -0.7517
Sharpe ratio (monthly) -2.3539
Sortino ratio (monthly) -1.9565
CAGR, % -75.98
Calmar ratio (CAGR / Max DD%) -1.4271
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -309.34 | Fee: 132.29 | Vol: 367483.38
Details
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
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    "risk_long": 1.0,
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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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    },
    "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
}