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
530.56
Total PnL
-469.44 (-46.94%)
Total Trades (Win/Los)
240 (156/84)
Win Rate
65.00%
Max Drawdown
541.57 (51.88%)
Total Fees
114.48
Position avg (max), %
99.32 (126.21)
Profit Factor
0.69
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 -18.07% -29.94% -0.35% -7.37% 0.15% — — — — — — — -46.94%
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 530.56
Min balance 502.23
Max balance 1043.80
Monthly Performance
Metric Value
Average monthly return (geometric), % -11.91
Average monthly return (arithmetic), % -11.12
Best month, % 0.15
Worst month, % -29.94
PnL, Volume & Fees
Metric Value
Total PnL -469.44
Total PnL, % -46.94
Gross profit 785.23
Gross loss 1135.72
Trading volume (USDT) 318006.92
Total transactions (buy/sell) 480
Total fees 114.48
Funding net -4.47
Funding accrued (received) 0.54
Funding paid 5.01
Trades
Metric Value
Total Trades 240
Win Trades 156
Los Trades 84
Win Rate, % 65.00
Expectancy per trade -1.4603
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.32
Position max, % of margin balance 126.21
Max Drawdown 541.57
Max Drawdown, % 51.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.6914
Recovery Factor (Total PnL / Max DD) -0.8668
Sharpe ratio (monthly) -3.3534
Sortino ratio (monthly) -2.4094
CAGR, % -78.41
Calmar ratio (CAGR / Max DD%) -1.5113
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -350.48 | Fee: 114.48 | Vol: 318006.92
Details
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  "description": "",
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    "order_size_dev_pct": 1.0,
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    "main_timer": 5000,
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    "bybit_transfer_profit": "",
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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,
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    "max_bars": 2000
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  "zigzag": null,
  "zigzag_double": null,
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  "dc": null,
  "mz": null,
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  "tv_lsb": null,
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  "mrs": null,
  "mrs2": {
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    "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": "",
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    "ma_short": {
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
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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
}