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
569.00
Total PnL
-431.00 (-43.10%)
Total Trades (Win/Los)
237 (156/81)
Win Rate
65.82%
Max Drawdown
505.21 (48.40%)
Total Fees
116.26
Position avg (max), %
99.21 (122.59)
Profit Factor
0.72
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% -28.22% 2.41% -5.65% 0.13% — — — — — — — -43.10%
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 569.00
Min balance 538.59
Max balance 1043.80
Monthly Performance
Metric Value
Average monthly return (geometric), % -10.66
Average monthly return (arithmetic), % -9.88
Best month, % 2.41
Worst month, % -28.22
PnL, Volume & Fees
Metric Value
Total PnL -431.00
Total PnL, % -43.10
Gross profit 800.38
Gross loss 1110.38
Trading volume (USDT) 322939.47
Total transactions (buy/sell) 474
Total fees 116.26
Funding net -4.74
Funding accrued (received) 0.43
Funding paid 5.17
Trades
Metric Value
Total Trades 237
Win Trades 156
Los Trades 81
Win Rate, % 65.82
Expectancy per trade -1.3080
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.21
Position max, % of margin balance 122.59
Max Drawdown 505.21
Max Drawdown, % 48.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7208
Recovery Factor (Total PnL / Max DD) -0.8531
Sharpe ratio (monthly) -2.9508
Sortino ratio (monthly) -2.2520
CAGR, % -74.43
Calmar ratio (CAGR / Max DD%) -1.5378
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -310.00 | Fee: 116.26 | Vol: 322939.47
Details
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
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    "use_settings_from_open_long": true,
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    "ma_close_long": {
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    },
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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": {
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      "count": 100,
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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
}