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
651.94
Total PnL
-348.06 (-34.81%)
Total Trades (Win/Los)
229 (153/76)
Win Rate
66.81%
Max Drawdown
427.10 (40.92%)
Total Fees
122.13
Position avg (max), %
99.06 (100.03)
Profit Factor
0.80
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% -18.81% 2.67% -4.69% 0.16% — — — — — — — -34.81%
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 651.94
Min balance 616.70
Max balance 1043.80
Monthly Performance
Metric Value
Average monthly return (geometric), % -8.20
Average monthly return (arithmetic), % -7.75
Best month, % 2.67
Worst month, % -18.81
PnL, Volume & Fees
Metric Value
Total PnL -348.06
Total PnL, % -34.81
Gross profit 855.37
Gross loss 1075.71
Trading volume (USDT) 339253.00
Total transactions (buy/sell) 458
Total fees 122.13
Funding net -5.59
Funding accrued (received) 0.03
Funding paid 5.62
Trades
Metric Value
Total Trades 229
Win Trades 153
Los Trades 76
Win Rate, % 66.81
Expectancy per trade -0.9622
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.06
Position max, % of margin balance 100.03
Max Drawdown 427.10
Max Drawdown, % 40.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7952
Recovery Factor (Total PnL / Max DD) -0.8149
Sharpe ratio (monthly) -2.9671
Sortino ratio (monthly) -2.2649
CAGR, % -64.47
Calmar ratio (CAGR / Max DD%) -1.5756
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h mrs2 | PnL: -220.34 | Fee: 122.13 | Vol: 339253.00
Details
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    "leverage": 20.0,
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    "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,
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  "mz": null,
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  "tv_lsb": null,
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  "mrs2": {
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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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      "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
}