hb/tester/ver.2026/08/09/backtest_results: 2026-01-01 - 2026-07-31 | mrs2-1d-L | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
6827.70
Total PnL
5827.70 (582.77%)
Total Trades (Win/Los)
64 (57/7)
Win Rate
89.06%
Max Drawdown
1493.39 (25.74%)
Total Fees
155.12
Position avg (max), %
0.00 (0.00)
Profit Factor
5.97
Duration (days)
211.0
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 53.70% | 47.98% | 15.74% | 45.20% | 24.45% | 26.52% | 13.45% | — | — | — | — | — | 582.77% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2026-01-01 - 2026-07-31 |
| Days in test | 211.0 |
| Months in test | 7 |
| Months with data | 7 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 6827.70 |
| Min balance | 901.80 |
| Max balance | 7340.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 31.58 |
| Average monthly return (arithmetic), % | 32.43 |
| Best month, % | 53.70 |
| Worst month, % | 13.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 5827.70 |
| Total PnL, % | 582.77 |
| Gross profit | 7233.48 |
| Gross loss | 1212.31 |
| Trading volume (USDT) | 430884.73 |
| Total transactions (buy/sell) | 128 |
| Total fees | 155.12 |
| Funding net | -38.36 |
| Funding accrued (received) | 0.00 |
| Funding paid | 38.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 64 |
| Win Trades | 57 |
| Los Trades | 7 |
| Win Rate, % | 89.06 |
| Expectancy per trade | 94.0808 |
| Max consecutive wins | 29 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 0.00 |
| Position max, % of margin balance | 0.00 |
| Max Drawdown | 1493.39 |
| Max Drawdown, % | 25.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 5.9667 |
| Risk/Reward (avg win/avg loss) | 0.7328 |
| Recovery Factor (Total PnL / Max DD) | 3.9023 |
| Sharpe ratio (monthly) | 7.4436 |
| Sortino ratio (monthly) | n/a |
| CAGR, % | 2680.58 |
| Calmar ratio (CAGR / Max DD%) | 104.1460 |
Details
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"mrs2": {
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"only_profit": false,
"use_settings_from_open_long": true,
"use_settings_from_open_short": true,
"ma_long": {
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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
}