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
2137.11
Total PnL
1137.11 (113.71%)
Total Trades (Win/Los)
63 (58/5)
Win Rate
92.06%
Max Drawdown
555.02 (49.39%)
Total Fees
59.64
Position avg (max), %
0.00 (0.00)
Profit Factor
4.00
Duration (days)
211.0
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | — | — | — | — | — | -38.08% | 245.15% | — | — | — | — | — | 113.71% |
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 | 2 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 2137.11 |
| Min balance | 568.73 |
| Max balance | 2137.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 46.19 |
| Average monthly return (arithmetic), % | 103.54 |
| Best month, % | 245.15 |
| Worst month, % | -38.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1137.11 |
| Total PnL, % | 113.71 |
| Gross profit | 1599.35 |
| Gross loss | 399.75 |
| Trading volume (USDT) | 165669.09 |
| Total transactions (buy/sell) | 126 |
| Total fees | 59.64 |
| Funding net | -2.85 |
| Funding accrued (received) | 0.00 |
| Funding paid | 2.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 58 |
| Los Trades | 5 |
| Win Rate, % | 92.06 |
| Expectancy per trade | 19.0412 |
| Max consecutive wins | 27 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 0.00 |
| Position max, % of margin balance | 0.00 |
| Max Drawdown | 555.02 |
| Max Drawdown, % | 49.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.0009 |
| Risk/Reward (avg win/avg loss) | 0.3449 |
| Recovery Factor (Total PnL / Max DD) | 2.0488 |
| Sharpe ratio (monthly) | 2.5326 |
| Sortino ratio (monthly) | 13.3190 |
| CAGR, % | 272.33 |
| Calmar ratio (CAGR / Max DD%) | 5.5139 |
Details
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"webhook": null,
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