hb/tester/ver.2026/08/07/backtest_results: 2026-01-01 - 2026-07-31 | mrs2-1h-L | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
3100.11
Total PnL
2100.11 (210.01%)
Total Trades (Win/Los)
384 (295/88)
Win Rate
76.82%
Max Drawdown
903.57 (84.23%)
Total Fees
210.61
Position avg (max), %
0.00 (0.00)
Profit Factor
1.62
Duration (days)
211.0
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -17.68% -32.70% -0.12% -12.50% -25.00% -3.34% 783.19% — — — — — 210.01%
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 3100.11
Min balance 169.18
Max balance 3100.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 17.54
Average monthly return (arithmetic), % 98.84
Best month, % 783.19
Worst month, % -32.70
PnL, Volume & Fees
Metric Value
Total PnL 2100.11
Total PnL, % 210.01
Gross profit 6051.50
Gross loss 3736.61
Trading volume (USDT) 584497.69
Total transactions (buy/sell) 768
Total fees 210.61
Funding net -4.17
Funding accrued (received) 0.00
Funding paid 4.17
Trades
Metric Value
Total Trades 384
Win Trades 295
Los Trades 88
Win Rate, % 76.82
Expectancy per trade 6.0284
Max consecutive wins 27
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 0.00
Position max, % of margin balance 0.00
Max Drawdown 903.57
Max Drawdown, % 84.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6195
Risk/Reward (avg win/avg loss) 0.4831
Recovery Factor (Total PnL / Max DD) 2.3243
Sharpe ratio (monthly) 1.2246
Sortino ratio (monthly) 19.4264
CAGR, % 608.89
Calmar ratio (CAGR / Max DD%) 7.2290
Details
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    "leverage": 20.0,
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    "risk_long": 1.0,
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    "ma_tp_long_type": "SMA",
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    "close_candle_color_long": "green",
    "use_close_candle_short": false,
    "close_candle_count_short": 1,
    "close_candle_color_short": "red",
    "ma_crossing": false,
    "ma_crossing_by_crosing": false,
    "ma_crossing_fast_len": 5,
    "ma_crossing_fast_type": "SMA",
    "ma_crossing_fast_source": "close",
    "ma_crossing_slow_len": 10,
    "ma_crossing_slow_type": "SMA",
    "ma_crossing_slow_source": "close",
    "ma_crossing_min_profit": 1.0,
    "ma_crossing_stop_loss": 1.0,
    "ma_crossing_skip": 0,
    "hd_close": false,
    "hd_close_min_profit": 0.5,
    "like_tv": false,
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      "profit_threshold": 1.0,
      "use_day_of_month": false,
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      "use_day_of_week": false,
      "day_of_week": 1,
      "time_of_day": ""
    }
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  "filter": {
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    "trend_resistance": 5,
    "trend_power": 14
  },
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "cancel_if_half_filled": false,
    "allow_close_by_market_order": true,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    "ma_short": {
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    "ma_close_long": {
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      "order_type": "limit",
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      "order_type": "limit",
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
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      "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
}