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
12365.77
Total PnL
11365.77 (1136.58%)
Total Trades (Win/Los)
471 (368/99)
Win Rate
78.13%
Max Drawdown
2645.09 (22.71%)
Total Fees
1758.47
Position avg (max), %
0.00 (0.00)
Profit Factor
1.94
Duration (days)
211.0
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 70.30% 79.07% 31.44% 23.17% 59.98% 33.34% 17.41% — — — — — 1136.58%
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 12365.77
Min balance 960.68
Max balance 12365.77
Monthly Performance
Metric Value
Average monthly return (geometric), % 43.23
Average monthly return (arithmetic), % 44.96
Best month, % 79.07
Worst month, % 17.41
PnL, Volume & Fees
Metric Value
Total PnL 11365.77
Total PnL, % 1136.58
Gross profit 27064.07
Gross loss 13918.15
Trading volume (USDT) 4884645.51
Total transactions (buy/sell) 942
Total fees 1758.47
Funding net -21.68
Funding accrued (received) 0.00
Funding paid 21.68
Trades
Metric Value
Total Trades 471
Win Trades 368
Los Trades 99
Win Rate, % 78.13
Expectancy per trade 27.9107
Max consecutive wins 31
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 0.00
Position max, % of margin balance 0.00
Max Drawdown 2645.09
Max Drawdown, % 22.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.9445
Risk/Reward (avg win/avg loss) 0.5231
Recovery Factor (Total PnL / Max DD) 4.2969
Sharpe ratio (monthly) 6.8837
Sortino ratio (monthly) n/a
CAGR, % 7673.97
Calmar ratio (CAGR / Max DD%) 337.8437
Details
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    "close_candle_color_long": "green",
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    "close_candle_color_short": "red",
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    "ma_crossing_fast_len": 5,
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    "ma_crossing_fast_source": "close",
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    "ma_crossing_slow_source": "close",
    "ma_crossing_min_profit": 1.0,
    "ma_crossing_stop_loss": 1.0,
    "ma_crossing_skip": 0,
    "hd_close": false,
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      "use_day_of_month": false,
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      "time_of_day": ""
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    "trend_power": 14
  },
  "rebalance": null,
  "hd": null,
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  "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": {
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    "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_close_long": {
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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": {
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      "count": 100,
      "value": 1.5
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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
}