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
3420.74
Total PnL
2420.74 (242.07%)
Total Trades (Win/Los)
274 (200/74)
Win Rate
72.99%
Max Drawdown
875.79 (83.38%)
Total Fees
159.05
Position avg (max), %
0.00 (0.00)
Profit Factor
1.78
Duration (days)
211.0
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -16.30% -30.28% -6.34% -24.24% -19.41% 4.96% 876.76% — — — — — 242.07%
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 3420.74
Min balance 174.51
Max balance 3433.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 19.21
Average monthly return (arithmetic), % 112.16
Best month, % 876.76
Worst month, % -30.28
PnL, Volume & Fees
Metric Value
Total PnL 2420.74
Total PnL, % 242.07
Gross profit 5896.01
Gross loss 3313.29
Trading volume (USDT) 441793.57
Total transactions (buy/sell) 548
Total fees 159.05
Funding net -2.93
Funding accrued (received) 0.00
Funding paid 2.93
Trades
Metric Value
Total Trades 274
Win Trades 200
Los Trades 74
Win Rate, % 72.99
Expectancy per trade 9.4260
Max consecutive wins 28
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 0.00
Position max, % of margin balance 0.00
Max Drawdown 875.79
Max Drawdown, % 83.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7795
Risk/Reward (avg win/avg loss) 0.6584
Recovery Factor (Total PnL / Max DD) 2.7641
Sharpe ratio (monthly) 1.2440
Sortino ratio (monthly) 21.9791
CAGR, % 740.56
Calmar ratio (CAGR / Max DD%) 8.8812
Details
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    "order_size_dev_pct": 1.0,
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    "leverage": 20.0,
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    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
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    "ma_tp_long_type": "SMA",
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    "market_tp_long_value": 0.0,
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    "close_candle_count_long": 1,
    "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,
    "time_close": {
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      "bars_count": 0,
      "profit_threshold": 1.0,
      "use_day_of_month": false,
      "day_of_month": 1,
      "use_day_of_week": false,
      "day_of_week": 1,
      "time_of_day": ""
    }
  },
  "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": {
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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_short": {
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      "multiplier": 1.02,
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    },
    "ma_close_long": {
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      "order_type": "limit",
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    },
    "ma_close_short": {
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      "order_type": "limit",
      "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
}