hb/tester/ver.2026/08/07/backtest_results: 2026-01-01 - 2026-07-31 | mrs2-4h-L | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
3391.94
Total PnL
2391.94 (239.19%)
Total Trades (Win/Los)
363 (287/73)
Win Rate
79.06%
Max Drawdown
1172.10 (65.35%)
Total Fees
327.40
Position avg (max), %
0.00 (0.00)
Profit Factor
1.60
Duration (days)
211.0
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -12.66% -13.06% 60.18% -6.89% -2.99% -12.23% 251.73% — — — — — 239.19%
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 3391.94
Min balance 621.34
Max balance 3391.94
Monthly Performance
Metric Value
Average monthly return (geometric), % 19.06
Average monthly return (arithmetic), % 37.73
Best month, % 251.73
Worst month, % -13.06
PnL, Volume & Fees
Metric Value
Total PnL 2391.94
Total PnL, % 239.19
Gross profit 7290.52
Gross loss 4558.51
Trading volume (USDT) 909455.25
Total transactions (buy/sell) 726
Total fees 327.40
Funding net -12.67
Funding accrued (received) 0.00
Funding paid 12.67
Trades
Metric Value
Total Trades 363
Win Trades 287
Los Trades 73
Win Rate, % 79.06
Expectancy per trade 7.5262
Max consecutive wins 48
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 0.00
Position max, % of margin balance 0.00
Max Drawdown 1172.10
Max Drawdown, % 65.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5993
Risk/Reward (avg win/avg loss) 0.4068
Recovery Factor (Total PnL / Max DD) 2.0407
Sharpe ratio (monthly) 1.4412
Sortino ratio (monthly) 14.9252
CAGR, % 728.34
Calmar ratio (CAGR / Max DD%) 11.1453
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,
    "ma_crossing_fast_type": "SMA",
    "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,
    "hd_close_min_profit": 0.5,
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      "use_day_of_month": false,
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    "trend_resistance": 5,
    "trend_power": 14
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  "rebalance": 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,
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    "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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      "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
}