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
7475.60
Total PnL
6475.60 (647.56%)
Total Trades (Win/Los)
289 (253/36)
Win Rate
87.54%
Max Drawdown
1490.50 (69.60%)
Total Fees
589.30
Position avg (max), %
0.00 (0.00)
Profit Factor
2.31
Duration (days)
211.0
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 18.01% 61.65% -28.66% 165.65% 34.86% 13.86% 34.65% — — — — — 647.56%
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 7475.60
Min balance 650.89
Max balance 7475.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 33.29
Average monthly return (arithmetic), % 42.86
Best month, % 165.65
Worst month, % -28.66
PnL, Volume & Fees
Metric Value
Total PnL 6475.60
Total PnL, % 647.56
Gross profit 12520.40
Gross loss 5425.66
Trading volume (USDT) 1636949.36
Total transactions (buy/sell) 578
Total fees 589.30
Funding net -29.85
Funding accrued (received) 0.00
Funding paid 29.85
Trades
Metric Value
Total Trades 289
Win Trades 253
Los Trades 36
Win Rate, % 87.54
Expectancy per trade 24.5493
Max consecutive wins 21
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 0.00
Position max, % of margin balance 0.00
Max Drawdown 1490.50
Max Drawdown, % 69.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.3076
Risk/Reward (avg win/avg loss) 0.3284
Recovery Factor (Total PnL / Max DD) 4.3446
Sharpe ratio (monthly) 2.6404
Sortino ratio (monthly) 13.7076
CAGR, % 3153.02
Calmar ratio (CAGR / Max DD%) 45.2992
Details
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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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  "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_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": {
      "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
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