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
8738.93
Total PnL
7738.93 (773.89%)
Total Trades (Win/Los)
312 (274/38)
Win Rate
87.82%
Max Drawdown
1861.54 (66.97%)
Total Fees
782.43
Position avg (max), %
0.00 (0.00)
Profit Factor
2.09
Duration (days)
211.0
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 48.01% 62.54% -23.20% 166.37% 26.32% 11.44% 26.15% — — — — — 773.89%
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 8738.93
Min balance 918.04
Max balance 8738.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 36.30
Average monthly return (arithmetic), % 45.37
Best month, % 166.37
Worst month, % -23.20
PnL, Volume & Fees
Metric Value
Total PnL 7738.93
Total PnL, % 773.89
Gross profit 16421.60
Gross loss 7864.33
Trading volume (USDT) 2173409.21
Total transactions (buy/sell) 624
Total fees 782.43
Funding net -35.91
Funding accrued (received) 0.00
Funding paid 35.91
Trades
Metric Value
Total Trades 312
Win Trades 274
Los Trades 38
Win Rate, % 87.82
Expectancy per trade 27.4271
Max consecutive wins 24
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 0.00
Position max, % of margin balance 0.00
Max Drawdown 1861.54
Max Drawdown, % 66.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.0881
Risk/Reward (avg win/avg loss) 0.2896
Recovery Factor (Total PnL / Max DD) 4.1573
Sharpe ratio (monthly) 2.8342
Sortino ratio (monthly) 17.9220
CAGR, % 4162.56
Calmar ratio (CAGR / Max DD%) 62.1539
Details
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    "close_candle_color_long": "green",
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    "close_candle_count_short": 1,
    "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": {
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      "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
}