hb/tester/ver.2026/09/28/backtest_results: 2026-06-01 - 2026-07-31 | example | exchange: Bybit

Pairs
34
Initial Balance
1000.00
Final Balance
2475.81
Total PnL
1475.81 (147.58%)
Total Trades (Win/Los)
700 (517/183)
Win Rate
73.86%
Max Drawdown
249.20 (10.96%)
Total Fees
45.78
Position avg (max), %
56.00 (189.01)
Profit Factor
3.22
Duration (days)
61.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 — — — — — 30.32% 90.19% — — — — — 147.85%
Report Statistics
Period & Scope
Metric Value
Report range 2026-06-01 - 2026-07-31
Days in test 61.0
Months in test 2
Months with data 2
Pairs count 34
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 2475.81
Min balance 960.26
Max balance 2517.44
Monthly Performance
Metric Value
Average monthly return (geometric), % 57.43
Average monthly return (arithmetic), % 60.25
Best month, % 90.19
Worst month, % 30.32
PnL, Volume & Fees
Metric Value
Total PnL 1475.81
Total PnL, % 147.58
Gross profit 2212.15
Gross loss 687.69
Trading volume (USDT) 112950.59
Total transactions (buy/sell) 1322
Total fees 45.78
Funding net -2.87
Funding accrued (received) 2.19
Funding paid 5.05
PnL without top 5 winning trades 1170.37
PnL without best pair 1092.16
Trades
Metric Value
Total Trades (entry → full exit) 700
Win Trades 517
Los Trades 183
Win Rate, % 73.86
Expectancy per trade (net of fees) 2.1124
Avg win 4.2137
Avg loss -3.8240
Payoff ratio (avg win / avg loss) 1.1019
Largest win 79.5426
Largest loss -39.1261
Avg fills per trade 2.0
Avg holding time 1d 3h 16m
Max holding time 38d 15h 42m
Max consecutive wins 21
Max consecutive losses 4
Fills
Metric Value
Fills (reduce / close) 700
Win Fills 518
Los Fills 181
Fill Win Rate, % 74.00
Expectancy per fill (before fees) 2.1778
Max consecutive win fills 21
Max consecutive loss fills 4
Benchmark (Buy & Hold)
Metric Value
Strategy return, % 147.58
Buy & Hold return (equal weight), % 24.69
Excess return vs Buy & Hold, % 122.89
Strategy Max Drawdown, % 10.96
Buy & Hold Max Drawdown (daily), % 17.17
Pairs in benchmark 34
Risk & Exposure
Metric Value
Position avg, % of margin balance 56.00
Position max, % of margin balance 189.01
Long Position avg, % of margin balance 38.15
Short Position avg, % of margin balance 18.24
Long Position max, % of margin balance 175.41
Short Position max, % of margin balance 47.70
Max Drawdown 249.20
Max Drawdown, % 10.96
Risk by strategy
Metric Value
CT Position avg, % of margin balance 38.00
CT Long Position avg, % of margin balance 32.67
CT Short Position avg, % of margin balance 9.76
CT Long Position max, % of margin balance 163.92
CT Short Position max, % of margin balance 32.43
T Position avg, % of margin balance 18.66
T Long Position avg, % of margin balance 8.85
T Short Position avg, % of margin balance 10.44
T Long Position max, % of margin balance 19.71
T Short Position max, % of margin balance 22.17
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 3.2168
Risk/Reward (avg win/avg loss) 1.1240
Recovery Factor (Total PnL / Max DD) 5.9221
Sharpe ratio (monthly) 6.9726
Sortino ratio (monthly) n/a
CAGR, % 22674.33
Calmar ratio (CAGR / Max DD%) 2068.1756
Ulcer Index (hourly), % 2.2822
Martin ratio (CAGR / Ulcer Index) 9935.5104
Open Positions Size (USDT)
Strategy Charts
AAOIUSDT 1d mrs2 | PnL: 250.22 | Fee: 1.46 | Vol: 4069.17
Details
Files are named like in settings_strategy: <name>.json 
{
  "name": "AAOI",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "Bybit",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": true,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "mrs2",
    "symbol": "AAOIUSDT",
    "time_frame": "1d",
    "use_long": true,
    "use_short": false,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 30.0,
    "balance_percentage_short": 30.0,
    "risk_long": 1.0,
    "risk_short": 0.5,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": {
    "take_profit_long": 0.0,
    "take_profit_short": 0.0,
    "sl_by_order": false,
    "stop_loss_long": 0.0,
    "stop_loss_short": 0.0,
    "pause_trading_after_loss": false,
    "loss_size": 0.0,
    "pause_trading_after_profit": false,
    "profit_size": 0.0,
    "ma_ts_len_long": 0,
    "ma_ts_type_long": "SMA",
    "ma_ts_source_long": "low",
    "ma_ts_multiplier_long": 1.0,
    "ma_ts_len_short": 0,
    "ma_ts_type_short": "SMA",
    "ma_ts_source_short": "high",
    "ma_ts_multiplier_short": 1.0,
    "ma_tp_long": false,
    "ma_tp_long_type": "SMA",
    "ma_tp_long_len": 10,
    "ma_tp_long_source": "high",
    "ma_tp_long_multiplier": 1.2,
    "market_tp_long": false,
    "market_tp_long_value": 0.0,
    "market_tp_short": false,
    "market_tp_short_value": 0.0,
    "ma_tp_short": false,
    "ma_tp_short_type": "SMA",
    "ma_tp_short_len": 10,
    "ma_tp_short_source": "low",
    "ma_tp_short_multiplier": 0.8,
    "stop_trigger_value_long": 0.0,
    "stop_trigger_trigger_long": 0.0,
    "stop_trigger_value_short": 0.0,
    "stop_trigger_trigger_short": 0.0,
    "use_close_candle_long": false,
    "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": {
      "enabled": false,
      "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": {
    "trend": false,
    "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": {
    "cancel_if_half_filled": false,
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 8,
      "multiplier": 0.81,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 6,
      "multiplier": 1.15,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_close_long": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 3,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "ma_close_short": {
      "id": 0,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
      "multiplier": 1.0,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": false,
      "hidden": false,
      "value": null
    },
    "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,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}