hb/tester/ver.2026/10/21/backtest_results: 2026-08-01 - 2026-10-22 | week_system MRS2 overfit | [system: top5 per research folder, 2026-10-12..18] [settings: runs/run_snapshot_week_system MRS2 overfit.json] | exchange: Bybit

Pairs
25
Initial Balance
1000.00
Final Balance
2100.82
Total PnL
1100.82 (110.08%)
Total Trades (Win/Los)
1276 (990/286)
Win Rate
77.59%
Max Drawdown, %
10.49% (140.05)
Max Drawdown, USDT
146.96 (10.23%)
Max Unrealized Drawdown, %
5.82% (128.66)
Total Fees
102.06
Position avg (max), %
27.40 (117.93)
Profit Factor
1.72
Duration (days)
83.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 — — — — — — — 23.37% 7.74% 58.19% — — 110.27%
Report Statistics
Period & Scope
Metric Value
Report range 2026-08-01 - 2026-10-22
Days in test 83.0
Months in test 3
Months with data 3
Pairs count 25
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 2100.82
Min balance 961.25
Max balance 2181.27
Monthly Performance
Metric Value
Average monthly return (geometric), % 28.11
Average monthly return (arithmetic), % 29.77
Best month, % 58.19
Worst month, % 7.74
PnL, Volume & Fees
Metric Value
Total PnL 1100.82
Total PnL, % 110.08
Gross profit 2890.27
Gross loss 1683.43
Trading volume (USDT) 281292.75
Total transactions (buy/sell) 2552
Total fees 102.06
Funding net -3.96
Funding accrued (received) 0.00
Funding paid 3.96
PnL without top 5 winning trades 1031.31
PnL without best pair 881.66
Trades
Metric Value
Total Trades (entry → full exit) 1276
Win Trades 990
Los Trades 286
Win Rate, % 77.59
Expectancy per trade (net of fees) 0.8658
Avg win 2.8383
Avg loss -5.9619
Payoff ratio (avg win / avg loss) 0.4761
Expected Value (WR × avg win − LR × |avg loss|) 0.8658
Largest win 19.7744
Largest loss -50.8908
Avg fills per trade 2.0
Avg holding time 5h 7m
Max holding time 3d 5h 43m
Max consecutive wins 27
Max consecutive losses 6
Fills
Metric Value
Fills (reduce / close) 1276
Win Fills 995
Los Fills 278
Fill Win Rate, % 77.98
Expectancy per fill (before fees) 0.9458
Max consecutive win fills 27
Max consecutive loss fills 6
Benchmark (Buy & Hold)
Metric Value
Strategy return, % 110.08
Buy & Hold return (equal weight), % 121.03
Excess return vs Buy & Hold, % -10.95
Strategy Max Drawdown, % 10.49
Buy & Hold Max Drawdown (daily), % 13.71
Pairs in benchmark 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.40
Position max, % of margin balance 117.93
Long Position avg, % of margin balance 27.40
Short Position avg, % of margin balance 0.00
Long Position max, % of margin balance 117.93
Short Position max, % of margin balance 0.00
Max Drawdown, % 10.49
Max Drawdown, % — amount 140.05
Max Drawdown, USDT 146.96
Max Drawdown, USDT — % 10.23
Max Unrealized Drawdown, % of wallet 5.82
Max Unrealized Drawdown — amount 128.66
Max Unrealized Drawdown — time (UTC) 2026-10-21 16:04
Risk by strategy
Metric Value
CT Position avg, % of margin balance 27.40
CT Long Position avg, % of margin balance 27.40
CT Short Position avg, % of margin balance 0.00
CT Long Position max, % of margin balance 117.93
CT Short Position max, % of margin balance 0.00
T Position avg, % of margin balance 0.00
T Long Position avg, % of margin balance 0.00
T Short Position avg, % of margin balance 0.00
T Long Position max, % of margin balance 0.00
T Short Position max, % of margin balance 0.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7169
Risk/Reward (avg win/avg loss) 0.4797
Recovery Factor (Total PnL / Max DD) 7.4907
Sharpe ratio (monthly) 4.8910
Sortino ratio (monthly) n/a
CAGR, % 2522.27
Calmar ratio (CAGR / Max DD%) 240.5435
Ulcer Index (hourly), % 3.5321
Martin ratio (CAGR / Ulcer Index) 744.3001
Open Positions Size (USDT)
Strategy Charts
QUSDT 1h mrs2 | PnL: 130.24 | Fee: 13.60 | Vol: 37293.68
Details
Files are named like in settings_strategy: <name>.json 
{
  "name": "set_1h_QUSDT",
  "is_runing": true,
  "description": "MRS2-1h-long pnl=100.02% trades=34 wr=91.18 dd=31.73%",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "Bybit",
    "account": "tester",
    "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": "QUSDT",
    "time_frame": "1h",
    "use_long": true,
    "use_short": false,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 4.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "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": {
    "block_adds": false,
    "supertrend": {
      "use": false,
      "factor": 5.0,
      "atr_len": 14
    },
    "trend_ma": {
      "use": false,
      "type": "EMA",
      "source": "close",
      "len": 200
    },
    "adx": {
      "use": false,
      "len": 14,
      "min": 20.0,
      "max": 0.0
    },
    "liquidity": {
      "use": false,
      "min_usdt": 100000.0,
      "days": 7
    },
    "time": {
      "use": false,
      "hours_utc": "0-24",
      "weekdays": "1-7"
    }
  },
  "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": true,
    "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": 3,
      "multiplier": 0.97,
      "lot_x": 1.0,
      "order_type": "limit",
      "post_only": true,
      "hidden": false,
      "value": null
    },
    "ma_short": {
      "id": 1,
      "side": "",
      "type": "SMA",
      "source": "ohlc4",
      "len": 3,
      "multiplier": 1.02,
      "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,
  "squeeze": null,
  "rsi_pullback": null
}