Ok, somy made the test (cheers, somy), and he confirmed that Dynamic Range setting doesn't affect madVR. And here is the reason, from it's author words:
"madVR aims to reach mathematically perfect playback quality. Other renderers usually fall short in quality. However, if the other renderers are reasonably close (some are, depending on your GPU, driver version and OS), it will be difficult to see the difference with normal video content. You may be able to see differences with "red on black" scenes (see screenshots 1st page), or with some "foggy" scenes (very slight brightness/color changes over large image areas, similar to gray ramps), or when zooming. Further madVR quality improvements may be in store for future versions (e.g. further improved chroma upsampling quality). One important benefit of madVR is that the image quality is identical, regardless of which graphics card, OS or driver version you're using (as long as the GPU is fast enough). This is definitely not the case with most other renderers.".
So for the best PQ: use madVR and set levels to match 16-255. Period.