Report Summary

Backtest report for ES (1 Hour, 476D) exported from xtradereverseBot. Net $42,692, WR 45.6%, 69 trades.

Symbol: ES

Chart Type: Mins chart

Period: 476 days

Generated At: 20260730_032437

Top 5 Strategy Dashboard

Highest NetComposite Score: 53.5000
Net Profit
$42,692.5
Win Rate
45.59%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$5,522.5
Trades
69

Main Equity Curve

Start: 1000000.00 / End: 1042692.50

Main strategy equity

Min 994477.50Max 1043845.00

Six-Dimension Radar

Net ProfitWin RateStability (Drawdown)Expected Value (EV)Loss Streak ControlTrade Count
  • Net Profit: 5/5
  • Win Rate: 1/5
  • Stability (Drawdown): 1/5
  • Expected Value (EV): 3/5
  • Loss Streak Control: 3/5
  • Trade Count: 5/5

Money Management Equity

Fixed lot equity

Min 994477.50Max 1043845.00

Martingale equity

Min 992697.50Max 1047292.50

Kelly equity

Min 811915.00Max 2385795.00

Parameter Config

RiskRewardRatio2
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapTrend
FootprintFilterModeImbalanceOrAbsorption
ImbalanceRatioPct200
MinImbalanceVolume9
StackedImbalanceLevels3
AbsorptionEdgePct40
MinAbsorptionVolume97285.20
AbsorptionCloseRejectPct94.95
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume19706
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-16661
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold-923.40
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd42692.5000
WinRatePct45.5882
MaxDrawdownUsd5522.5000
TotalTrades69
MartingaleNetUsd47292.5000
KellyNetUsd1310692.5000

Stats Panel

ATAS Bundle Export
SymbolES
ChartH1
Period (days)476
CandidateHighest Net
FixLot Summary
Net USD$42,692
Win Rate45.6%
Max Drawdown$5,522
Total Trades69

Internal data package: open payload JSON