Report Summary

Backtest report for ES (1 Hour, 476D) exported from xtradereverseBot. Net $29,485, WR 59.5%, 43 trades.

Symbol: ES

Chart Type: Mins chart

Period: 476 days

Generated At: 20260730_032439

Top 5 Strategy Dashboard

Best OverallComposite Score: 76.1000
Net Profit
$29,485
Win Rate
59.52%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$3,742.5
Trades
43

Main Equity Curve

Start: 1000000.00 / End: 1029485.00

Main strategy equity

Min 996257.50Max 1029957.50

Six-Dimension Radar

Net ProfitWin RateStability (Drawdown)Expected Value (EV)Loss Streak ControlTrade Count
  • Net Profit: 5/5
  • Win Rate: 2/5
  • Stability (Drawdown): 2/5
  • Expected Value (EV): 3/5
  • Loss Streak Control: 3/5
  • Trade Count: 4/5

Money Management Equity

Fixed lot equity

Min 996257.50Max 1029957.50

Martingale equity

Min 996257.50Max 1018662.50

Kelly equity

Min 498505.00Max 38864282.50

Parameter Config

RiskRewardRatio1.5
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapTrend
FootprintFilterModeImbalanceOrAbsorption
ImbalanceRatioPct200
MinImbalanceVolume9
StackedImbalanceLevels3
AbsorptionEdgePct40
MinAbsorptionVolume5009.60
AbsorptionCloseRejectPct73.38
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume261015.00
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-16661
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold1494.40
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd29485
WinRatePct59.5238
MaxDrawdownUsd3742.5000
TotalTrades43
MartingaleNetUsd49640
KellyNetUsd22530585

Stats Panel

ATAS Bundle Export
SymbolES
ChartH1
Period (days)476
CandidateBest Overall
FixLot Summary
Net USD$29,485
Win Rate59.5%
Max Drawdown$3,742
Total Trades43

Internal data package: open payload JSON