Report Summary

Backtest report for ES (5 Mins, 324D) exported from xtradereverseBot. Net $6,062, WR 63.3%, 30 trades.

Symbol: ES

Chart Type: Mins chart

Period: 324 days

Generated At: 20260730_032444

Top 5 Strategy Dashboard

Best OverallComposite Score: 93.7000
Net Profit
$6,062.5
Win Rate
63.33%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$1,215
Trades
30

Main Equity Curve

Start: 1000000.00 / End: 1006062.50

Main strategy equity

Min 1000000.00Max 1007092.50

Six-Dimension Radar

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

Money Management Equity

Fixed lot equity

Min 1000000.00Max 1007092.50

Martingale equity

Min 999402.50Max 1008717.50

Kelly equity

Min 1000000.00Max 16746765.00

Parameter Config

RiskRewardRatio1.5
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapMeanReversion
FootprintFilterModeImbalanceAndAbsorption
ImbalanceRatioPct200
MinImbalanceVolume10
StackedImbalanceLevels2
AbsorptionEdgePct50
MinAbsorptionVolume243.10
AbsorptionCloseRejectPct38.36
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume4108.30
EnableDeltaLongFilterTrue
DeltaLongMinThreshold57
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold448
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd6062.5000
WinRatePct63.3333
MaxDrawdownUsd1215
TotalTrades30
MartingaleNetUsd8250
KellyNetUsd10286905

Stats Panel

ATAS Bundle Export
SymbolES
ChartM5
Period (days)324
CandidateBest Overall
FixLot Summary
Net USD$6,062
Win Rate63.3%
Max Drawdown$1,215
Total Trades30

Internal data package: open payload JSON