Report Summary

Backtest report for ES (5 Mins, 324D) exported from xtradereverseBot. Net $2,475, WR 65.7%, 35 trades.

Symbol: ES

Chart Type: Mins chart

Period: 324 days

Generated At: 20260730_032442

Top 5 Strategy Dashboard

Highest NetComposite Score: 74.3000
Net Profit
$2,475
Win Rate
65.71%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$4,992.5
Trades
35

Main Equity Curve

Start: 1000000.00 / End: 1002475.00

Main strategy equity

Min 999867.50Max 1004860.00

Six-Dimension Radar

Net ProfitWin RateStability (Drawdown)Expected Value (EV)Loss Streak ControlTrade Count
  • Net Profit: 3/5
  • Win Rate: 3/5
  • Stability (Drawdown): 1/5
  • Expected Value (EV): 3/5
  • Loss Streak Control: 3/5
  • Trade Count: 4/5

Money Management Equity

Fixed lot equity

Min 999867.50Max 1004860.00

Martingale equity

Min 1000000.00Max 1009655.00

Kelly equity

Min 1000000.00Max 46043317.50

Parameter Config

RiskRewardRatio1.5
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapMeanReversion
FootprintFilterModeImbalanceAndAbsorption
ImbalanceRatioPct200
MinImbalanceVolume10
StackedImbalanceLevels2
AbsorptionEdgePct50
MinAbsorptionVolume243.10
AbsorptionCloseRejectPct38.36
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume4108.30
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-5
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold1027.0
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd2475
WinRatePct65.7143
MaxDrawdownUsd4992.5000
TotalTrades35
MartingaleNetUsd9187.5000
KellyNetUsd18540452.5000

Stats Panel

ATAS Bundle Export
SymbolES
ChartM5
Period (days)324
CandidateHighest Net
FixLot Summary
Net USD$2,475
Win Rate65.7%
Max Drawdown$4,992
Total Trades35

Internal data package: open payload JSON