Report Summary

Backtest report for ES (Range US 0/20/41, 149D) exported from xtradereverseBot. Net $27,012, WR 50.0%, 130 trades.

Symbol: ES

Chart Type: Range US chart

Period: 149 days

Generated At: 20260730_032449

Top 5 Strategy Dashboard

Highest NetComposite Score: 62
Net Profit
$27,012.5
Win Rate
50.00%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$9,365
Trades
130

Main Equity Curve

Start: 1000000.00 / End: 1027012.50

Main strategy equity

Min 999182.50Max 1027250.00

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 999182.50Max 1027250.00

Martingale equity

Min 999182.50Max 1052160.00

Kelly equity

Min 795625.00Max 31635317.50

Parameter Config

RiskRewardRatio1.5
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapTrend
FootprintFilterModeImbalanceOrAbsorption
ImbalanceRatioPct300
MinImbalanceVolume8
StackedImbalanceLevels3
AbsorptionEdgePct0
MinAbsorptionVolume6707
AbsorptionCloseRejectPct0
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume11090
EnableDeltaLongFilterTrue
DeltaLongMinThreshold351.30
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold2374.80
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd27012.5000
WinRatePct50
MaxDrawdownUsd9365
TotalTrades130
MartingaleNetUsd52160
KellyNetUsd6456280

Stats Panel

ATAS Bundle Export
SymbolES
Chart0/20/41
Period (days)149
CandidateHighest Net
FixLot Summary
Net USD$27,012
Win Rate50.0%
Max Drawdown$9,365
Total Trades130

Internal data package: open payload JSON