Report Summary

Backtest report for ES (Range US 0/20/41, 149D) exported from xtradereverseBot. Net $21,352, WR 56.7%, 67 trades.

Symbol: ES

Chart Type: Range US chart

Period: 149 days

Generated At: 20260730_032446

Top 5 Strategy Dashboard

Most BalancedComposite Score: 86.8000
Net Profit
$21,352.5
Win Rate
56.72%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$5,120
Trades
67

Main Equity Curve

Start: 1000000.00 / End: 1021352.50

Main strategy equity

Min 1000000.00Max 1021352.50

Six-Dimension Radar

Net ProfitWin RateStability (Drawdown)Expected Value (EV)Loss Streak ControlTrade Count
  • Net Profit: 5/5
  • Win Rate: 2/5
  • Stability (Drawdown): 1/5
  • Expected Value (EV): 3/5
  • Loss Streak Control: 3/5
  • Trade Count: 5/5

Money Management Equity

Fixed lot equity

Min 1000000.00Max 1021352.50

Martingale equity

Min 1000000.00Max 1031270.00

Kelly equity

Min 1000000.00Max 22151140.00

Parameter Config

RiskRewardRatio1.5
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapTrend
FootprintFilterModeImbalanceOnly
ImbalanceRatioPct300
MinImbalanceVolume12
StackedImbalanceLevels2
AbsorptionEdgePct10
MinAbsorptionVolume606
AbsorptionCloseRejectPct0
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume181
EnableDeltaLongFilterTrue
DeltaLongMinThreshold351.30
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold638.80
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd21352.5000
WinRatePct56.7164
MaxDrawdownUsd5120
TotalTrades67
MartingaleNetUsd31270
KellyNetUsd12319850

Stats Panel

ATAS Bundle Export
SymbolES
Chart0/20/41
Period (days)149
CandidateMost Balanced
FixLot Summary
Net USD$21,352
Win Rate56.7%
Max Drawdown$5,120
Total Trades67

Internal data package: open payload JSON