Report Summary

Backtest report for ES (Range US 0/20/41, 151D) exported from xtradereverseBot. Net $15,708, WR 55.4%, 56 trades.

Symbol: ES

Chart Type: Range US chart

Period: 151 days

Generated At: 20260730_032454

Top 5 Strategy Dashboard

Best OverallComposite Score: 84.6000
Net Profit
$15,707.5
Win Rate
55.36%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$4,040
Trades
56

Main Equity Curve

Start: 1000000.00 / End: 1015707.50

Main strategy equity

Min 999170.00Max 1015707.50

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: 4/5

Money Management Equity

Fixed lot equity

Min 999170.00Max 1015707.50

Martingale equity

Min 999170.00Max 1003157.50

Kelly equity

Min 949370.00Max 2077992.50

Parameter Config

RiskRewardRatio1.5
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapTrend
FootprintFilterModeImbalanceOnly
ImbalanceRatioPct300
MinImbalanceVolume12
StackedImbalanceLevels2
AbsorptionEdgePct20
MinAbsorptionVolume10118
AbsorptionCloseRejectPct0
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume26032
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-202.5
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold638.80
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd15707.5000
WinRatePct55.3571
MaxDrawdownUsd4040
TotalTrades56
MartingaleNetUsd1372.5000
KellyNetUsd1077992.5000

Stats Panel

ATAS Bundle Export
SymbolES
Chart0/20/41
Period (days)151
CandidateBest Overall
FixLot Summary
Net USD$15,708
Win Rate55.4%
Max Drawdown$4,040
Total Trades56

Internal data package: open payload JSON