Report Summary

Backtest report for ES (Range US 0/5/11, 42D) exported from xtradereverseBot. Net $3,548, WR 59.3%, 123 trades.

Symbol: ES

Chart Type: Range US chart

Period: 42 days

Generated At: 20260730_032421

Top 5 Strategy Dashboard

Most BalancedComposite Score: 90.9000
Net Profit
$3,547.5
Win Rate
59.35%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$1,450
Trades
123

Main Equity Curve

Start: 1000000.00 / End: 1003547.50

Main strategy equity

Min 999787.50Max 1004517.50

Six-Dimension Radar

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

Money Management Equity

Fixed lot equity

Min 999787.50Max 1004517.50

Martingale equity

Min 999847.50Max 1012380.00

Kelly equity

Min 881420.00Max 3781132.50

Parameter Config

RiskRewardRatio1
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapTrend
FootprintFilterModeAbsorptionOnly
ImbalanceRatioPct200
MinImbalanceVolume38
StackedImbalanceLevels3
AbsorptionEdgePct0
MinAbsorptionVolume818
AbsorptionCloseRejectPct0
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume1638.5
EnableDeltaLongFilterTrue
DeltaLongMinThreshold17
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold195
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd3547.5000
WinRatePct59.3496
MaxDrawdownUsd1450
TotalTrades123
MartingaleNetUsd9022.5000
KellyNetUsd1300780

Stats Panel

ATAS Bundle Export
SymbolES
Chart0/5/11
Period (days)42
CandidateMost Balanced
FixLot Summary
Net USD$3,548
Win Rate59.3%
Max Drawdown$1,450
Total Trades123

Internal data package: open payload JSON