Report Summary

Backtest report for ES (Range US 0/5/11, 42D) exported from xtradereverseBot. Net $3,350, WR 60.0%, 105 trades.

Symbol: ES

Chart Type: Range US chart

Period: 42 days

Generated At: 20260730_032427

Top 5 Strategy Dashboard

Best OverallComposite Score: 91.8000
Net Profit
$3,350
Win Rate
60.00%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$1,077.5
Trades
105

Main Equity Curve

Start: 1000000.00 / End: 1003350.00

Main strategy equity

Min 1000000.00Max 1004320.00

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 1000000.00Max 1004320.00

Martingale equity

Min 999895.00Max 1010735.00

Kelly equity

Min 987415.00Max 3752782.50

Parameter Config

RiskRewardRatio1
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapTrend
FootprintFilterModeAbsorptionOnly
ImbalanceRatioPct200
MinImbalanceVolume3.0
StackedImbalanceLevels3
AbsorptionEdgePct0
MinAbsorptionVolume818
AbsorptionCloseRejectPct0
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume3724.0
EnableDeltaLongFilterTrue
DeltaLongMinThreshold17
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold233
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd3350
WinRatePct60
MaxDrawdownUsd1077.5000
TotalTrades105
MartingaleNetUsd7377.5000
KellyNetUsd1378190

Stats Panel

ATAS Bundle Export
SymbolES
Chart0/5/11
Period (days)42
CandidateBest Overall
FixLot Summary
Net USD$3,350
Win Rate60.0%
Max Drawdown$1,078
Total Trades105

Internal data package: open payload JSON