Report Summary

Backtest report for ES (Range US 0/5/11, 43D) exported from xtradereverseBot. Net $4,775, WR 31.2%, 205 trades.

Symbol: ES

Chart Type: Range US chart

Period: 43 days

Generated At: 20260730_032424

Top 5 Strategy Dashboard

Highest NetComposite Score: 49.2000
Net Profit
$4,775
Win Rate
31.22%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$6,502.5
Trades
205

Main Equity Curve

Start: 1000000.00 / End: 1004775.00

Main strategy equity

Min 999502.50Max 1010410.00

Six-Dimension Radar

Net ProfitWin RateStability (Drawdown)Expected Value (EV)Loss Streak ControlTrade Count
  • Net Profit: 3/5
  • 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 999502.50Max 1010410.00

Martingale equity

Min 999175.00Max 1020057.50

Kelly equity

Min 5027.50Max 1000000.00

Parameter Config

RiskRewardRatio3
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapMeanReversion
FootprintFilterModeAbsorptionOnly
ImbalanceRatioPct500
MinImbalanceVolume12.0
StackedImbalanceLevels3
AbsorptionEdgePct0
MinAbsorptionVolume183.5
AbsorptionCloseRejectPct0
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume831.0
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-146.70
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold72
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd4775
WinRatePct31.2195
MaxDrawdownUsd6502.5000
TotalTrades205
MartingaleNetUsd8855
KellyNetUsd-994972.5000

Stats Panel

ATAS Bundle Export
SymbolES
Chart0/5/11
Period (days)43
CandidateHighest Net
FixLot Summary
Net USD$4,775
Win Rate31.2%
Max Drawdown$6,502
Total Trades205

Internal data package: open payload JSON