Report Summary

Backtest report for ES (Volume 1000, 26D) exported from xtradereverseBot. Net $4,752, WR 29.9%, 107 trades.

Symbol: ES

Chart Type: Volume chart

Period: 26 days

Generated At: 20260730_032429

Top 5 Strategy Dashboard

Highest NetComposite Score: 58.3000
Net Profit
$4,752.5
Win Rate
29.91%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$4,182.5
Trades
107

Main Equity Curve

Start: 1000000.00 / End: 1004752.50

Main strategy equity

Min 998287.50Max 1007395.00

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 998287.50Max 1007395.00

Martingale equity

Min 991755.00Max 1015207.50

Kelly equity

Min 667060.00Max 1776115.00

Parameter Config

RiskRewardRatio3
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapAllAllowed
FootprintFilterModeImbalanceOnly
ImbalanceRatioPct100
MinImbalanceVolume21
StackedImbalanceLevels2
AbsorptionEdgePct10
MinAbsorptionVolume236
AbsorptionCloseRejectPct54.55
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume5000
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-308.80
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold29.15
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd4752.5000
WinRatePct29.9065
MaxDrawdownUsd4182.5000
TotalTrades107
MartingaleNetUsd4675
KellyNetUsd154907.5000

Stats Panel

ATAS Bundle Export
SymbolES
Chart1000
Period (days)26
CandidateHighest Net
FixLot Summary
Net USD$4,752
Win Rate29.9%
Max Drawdown$4,182
Total Trades107

Internal data package: open payload JSON