Report Summary

Backtest report for ES (Volume 2500, 105D) exported from xtradereverseBot. Net $10,848, WR 27.5%, 178 trades.

Symbol: ES

Chart Type: Volume chart

Period: 105 days

Generated At: 20260730_032434

Top 5 Strategy Dashboard

Highest NetComposite Score: 63.9000
Net Profit
$10,847.5
Win Rate
27.53%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$5,740
Trades
178

Main Equity Curve

Start: 1000000.00 / End: 1010847.50

Main strategy equity

Min 999807.50Max 1016587.50

Six-Dimension Radar

Net ProfitWin RateStability (Drawdown)Expected Value (EV)Loss Streak ControlTrade Count
  • Net Profit: 5/5
  • 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 999807.50Max 1016587.50

Martingale equity

Min 999807.50Max 1028307.50

Kelly equity

Min 906697.50Max 1420477.50

Parameter Config

RiskRewardRatio3
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapAllAllowed
FootprintFilterModeImbalanceOrAbsorption
ImbalanceRatioPct300
MinImbalanceVolume24
StackedImbalanceLevels2
AbsorptionEdgePct20
MinAbsorptionVolume1845.30
AbsorptionCloseRejectPct87.50
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume12501
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-634.60
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold583.00
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd10847.5000
WinRatePct27.5281
MaxDrawdownUsd5740
TotalTrades178
MartingaleNetUsd18020
KellyNetUsd104477.5000

Stats Panel

ATAS Bundle Export
SymbolES
Chart2500
Period (days)105
CandidateHighest Net
FixLot Summary
Net USD$10,848
Win Rate27.5%
Max Drawdown$5,740
Total Trades178

Internal data package: open payload JSON