Report Summary

Backtest report for ES (Volume 2500, 105D) exported from xtradereverseBot. Net $9,930, WR 28.0%, 144 trades.

Symbol: ES

Chart Type: Volume chart

Period: 105 days

Generated At: 20260730_032432

Top 5 Strategy Dashboard

Best OverallComposite Score: 69
Net Profit
$9,930
Win Rate
27.97%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$4,102.5
Trades
144

Main Equity Curve

Start: 1000000.00 / End: 1009930.00

Main strategy equity

Min 999552.50Max 1013337.50

Six-Dimension Radar

Net ProfitWin RateStability (Drawdown)Expected Value (EV)Loss Streak ControlTrade Count
  • Net Profit: 4/5
  • 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 999552.50Max 1013337.50

Martingale equity

Min 999552.50Max 1019305.00

Kelly equity

Min 949427.50Max 1233865.00

Parameter Config

RiskRewardRatio3
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapAllAllowed
FootprintFilterModeImbalanceOrAbsorption
ImbalanceRatioPct300
MinImbalanceVolume24
StackedImbalanceLevels2
AbsorptionEdgePct20
MinAbsorptionVolume1328.45
AbsorptionCloseRejectPct88.89
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume12502
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-1832
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold583.00
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd9930
WinRatePct27.9720
MaxDrawdownUsd4102.5000
TotalTrades144
MartingaleNetUsd10907.5000
KellyNetUsd107395

Stats Panel

ATAS Bundle Export
SymbolES
Chart2500
Period (days)105
CandidateBest Overall
FixLot Summary
Net USD$9,930
Win Rate28.0%
Max Drawdown$4,102
Total Trades144

Internal data package: open payload JSON