Report Summary
Backtest report for NQ (Range US 0/5/11, 28D) exported from xtradereverseBot. Net $4,275, WR 57.8%, 869 trades.
Symbol: NQ
Chart Type: Range US chart
Period: 28 days
Generated At: 20260730_032419
Top 5 Strategy Dashboard
Best OverallComposite Score: 70
Net Profit
$4,275
Win Rate
57.77%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$1,895
Trades
869
Main Equity Curve
Start: 1000000.00 / End: 1004275.00
Main strategy equity
Min 1000000.00Max 1004830.00
Six-Dimension Radar
- 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 1004830.00
Martingale equity
Min 1000000.00Max 1015005.00
Kelly equity
Min 1000000.00Max 5840835.00
Parameter Config
| RiskRewardRatio | 1 |
|---|---|
| MaxLookaheadBars | 500 |
| SideMode | LongShort |
| VwapMode | VwapAllAllowed |
| FootprintFilterMode | ImbalanceAndAbsorption |
| ImbalanceRatioPct | 100 |
| MinImbalanceVolume | 3 |
| StackedImbalanceLevels | 2 |
| AbsorptionEdgePct | 0 |
| MinAbsorptionVolume | 28 |
| AbsorptionCloseRejectPct | 0 |
| UseDeltaConfirmForAbsorption | False |
| EnableVolumeFilter | True |
| MinTotalVolume | 136.00 |
| EnableDeltaLongFilter | True |
| DeltaLongMinThreshold | -16 |
| EnableDeltaShortFilter | True |
| DeltaShortMaxThreshold | 5 |
| MinStopTicks | 0 |
| MaxStopTicks | 0 |
| InitialCapital | 1000000 |
| SizingMode | Fixed |
Detailed Metrics
| NetUsd | 4275 |
|---|---|
| WinRatePct | 57.7675 |
| MaxDrawdownUsd | 1895 |
| TotalTrades | 869 |
| MartingaleNetUsd | 12840 |
| KellyNetUsd | 2211365 |
Stats Panel
ATAS Bundle Export
| Symbol | NQ |
|---|---|
| Chart | 0/5/11 |
| Period (days) | 28 |
| Candidate | Best Overall |
FixLot Summary
| Net USD | $4,275 |
|---|---|
| Win Rate | 57.8% |
| Max Drawdown | $1,895 |
| Total Trades | 869 |
Internal data package: open payload JSON