Report Summary

Backtest report for NQ (Volume 2500, 45D) exported from xtradereverseBot. Net $11,185, WR 31.7%, 104 trades.

Symbol: NQ

Chart Type: Volume chart

Period: 45 days

Generated At: 20260730_032411

Top 5 Strategy Dashboard

Highest NetComposite Score: 43.7000
Net Profit
$11,185
Win Rate
31.73%
Profit Factor
0
EV (ticks)
0
Max Drawdown
$31,520
Trades
104

Main Equity Curve

Start: 1000000.00 / End: 1011185.00

Main strategy equity

Min 990340.00Max 1029335.00

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 990340.00Max 1029335.00

Martingale equity

Min 987060.00Max 1061695.00

Kelly equity

Min 817640.00Max 2400870.00

Parameter Config

RiskRewardRatio3
MaxLookaheadBars500
SideModeLongShort
VwapModeVwapAllAllowed
FootprintFilterModeImbalanceOnly
ImbalanceRatioPct200
MinImbalanceVolume0
StackedImbalanceLevels3
AbsorptionEdgePct10
MinAbsorptionVolume1038.60
AbsorptionCloseRejectPct96.86
UseDeltaConfirmForAbsorptionFalse
EnableVolumeFilterTrue
MinTotalVolume10403
EnableDeltaLongFilterTrue
DeltaLongMinThreshold-333.6
EnableDeltaShortFilterTrue
DeltaShortMaxThreshold803
MinStopTicks0
MaxStopTicks0
InitialCapital1000000
SizingModeFixed

Detailed Metrics

NetUsd11185
WinRatePct31.7308
MaxDrawdownUsd31520
TotalTrades104
MartingaleNetUsd33375
KellyNetUsd182415

Stats Panel

ATAS Bundle Export
SymbolNQ
Chart2500
Period (days)45
CandidateHighest Net
FixLot Summary
Net USD$11,185
Win Rate31.7%
Max Drawdown$31,520
Total Trades104

Internal data package: open payload JSON