{
  "title": "ES Range US 0/20/41 149D BackTest Result WR:56.7% R:R 1:1.5 Net:$21,352 Trades:67",
  "symbol": "ES",
  "chart_type": "Range US chart",
  "chart_params": "Range US 0/20/41",
  "period_days": 149,
  "generated_at": "20260730_032446",
  "language": "en",
  "website_theme": "xtrader-dark",
  "summary": "Backtest report for ES (Range US 0/20/41, 149D) exported from xtradereverseBot. Net $21,352, WR 56.7%, 67 trades.",
  "initial_capital": 10000.0,
  "money_management_settings": {
    "martingale_max_lots": 4,
    "martingale_daily_max_loss": 0.0,
    "kelly_lookback_trades": 30,
    "kelly_max_risk_pct": 5.0,
    "kelly_can_skip": false
  },
  "top_reports": [
    {
      "rank": 1,
      "name": "Most Balanced",
      "composite_score": 86.8,
      "summary_metrics": {
        "net_usd": 21352.5,
        "win_rate_pct": 56.71641791044776,
        "ev_all_ticks": 0.0,
        "max_drawdown_usd": 5120.0,
        "total_trades": 67,
        "profit_factor": 0.0,
        "profit_pct": 2.13525
      },
      "config": {
        "RiskRewardRatio": "1.5",
        "MaxLookaheadBars": "500",
        "SideMode": "LongShort",
        "VwapMode": "VwapTrend",
        "FootprintFilterMode": "ImbalanceOnly",
        "ImbalanceRatioPct": "300",
        "MinImbalanceVolume": "12",
        "StackedImbalanceLevels": "2",
        "AbsorptionEdgePct": "10",
        "MinAbsorptionVolume": "606",
        "AbsorptionCloseRejectPct": "0",
        "UseDeltaConfirmForAbsorption": "False",
        "EnableVolumeFilter": "True",
        "MinTotalVolume": "181",
        "EnableDeltaLongFilter": "True",
        "DeltaLongMinThreshold": "351.30",
        "EnableDeltaShortFilter": "True",
        "DeltaShortMaxThreshold": "638.80",
        "MinStopTicks": "0",
        "MaxStopTicks": "0",
        "InitialCapital": "1000000",
        "SizingMode": "Fixed"
      },
      "full_metrics": {
        "NetUsd": 21352.5,
        "WinRatePct": 56.71641791044776,
        "MaxDrawdownUsd": 5120.0,
        "TotalTrades": 67,
        "MartingaleNetUsd": 31270.0,
        "KellyNetUsd": 12319850.0
      },
      "radar_bands": {
        "Net Profit": 5,
        "Win Rate": 2,
        "Stability (Drawdown)": 1,
        "Expected Value (EV)": 3,
        "Loss Streak Control": 3,
        "Trade Count": 5
      },
      "stats_rows": [
        {
          "section": "── ATAS Bundle Export ──",
          "label": "",
          "value": ""
        },
        {
          "section": "",
          "label": "Symbol",
          "value": "ES"
        },
        {
          "section": "",
          "label": "Chart",
          "value": "0/20/41"
        },
        {
          "section": "",
          "label": "Period (days)",
          "value": "149"
        },
        {
          "section": "",
          "label": "Candidate",
          "value": "Most Balanced"
        },
        {
          "section": "── FixLot Summary ──",
          "label": "",
          "value": ""
        },
        {
          "section": "",
          "label": "Net USD",
          "value": "$21,352"
        },
        {
          "section": "",
          "label": "Win Rate",
          "value": "56.7%"
        },
        {
          "section": "",
          "label": "Max Drawdown",
          "value": "$5,120"
        },
        {
          "section": "",
          "label": "Total Trades",
          "value": "67"
        }
      ],
      "equity_curve": [
        1000000.0,
        1001182.5,
        1002352.5,
        1001422.5,
        1002867.5,
        1001987.5,
        1003207.5,
        1004677.5,
        1003747.5,
        1004955.0,
        1006200.0,
        1005282.5,
        1004415.0,
        1005710.0,
        1004855.0,
        1006337.5,
        1005495.0,
        1004552.5,
        1005947.5,
        1007205.0,
        1006400.0,
        1007545.0,
        1006665.0,
        1007947.5,
        1009305.0,
        1008437.5,
        1009770.0,
        1011127.5,
        1012535.0,
        1013855.0,
        1013750.0,
        1012932.5,
        1012127.5,
        1012397.5,
        1013242.5,
        1012362.5,
        1013832.5,
        1012990.0,
        1014497.5,
        1015867.5,
        1017012.5,
        1018157.5,
        1019640.0,
        1018685.0,
        1017805.0,
        1016950.0,
        1015932.5,
        1015052.5,
        1016372.5,
        1015342.5,
        1016637.5,
        1015670.0,
        1017102.5,
        1018247.5,
        1018580.0,
        1017750.0,
        1016782.5,
        1015852.5,
        1015060.0,
        1016230.0,
        1015412.5,
        1014520.0,
        1015665.0,
        1015847.5,
        1017280.0,
        1018725.0,
        1020207.5,
        1021352.5
      ],
      "equity_summary": {
        "start_equity": 1000000.0,
        "end_equity": 1021352.5,
        "min_equity": 1000000.0,
        "max_equity": 1021352.5,
        "profit_usd": 21352.5,
        "profit_pct": 2.13525
      },
      "money_management_profiles": {
        "fixed": {
          "equity_curve": [
            1000000.0,
            1001182.5,
            1002352.5,
            1001422.5,
            1002867.5,
            1001987.5,
            1003207.5,
            1004677.5,
            1003747.5,
            1004955.0,
            1006200.0,
            1005282.5,
            1004415.0,
            1005710.0,
            1004855.0,
            1006337.5,
            1005495.0,
            1004552.5,
            1005947.5,
            1007205.0,
            1006400.0,
            1007545.0,
            1006665.0,
            1007947.5,
            1009305.0,
            1008437.5,
            1009770.0,
            1011127.5,
            1012535.0,
            1013855.0,
            1013750.0,
            1012932.5,
            1012127.5,
            1012397.5,
            1013242.5,
            1012362.5,
            1013832.5,
            1012990.0,
            1014497.5,
            1015867.5,
            1017012.5,
            1018157.5,
            1019640.0,
            1018685.0,
            1017805.0,
            1016950.0,
            1015932.5,
            1015052.5,
            1016372.5,
            1015342.5,
            1016637.5,
            1015670.0,
            1017102.5,
            1018247.5,
            1018580.0,
            1017750.0,
            1016782.5,
            1015852.5,
            1015060.0,
            1016230.0,
            1015412.5,
            1014520.0,
            1015665.0,
            1015847.5,
            1017280.0,
            1018725.0,
            1020207.5,
            1021352.5
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 1021352.5,
            "min_equity": 1000000.0,
            "max_equity": 1021352.5,
            "profit_usd": 21352.5,
            "profit_pct": 2.13525
          }
        },
        "martingale": {
          "equity_curve": [
            1000000.0,
            1001182.5,
            1002352.5,
            1001422.5,
            1002867.5,
            1001987.5,
            1003207.5,
            1004677.5,
            1003747.5,
            1004955.0,
            1006200.0,
            1005282.5,
            1004415.0,
            1007005.0,
            1006150.0,
            1007632.5,
            1006790.0,
            1005847.5,
            1008637.5,
            1009895.0,
            1009090.0,
            1010235.0,
            1009355.0,
            1010637.5,
            1011995.0,
            1011127.5,
            1012460.0,
            1013817.5,
            1015225.0,
            1016545.0,
            1016440.0,
            1015622.5,
            1014817.5,
            1015357.5,
            1016202.5,
            1015322.5,
            1016792.5,
            1015950.0,
            1017457.5,
            1018827.5,
            1019972.5,
            1021117.5,
            1022600.0,
            1021645.0,
            1020765.0,
            1019055.0,
            1016002.5,
            1010722.5,
            1022602.5,
            1021572.5,
            1022867.5,
            1021900.0,
            1023332.5,
            1024477.5,
            1024810.0,
            1023980.0,
            1023012.5,
            1021152.5,
            1017982.5,
            1025002.5,
            1024185.0,
            1023292.5,
            1025582.5,
            1025765.0,
            1027197.5,
            1028642.5,
            1030125.0,
            1031270.0
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 1031270.0,
            "min_equity": 1000000.0,
            "max_equity": 1031270.0,
            "profit_usd": 31270.0,
            "profit_pct": 3.127
          }
        },
        "kelly": {
          "equity_curve": [
            1000000.0,
            1295625.0,
            1680555.0,
            1338315.0,
            1734245.0,
            1380485.0,
            1787965.0,
            2320105.0,
            1847665.0,
            2395870.0,
            3108010.0,
            2474935.0,
            1970050.0,
            2552800.0,
            2032105.0,
            2634000.0,
            2096485.0,
            1669532.5,
            2166152.5,
            2806220.0,
            2233060.0,
            2892580.0,
            2302980.0,
            2987835.0,
            3875640.0,
            3085347.5,
            3998110.0,
            5187280.0,
            6724270.0,
            8724070.0,
            8536225.0,
            6791680.0,
            5403860.0,
            5691950.0,
            7364205.0,
            5862045.0,
            7606935.0,
            6053365.0,
            7854827.5,
            10181087.5,
            13189002.5,
            17085437.5,
            22151140.0,
            17638765.0,
            14039565.0,
            11173605.0,
            8900510.0,
            7085070.0,
            9191790.0,
            7322340.0,
            9488875.0,
            7556777.5,
            9805802.5,
            12702652.5,
            13603395.0,
            10824555.0,
            8620590.0,
            6863820.0,
            5460302.5,
            6811652.5,
            5420267.5,
            4499207.5,
            5280097.5,
            5413322.5,
            6360205.0,
            7930920.0,
            10282165.0,
            13319850.0
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 13319850.0,
            "min_equity": 1000000.0,
            "max_equity": 22151140.0,
            "profit_usd": 12319850.0,
            "profit_pct": 1231.9850000000001
          }
        }
      },
      "trades": []
    }
  ],
  "_assets": {
    "equity_compare": "C:\\Users\\Administrator\\AppData\\Roaming\\XtradeReversePublisher\\jobs\\es-range-us-02041-149d-backtest-result-wr567-rr-115-net21352-trades67\\equity_compare.png",
    "kpi_card": "C:\\Users\\Administrator\\AppData\\Roaming\\XtradeReversePublisher\\jobs\\es-range-us-02041-149d-backtest-result-wr567-rr-115-net21352-trades67\\kpi_card.png"
  }
}