{
  "title": "ES Range US 0/20/41 152D BackTest Result WR:55.4% R:R 1:1.5 Net:$15,708 Trades:56",
  "symbol": "ES",
  "chart_type": "Range US chart",
  "chart_params": "Range US 0/20/41",
  "period_days": 152,
  "generated_at": "20260730_032451",
  "language": "en",
  "website_theme": "xtrader-dark",
  "summary": "Backtest report for ES (Range US 0/20/41, 152D) exported from xtradereverseBot. Net $15,708, WR 55.4%, 56 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": "Best Overall",
      "composite_score": 84.6,
      "summary_metrics": {
        "net_usd": 15707.5,
        "win_rate_pct": 55.357142857142854,
        "ev_all_ticks": 0.0,
        "max_drawdown_usd": 4040.0,
        "total_trades": 56,
        "profit_factor": 0.0,
        "profit_pct": 1.5707499999999999
      },
      "config": {
        "RiskRewardRatio": "1.5",
        "MaxLookaheadBars": "500",
        "SideMode": "LongShort",
        "VwapMode": "VwapTrend",
        "FootprintFilterMode": "ImbalanceOnly",
        "ImbalanceRatioPct": "300",
        "MinImbalanceVolume": "12",
        "StackedImbalanceLevels": "2",
        "AbsorptionEdgePct": "20",
        "MinAbsorptionVolume": "10118",
        "AbsorptionCloseRejectPct": "0",
        "UseDeltaConfirmForAbsorption": "False",
        "EnableVolumeFilter": "True",
        "MinTotalVolume": "26032",
        "EnableDeltaLongFilter": "True",
        "DeltaLongMinThreshold": "-202.5",
        "EnableDeltaShortFilter": "True",
        "DeltaShortMaxThreshold": "638.80",
        "MinStopTicks": "0",
        "MaxStopTicks": "0",
        "InitialCapital": "1000000",
        "SizingMode": "Fixed"
      },
      "full_metrics": {
        "NetUsd": 15707.5,
        "WinRatePct": 55.357142857142854,
        "MaxDrawdownUsd": 4040.0,
        "TotalTrades": 56,
        "MartingaleNetUsd": 22595.0,
        "KellyNetUsd": 3762280.0
      },
      "radar_bands": {
        "Net Profit": 5,
        "Win Rate": 2,
        "Stability (Drawdown)": 1,
        "Expected Value (EV)": 3,
        "Loss Streak Control": 3,
        "Trade Count": 4
      },
      "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": "152"
        },
        {
          "section": "",
          "label": "Candidate",
          "value": "Best Overall"
        },
        {
          "section": "── FixLot Summary ──",
          "label": "",
          "value": ""
        },
        {
          "section": "",
          "label": "Net USD",
          "value": "$15,708"
        },
        {
          "section": "",
          "label": "Win Rate",
          "value": "55.4%"
        },
        {
          "section": "",
          "label": "Max Drawdown",
          "value": "$4,040"
        },
        {
          "section": "",
          "label": "Total Trades",
          "value": "56"
        }
      ],
      "equity_curve": [
        1000000.0,
        999170.0,
        1000352.5,
        1001522.5,
        1000592.5,
        1002037.5,
        1001157.5,
        1002627.5,
        1001697.5,
        1002905.0,
        1001912.5,
        1003157.5,
        1002240.0,
        1001372.5,
        1002667.5,
        1004150.0,
        1003207.5,
        1004465.0,
        1005822.5,
        1007142.5,
        1008550.0,
        1009870.0,
        1009065.0,
        1008247.5,
        1008517.5,
        1007637.5,
        1009107.5,
        1008265.0,
        1009772.5,
        1011142.5,
        1012287.5,
        1013770.0,
        1012815.0,
        1011935.0,
        1011080.0,
        1012325.0,
        1011307.5,
        1012627.5,
        1011597.5,
        1012892.5,
        1011925.0,
        1013357.5,
        1013690.0,
        1012860.0,
        1011892.5,
        1010962.5,
        1010170.0,
        1011340.0,
        1010547.5,
        1009730.0,
        1010875.0,
        1010020.0,
        1010202.5,
        1011635.0,
        1013080.0,
        1014562.5,
        1015707.5
      ],
      "equity_summary": {
        "start_equity": 1000000.0,
        "end_equity": 1015707.5,
        "min_equity": 999170.0,
        "max_equity": 1015707.5,
        "profit_usd": 15707.5,
        "profit_pct": 1.5707499999999999
      },
      "money_management_profiles": {
        "fixed": {
          "equity_curve": [
            1000000.0,
            999170.0,
            1000352.5,
            1001522.5,
            1000592.5,
            1002037.5,
            1001157.5,
            1002627.5,
            1001697.5,
            1002905.0,
            1001912.5,
            1003157.5,
            1002240.0,
            1001372.5,
            1002667.5,
            1004150.0,
            1003207.5,
            1004465.0,
            1005822.5,
            1007142.5,
            1008550.0,
            1009870.0,
            1009065.0,
            1008247.5,
            1008517.5,
            1007637.5,
            1009107.5,
            1008265.0,
            1009772.5,
            1011142.5,
            1012287.5,
            1013770.0,
            1012815.0,
            1011935.0,
            1011080.0,
            1012325.0,
            1011307.5,
            1012627.5,
            1011597.5,
            1012892.5,
            1011925.0,
            1013357.5,
            1013690.0,
            1012860.0,
            1011892.5,
            1010962.5,
            1010170.0,
            1011340.0,
            1010547.5,
            1009730.0,
            1010875.0,
            1010020.0,
            1010202.5,
            1011635.0,
            1013080.0,
            1014562.5,
            1015707.5
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 1015707.5,
            "min_equity": 999170.0,
            "max_equity": 1015707.5,
            "profit_usd": 15707.5,
            "profit_pct": 1.5707499999999999
          }
        },
        "martingale": {
          "equity_curve": [
            1000000.0,
            999170.0,
            1000352.5,
            1001522.5,
            1000592.5,
            1002037.5,
            1001157.5,
            1002627.5,
            1001697.5,
            1002905.0,
            1001912.5,
            1003157.5,
            1002240.0,
            1001372.5,
            1003962.5,
            1005445.0,
            1004502.5,
            1005760.0,
            1007117.5,
            1008437.5,
            1009845.0,
            1011165.0,
            1010360.0,
            1009542.5,
            1010082.5,
            1009202.5,
            1010672.5,
            1009830.0,
            1011337.5,
            1012707.5,
            1013852.5,
            1015335.0,
            1014380.0,
            1013500.0,
            1011790.0,
            1015525.0,
            1014507.5,
            1015827.5,
            1014797.5,
            1016092.5,
            1015125.0,
            1016557.5,
            1016890.0,
            1016060.0,
            1015092.5,
            1013232.5,
            1010062.5,
            1017082.5,
            1016290.0,
            1015472.5,
            1017762.5,
            1016907.5,
            1017090.0,
            1018522.5,
            1019967.5,
            1021450.0,
            1022595.0
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 1022595.0,
            "min_equity": 999170.0,
            "max_equity": 1022595.0,
            "profit_usd": 22595.0,
            "profit_pct": 2.2595
          }
        },
        "kelly": {
          "equity_curve": [
            1000000.0,
            795820.0,
            1029955.0,
            1335325.0,
            1063765.0,
            1378775.0,
            1098055.0,
            1424395.0,
            1134235.0,
            1471127.5,
            1172385.0,
            1519740.0,
            1210542.5,
            964172.5,
            1249072.5,
            1618215.0,
            1289282.5,
            1670305.0,
            2167150.0,
            2811310.0,
            3643142.5,
            4725542.5,
            3759542.5,
            2991910.0,
            3151210.0,
            2508810.0,
            3255570.0,
            2590837.5,
            3361170.0,
            4355790.0,
            5642770.0,
            7315030.0,
            5825230.0,
            4637230.0,
            3690745.0,
            4787590.0,
            3813842.5,
            4947722.5,
            3941412.5,
            5106912.5,
            4066850.0,
            5277312.5,
            5651375.0,
            4496845.0,
            3581590.0,
            2851540.0,
            2269052.5,
            2830652.5,
            2348812.5,
            2092117.5,
            2238677.5,
            1994147.5,
            2039955.0,
            2365132.5,
            2948912.5,
            3676820.0,
            4762280.0
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 4762280.0,
            "min_equity": 795820.0,
            "max_equity": 7315030.0,
            "profit_usd": 3762280.0,
            "profit_pct": 376.228
          }
        }
      },
      "trades": []
    }
  ],
  "_assets": {
    "equity_compare": "C:\\Users\\Administrator\\AppData\\Roaming\\XtradeReversePublisher\\jobs\\es-range-us-02041-152d-backtest-result-wr554-rr-115-net15708-trades56\\equity_compare.png",
    "kpi_card": "C:\\Users\\Administrator\\AppData\\Roaming\\XtradeReversePublisher\\jobs\\es-range-us-02041-152d-backtest-result-wr554-rr-115-net15708-trades56\\kpi_card.png"
  }
}