{ "title": "ES Range US 0/5/11 42D BackTest Result WR:59.3% R:R 1:1 Net:$3,548 Trades:123", "symbol": "ES", "chart_type": "Range US chart", "chart_params": "Range US 0/5/11", "period_days": 42, "generated_at": "20260730_032421", "language": "en", "website_theme": "xtrader-dark", "summary": "Backtest report for ES (Range US 0/5/11, 42D) exported from xtradereverseBot. Net $3,548, WR 59.3%, 123 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": 90.9, "summary_metrics": { "net_usd": 3547.5, "win_rate_pct": 59.34959349593496, "ev_all_ticks": 0.0, "max_drawdown_usd": 1450.0, "total_trades": 123, "profit_factor": 0.0, "profit_pct": 0.35475 }, "config": { "RiskRewardRatio": "1", "MaxLookaheadBars": "500", "SideMode": "LongShort", "VwapMode": "VwapTrend", "FootprintFilterMode": "AbsorptionOnly", "ImbalanceRatioPct": "200", "MinImbalanceVolume": "38", "StackedImbalanceLevels": "3", "AbsorptionEdgePct": "0", "MinAbsorptionVolume": "818", "AbsorptionCloseRejectPct": "0", "UseDeltaConfirmForAbsorption": "False", "EnableVolumeFilter": "True", "MinTotalVolume": "1638.5", "EnableDeltaLongFilter": "True", "DeltaLongMinThreshold": 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