{
  "title": "ES Volume 2500 105D BackTest Result WR:28.0% R:R 1:3 Net:$9,930 Trades:144",
  "symbol": "ES",
  "chart_type": "Volume chart",
  "chart_params": "Volume 2500",
  "period_days": 105,
  "generated_at": "20260730_032432",
  "language": "en",
  "website_theme": "xtrader-dark",
  "summary": "Backtest report for ES (Volume 2500, 105D) exported from xtradereverseBot. Net $9,930, WR 28.0%, 144 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": 69.0,
      "summary_metrics": {
        "net_usd": 9930.0,
        "win_rate_pct": 27.972027972027973,
        "ev_all_ticks": 0.0,
        "max_drawdown_usd": 4102.5,
        "total_trades": 144,
        "profit_factor": 0.0,
        "profit_pct": 0.993
      },
      "config": {
        "RiskRewardRatio": "3",
        "MaxLookaheadBars": "500",
        "SideMode": "LongShort",
        "VwapMode": "VwapAllAllowed",
        "FootprintFilterMode": "ImbalanceOrAbsorption",
        "ImbalanceRatioPct": "300",
        "MinImbalanceVolume": "24",
        "StackedImbalanceLevels": "2",
        "AbsorptionEdgePct": "20",
        "MinAbsorptionVolume": "1328.45",
        "AbsorptionCloseRejectPct": "88.89",
        "UseDeltaConfirmForAbsorption": "False",
        "EnableVolumeFilter": "True",
        "MinTotalVolume": "12502",
        "EnableDeltaLongFilter": "True",
        "DeltaLongMinThreshold": "-1832",
        "EnableDeltaShortFilter": "True",
        "DeltaShortMaxThreshold": "583.00",
        "MinStopTicks": "0",
        "MaxStopTicks": "0",
        "InitialCapital": "1000000",
        "SizingMode": "Fixed"
      },
      "full_metrics": {
        "NetUsd": 9930.0,
        "WinRatePct": 27.972027972027973,
        "MaxDrawdownUsd": 4102.5,
        "TotalTrades": 144,
        "MartingaleNetUsd": 10907.5,
        "KellyNetUsd": 107395.0
      },
      "radar_bands": {
        "Net Profit": 4,
        "Win Rate": 1,
        "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": "2500"
        },
        {
          "section": "",
          "label": "Period (days)",
          "value": "105"
        },
        {
          "section": "",
          "label": "Candidate",
          "value": "Best Overall"
        },
        {
          "section": "── FixLot Summary ──",
          "label": "",
          "value": ""
        },
        {
          "section": "",
          "label": "Net USD",
          "value": "$9,930"
        },
        {
          "section": "",
          "label": "Win Rate",
          "value": "28.0%"
        },
        {
          "section": "",
          "label": "Max Drawdown",
          "value": "$4,102"
        },
        {
          "section": "",
          "label": "Total Trades",
          "value": "144"
        }
      ],
      "equity_curve": [
        1000000.0,
        999807.5,
        999552.5,
        1000622.5,
        1000192.5,
        999950.0,
        1001870.0,
        1001390.0,
        1002347.5,
        1001830.0,
        1001675.0,
        1002620.0,
        1002277.5,
        1002110.0,
        1003667.5,
        1003187.5,
        1002495.0,
        1003940.0,
        1003610.0,
        1003380.0,
        1003125.0,
        1002957.5,
        1002590.0,
        1002422.5,
        1001680.0,
        1002150.0,
        1001957.5,
        1001790.0,
        1001510.0,
        1001230.0,
        1000975.0,
        1000995.0,
        1000715.0,
        1000372.5,
        1000055.0,
        999837.5,
        1000345.0,
        1000140.0,
        1000835.0,
        1001680.0,
        1001487.5,
        1001295.0,
        1001690.0,
        1001672.5,
        1001430.0,
        1001212.5,
        1002132.5,
        1003877.5,
        1003522.5,
        1003142.5,
        1003000.0,
        1004482.5,
        1005815.0,
        1005560.0,
        1005217.5,
        1005612.5,
        1005370.0,
        1006477.5,
        1006322.5,
        1005980.0,
        1007275.0,
        1007145.0,
        1008177.5,
        1007960.0,
        1007630.0,
        1007237.5,
        1007382.5,
        1006890.0,
        1006597.5,
        1007517.5,
        1007087.5,
        1006907.5,
        1006440.0,
        1007472.5,
        1006730.0,
        1008062.5,
        1007945.0,
        1007515.0,
        1006960.0,
        1006442.5,
        1007587.5,
        1007357.5,
        1007040.0,
        1006722.5,
        1006517.5,
        1006125.0,
        1009332.5,
        1008752.5,
        1008572.5,
        1008367.5,
        1007787.5,
        1007345.0,
        1007002.5,
        1008035.0,
        1008455.0,
        1008112.5,
        1007820.0,
        1009152.5,
        1010335.0,
        1011442.5,
        1010937.5,
        1010345.0,
        1010015.0,
        1009497.5,
        1009330.0,
        1009125.0,
        1008982.5,
        1008490.0,
        1009522.5,
        1009330.0,
        1008850.0,
        1009807.5,
        1009540.0,
        1009397.5,
        1009230.0,
        1008962.5,
        1008657.5,
        1008440.0,
        1007985.0,
        1008367.5,
        1008875.0,
        1008407.5,
        1010302.5,
        1011410.0,
        1011192.5,
        1010912.5,
        1010582.5,
        1011652.5,
        1010972.5,
        1010580.0,
        1010262.5,
        1009945.0,
        1012627.5,
        1012497.5,
        1012342.5,
        1013337.5,
        1013032.5,
        1012827.5,
        1012447.5,
        1012042.5,
        1011612.5,
        1011307.5,
        1010690.0,
        1010397.5,
        1009930.0
      ],
      "equity_summary": {
        "start_equity": 1000000.0,
        "end_equity": 1009930.0,
        "min_equity": 999552.5,
        "max_equity": 1013337.5,
        "profit_usd": 9930.0,
        "profit_pct": 0.993
      },
      "money_management_profiles": {
        "fixed": {
          "equity_curve": [
            1000000.0,
            999807.5,
            999552.5,
            1000622.5,
            1000192.5,
            999950.0,
            1001870.0,
            1001390.0,
            1002347.5,
            1001830.0,
            1001675.0,
            1002620.0,
            1002277.5,
            1002110.0,
            1003667.5,
            1003187.5,
            1002495.0,
            1003940.0,
            1003610.0,
            1003380.0,
            1003125.0,
            1002957.5,
            1002590.0,
            1002422.5,
            1001680.0,
            1002150.0,
            1001957.5,
            1001790.0,
            1001510.0,
            1001230.0,
            1000975.0,
            1000995.0,
            1000715.0,
            1000372.5,
            1000055.0,
            999837.5,
            1000345.0,
            1000140.0,
            1000835.0,
            1001680.0,
            1001487.5,
            1001295.0,
            1001690.0,
            1001672.5,
            1001430.0,
            1001212.5,
            1002132.5,
            1003877.5,
            1003522.5,
            1003142.5,
            1003000.0,
            1004482.5,
            1005815.0,
            1005560.0,
            1005217.5,
            1005612.5,
            1005370.0,
            1006477.5,
            1006322.5,
            1005980.0,
            1007275.0,
            1007145.0,
            1008177.5,
            1007960.0,
            1007630.0,
            1007237.5,
            1007382.5,
            1006890.0,
            1006597.5,
            1007517.5,
            1007087.5,
            1006907.5,
            1006440.0,
            1007472.5,
            1006730.0,
            1008062.5,
            1007945.0,
            1007515.0,
            1006960.0,
            1006442.5,
            1007587.5,
            1007357.5,
            1007040.0,
            1006722.5,
            1006517.5,
            1006125.0,
            1009332.5,
            1008752.5,
            1008572.5,
            1008367.5,
            1007787.5,
            1007345.0,
            1007002.5,
            1008035.0,
            1008455.0,
            1008112.5,
            1007820.0,
            1009152.5,
            1010335.0,
            1011442.5,
            1010937.5,
            1010345.0,
            1010015.0,
            1009497.5,
            1009330.0,
            1009125.0,
            1008982.5,
            1008490.0,
            1009522.5,
            1009330.0,
            1008850.0,
            1009807.5,
            1009540.0,
            1009397.5,
            1009230.0,
            1008962.5,
            1008657.5,
            1008440.0,
            1007985.0,
            1008367.5,
            1008875.0,
            1008407.5,
            1010302.5,
            1011410.0,
            1011192.5,
            1010912.5,
            1010582.5,
            1011652.5,
            1010972.5,
            1010580.0,
            1010262.5,
            1009945.0,
            1012627.5,
            1012497.5,
            1012342.5,
            1013337.5,
            1013032.5,
            1012827.5,
            1012447.5,
            1012042.5,
            1011612.5,
            1011307.5,
            1010690.0,
            1010397.5,
            1009930.0
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 1009930.0,
            "min_equity": 999552.5,
            "max_equity": 1013337.5,
            "profit_usd": 9930.0,
            "profit_pct": 0.993
          }
        },
        "martingale": {
          "equity_curve": [
            1000000.0,
            999807.5,
            999552.5,
            1000622.5,
            1000192.5,
            999950.0,
            1001870.0,
            1001390.0,
            1002347.5,
            1001830.0,
            1001520.0,
            1002465.0,
            1002122.5,
            1001955.0,
            1003512.5,
            1003032.5,
            1002340.0,
            1003785.0,
            1003455.0,
            1003225.0,
            1002970.0,
            1002635.0,
            1001900.0,
            1001062.5,
            999577.5,
            1003337.5,
            1003145.0,
            1002977.5,
            1002697.5,
            1002417.5,
            1001907.5,
            1001947.5,
            1001667.5,
            1001325.0,
            1001007.5,
            1000572.5,
            1002095.0,
            1001890.0,
            1002585.0,
            1003430.0,
            1003237.5,
            1003045.0,
            1003440.0,
            1003422.5,
            1003180.0,
            1002962.5,
            1003882.5,
            1005627.5,
            1005272.5,
            1004892.5,
            1004607.5,
            1006090.0,
            1007422.5,
            1007167.5,
            1006825.0,
            1007220.0,
            1006977.5,
            1008085.0,
            1007930.0,
            1007587.5,
            1008882.5,
            1008752.5,
            1009785.0,
            1009567.5,
            1009237.5,
            1008845.0,
            1008990.0,
            1008497.5,
            1008205.0,
            1009125.0,
            1008695.0,
            1008515.0,
            1008047.5,
            1010112.5,
            1009370.0,
            1010702.5,
            1010585.0,
            1010155.0,
            1009600.0,
            1009082.5,
            1011372.5,
            1011142.5,
            1010825.0,
            1010507.5,
            1010097.5,
            1009312.5,
            1012520.0,
            1011940.0,
            1011580.0,
            1011170.0,
            1010590.0,
            1009705.0,
            1008677.5,
            1012807.5,
            1013227.5,
            1012885.0,
            1012592.5,
            1013925.0,
            1015107.5,
            1016215.0,
            1015710.0,
            1015117.5,
            1014457.5,
            1013422.5,
            1012250.0,
            1010610.0,
            1009470.0,
            1007007.5,
            1015267.5,
            1015075.0,
            1014595.0,
            1015552.5,
            1015285.0,
            1015142.5,
            1014975.0,
            1014707.5,
            1014402.5,
            1013967.5,
            1013057.5,
            1014970.0,
            1015477.5,
            1015010.0,
            1016905.0,
            1018012.5,
            1017795.0,
            1017515.0,
            1017185.0,
            1018255.0,
            1017575.0,
            1017182.5,
            1016547.5,
            1015912.5,
            1018595.0,
            1018465.0,
            1018310.0,
            1019305.0,
            1019000.0,
            1018795.0,
            1018415.0,
            1018010.0,
            1017150.0,
            1016235.0,
            1015000.0,
            1013245.0,
            1010907.5
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 1010907.5,
            "min_equity": 999552.5,
            "max_equity": 1019305.0,
            "profit_usd": 10907.5,
            "profit_pct": 1.09075
          }
        },
        "kelly": {
          "equity_curve": [
            1000000.0,
            978055.0,
            957145.0,
            1012785.0,
            991715.0,
            970375.0,
            1012615.0,
            991975.0,
            1050382.5,
            1028647.5,
            1005552.5,
            1030122.5,
            1008545.0,
            986100.0,
            1043727.5,
            1022127.5,
            1001352.5,
            1060597.5,
            1038487.5,
            1016177.5,
            994502.5,
            972392.5,
            952180.0,
            952012.5,
            951270.0,
            951740.0,
            951547.5,
            951380.0,
            951100.0,
            950820.0,
            950565.0,
            950585.0,
            950305.0,
            949962.5,
            949645.0,
            949427.5,
            949935.0,
            949730.0,
            950425.0,
            1006195.0,
            984250.0,
            962690.0,
            1017990.0,
            1017202.5,
            995377.5,
            973845.0,
            1030885.0,
            1091960.0,
            1069240.0,
            1047200.0,
            1023402.5,
            1082702.5,
            1146662.5,
            1122182.5,
            1098550.0,
            1136865.0,
            1112372.5,
            1177715.0,
            1151210.0,
            1127235.0,
            1193280.0,
            1165720.0,
            1233865.0,
            1207112.5,
            1181702.5,
            1156975.0,
            1167270.0,
            1143137.5,
            1118860.0,
            1184180.0,
            1159670.0,
            1134110.0,
            1110735.0,
            1175782.5,
            1152022.5,
            1219980.0,
            1191427.5,
            1166917.5,
            1143052.5,
            1119765.0,
            1185030.0,
            1159500.0,
            1135052.5,
            1111240.0,
            1111035.0,
            1110642.5,
            1113850.0,
            1091230.0,
            1091050.0,
            1090845.0,
            1090265.0,
            1089822.5,
            1089480.0,
            1090512.5,
            1090932.5,
            1090590.0,
            1090297.5,
            1091630.0,
            1155485.0,
            1223042.5,
            1197792.5,
            1173500.0,
            1148750.0,
            1125462.5,
            1100337.5,
            1076352.5,
            1051842.5,
            1030172.5,
            1090057.5,
            1066187.5,
            1044107.5,
            1105387.5,
            1081847.5,
            1081705.0,
            1081537.5,
            1081270.0,
            1080965.0,
            1080747.5,
            1080292.5,
            1080675.0,
            1081182.5,
            1058742.5,
            1121277.5,
            1186620.0,
            1160955.0,
            1136315.0,
            1112555.0,
            1177825.0,
            1154025.0,
            1130082.5,
            1106270.0,
            1083092.5,
            1147472.5,
            1121082.5,
            1095817.5,
            1159497.5,
            1135097.5,
            1110292.5,
            1109912.5,
            1109507.5,
            1109077.5,
            1108772.5,
            1108155.0,
            1107862.5,
            1107395.0
          ],
          "summary": {
            "start_equity": 1000000.0,
            "end_equity": 1107395.0,
            "min_equity": 949427.5,
            "max_equity": 1233865.0,
            "profit_usd": 107395.0,
            "profit_pct": 10.7395
          }
        }
      },
      "trades": []
    }
  ],
  "_assets": {
    "equity_compare": "C:\\Users\\Administrator\\AppData\\Roaming\\XtradeReversePublisher\\jobs\\es-volume-2500-105d-backtest-result-wr280-rr-13-net9930-trades144\\equity_compare.png",
    "kpi_card": "C:\\Users\\Administrator\\AppData\\Roaming\\XtradeReversePublisher\\jobs\\es-volume-2500-105d-backtest-result-wr280-rr-13-net9930-trades144\\kpi_card.png"
  }
}