Backtest report
Run 1 robustness report
KhanSaab Sniper Entry/Exit V.02 (khan-saab-sniper-v02) on ES · 5m · raw_stitched
Variants
8 variants
Trades
9,034 trades
Rolls
2 rolls
Top variant net PnL
-$56,187.86
Run context
- Status
- completed
- Continuous build
- ES · 5m · raw_stitched
- Roll method
- volume_confirmed_daily
- Top profit factor
- 0.77
- Started
- 2026-05-08 01:48
- Completed
- 2026-05-08 01:48
Trade-management comparison
| Rank | Variant | Verdict | Score | Net PnL |
|---|---|---|---|---|
| #1 | ATR Stop + TP1 atr-stop-tp1 | reject | 73 | -$56,187.86 |
| #2 | Max Bars Held 10 max-bars-10 | reject | 72 | -$31,067.50 |
| #3 | ATR Stop + TP1 + Session Close atr-stop-tp1-session-close | reject | 67 | -$56,688.04 |
| #4 | Opposite Signal Only opposite-signal-only | reject | 61 | -$56,997.50 |
| #5 | ATR Stop + TP3 atr-stop-tp3 | reject | 60 | -$49,778.04 |
| #6 | ATR Stop + TP2 + Session Close atr-stop-tp2-session-close | reject | 60 | -$57,558.93 |
| #7 | ATR Stop + TP2 atr-stop-tp2 | reject | 60 | -$57,939.64 |
| #8 | Max Bars Held 20 max-bars-20 | reject | 45 | $972.50 |
Top variant diagnostics
Sample trades
trade-1
long · target · $433.39
Daily metrics
2025-11-04
1 trades · $433.39
Session metrics
overnight
823 trades · -$34,470.80
Equity curve sample
Equity $2,543.30
Drawdown $309.91
Roll audit
| # | Contracts | Confirmation | Price gap | Rule |
|---|---|---|---|---|
| 1 | ESZ5 → ESH6 | 2025-12-15 | 57.75 pts | daily_volume_crossover_next_bar |
| 2 | ESH6 → ESM6 | 2026-03-16 | 50.50 pts | daily_volume_crossover_next_bar |