FTA Labs
From Trading Idea to Tested System
Client: John Smith, United Kingdom
Date Initiated: 15 June 2026
Strategy: Opening Range Reversion v1

Strategy Report

A+

A professional backtest report designed to evaluate the historical performance, risk profile and viability of a futures trading strategy.

Strategy Parameters

Market
ES Futures
Timeframe
5 Minute
Opening Range
30 Minutes
Risk per Trade
$300

Performance Statistics

Net Profit
$39,504
Profit Factor
1.32
Max Drawdown
$2,896
Win Rate
44%

Full Statistics

PeriodJan 2025 – May 31 2026
Sharpe Ratio0.96
Sortino Ratio1.00
Number of Trades1044
Break Even Trades27
Consecutive Winners7
Consecutive Losers10
Average Win Trade$352
Largest Win$483
Average Loss Trade-$219
Largest Loss-$318
Average Trades per Day2.96
Profit per Month$2,367

Equity Curve

Equity curve showing cumulative strategy profit over the test period

Common Refinements for Your Strategy

Most strategies can be further investigated through one or more of the following areas:

Session Filters

Restrict trading to specific sessions or hours where the strategy exhibits stronger performance.

Volatility Filters

Use measures such as ATR or VIX to avoid periods of unusually high or low volatility.

Risk Management

Evaluate alternative stop-loss, take-profit and position sizing methods.

Market Structure Filters

Investigate whether trend, range or higher timeframe market conditions affect performance.

News Filters

Assess the impact of major economic events and whether avoiding them improves consistency.

Prop Firm Constraints

Evaluate performance under realistic drawdown, payout and risk management rules.

Conclusion

The strategy exhibited positive expectancy and controlled drawdowns throughout the test period. While historical performance does not guarantee future results, the findings provide a solid foundation for further research, refinement and evaluation.

Thank You

Thank you for choosing FTA Labs.

We hope this report has provided valuable insight into the strengths and characteristics of your strategy and serves as a solid foundation for further research and development.

FTA Labs