Fractiz
Backtest Sample
Bearish Advance Block
ES 1D · Bearish Advance Block · 2020-2024 · ES
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$6,433.25
Max Drawdown %
8.62%
Profit Factor
0.25
Win Rate
33.33%
Sharpe Ratio
-0.35
Total Trades
3
Monthly Returns
Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | · | · | · | · | · | -7.8k | · | -840 | · | · | · | · | -8.6k |
| 2023 | · | · | · | · | · | 2.2k | · | · | · | · | · | · | 2.2k |
Detailed Metrics
Sharpe Ratio
-0.35
Sortino Ratio
-0.36
Profit Factor
0.25
Avg Win / Avg Loss
0.51
Avg Winner
$2,184.75
Avg Loser
-$4,309.00
Expectancy
-$2,144.42
Recovery Factor
-0.75
Max Drawdown ($)
$8,618.00
Max Drawdown (%)
8.62%
Max DD ($) Trough
70d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
70d
Max DD (%) Recovery
Not yet recovered
Commission
$8.25
Winning / Losing
1 / 2
Total Orders
6
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Advance Block
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
2
Avg Consecutive Wins
1.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
3
Profitable Days
1
Daily Win Rate
33.33%
Avg Daily Return
-$2,144.42
Std Dev Daily
$4,170.41
Max Daily Return
$2,184.75
Min Daily Return
-$7,777.75
Max EOD Drawdown
$8,618.00
Per-Trade P&L Distribution
Spread of single-trade outcomes. Wide tails on the right reveal whether the strategy depends on a few large winners.
Daily P&L Distribution
Spread of net P&L per trading day. A flat right tail means consistency; a single large positive bin means luck.
Streak Distribution
How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.
Recent Daily P&L
Last 3 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
6 orders generated by this run.
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