Fractiz
Backtest Sample
Bearish Belt Hold
NQ 1D · Bearish Belt Hold · 2020-2024 · NQ
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$646.50
Max Drawdown %
12.29%
Profit Factor
0.97
Win Rate
66.67%
Sharpe Ratio
-0.02
Total Trades
6
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 | · | · | · | · | -5.0k | · | 5.9k | · | · | · | · | · | 985 |
| 2021 | · | · | 5.5k | · | · | · | · | · | · | · | · | · | 5.5k |
| 2023 | · | · | · | · | · | 4.6k | · | -14k | · | · | · | · | -9.0k |
| 2024 | · | · | · | · | 1.8k | · | · | · | · | · | · | · | 1.8k |
Detailed Metrics
Sharpe Ratio
-0.02
Sortino Ratio
-0.02
Profit Factor
0.97
Avg Win / Avg Loss
0.48
Avg Winner
$4,493.50
Avg Loser
-$9,310.25
Expectancy
-$107.75
Recovery Factor
-0.05
Max Drawdown ($)
$13,667.75
Max Drawdown (%)
12.29%
Max DD ($) Trough
69d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
69d
Max DD (%) Recovery
Not yet recovered
Commission
$16.50
Winning / Losing
4 / 2
Total Orders
12
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Belt Hold
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
1
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.0
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
6
Profitable Days
4
Daily Win Rate
66.67%
Avg Daily Return
-$107.75
Std Dev Daily
$7,097.47
Max Daily Return
$5,937.25
Min Daily Return
-$13,667.75
Max EOD Drawdown
$13,667.75
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 6 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
12 orders generated by this run.
More Bearish Belt Hold backtests