Fractiz
Backtest Sample
Bearish Belt Hold
RTY 1D · Bearish Belt Hold · 2020-2024 · RTY
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$953.25
Max Drawdown %
2.49%
Profit Factor
0.62
Win Rate
66.67%
Sharpe Ratio
-0.15
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 | · | · | · | · | · | -2.5k | · | · | · | · | · | · | -2.5k |
| 2021 | 917 | · | · | · | · | 617 | · | · | · | · | · | · | 1.5k |
Detailed Metrics
Sharpe Ratio
-0.15
Sortino Ratio
-0.17
Profit Factor
0.62
Avg Win / Avg Loss
0.31
Avg Winner
$767.25
Avg Loser
-$2,487.75
Expectancy
-$317.75
Recovery Factor
-0.38
Max Drawdown ($)
$2,487.75
Max Drawdown (%)
2.49%
Max DD ($) Trough
0d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
0d
Max DD (%) Recovery
Not yet recovered
Commission
$8.25
Winning / Losing
2 / 1
Total Orders
6
Configuration
Strategy
Candlestick Patterns
Contracts
RTY
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
2
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
3
Profitable Days
2
Daily Win Rate
66.67%
Avg Daily Return
-$317.75
Std Dev Daily
$1,539.30
Max Daily Return
$917.25
Min Daily Return
-$2,487.75
Max EOD Drawdown
$2,487.75
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 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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