Fractiz
Backtest Sample
Bearish Dark Cloud Cover
NQ 1D · Bearish Dark Cloud Cover · 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
$13,141.75
Max Drawdown %
0.86%
Profit Factor
16.23
Win Rate
66.67%
Sharpe Ratio
0.57
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | -863 | · | · | 8.7k | · | · | · | · | · | · | · | 7.8k |
| 2023 | · | · | · | 5.3k | · | · | · | · | · | · | · | · | 5.3k |
Detailed Metrics
Sharpe Ratio
0.57
Sortino Ratio
6.72
Profit Factor
16.23
Avg Win / Avg Loss
8.12
Avg Winner
$7,002.25
Avg Loser
-$862.75
Expectancy
$4,380.58
Recovery Factor
15.23
Max Drawdown ($)
$862.75
Max Drawdown (%)
0.86%
Max DD ($) Trough
0d
Max DD ($) Recovery
75d
Max DD (%) Trough
0d
Max DD (%) Recovery
75d
Commission
$8.25
Winning / Losing
2 / 1
Total Orders
6
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 Dark Cloud Cover
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
$4,380.58
Std Dev Daily
$3,948.98
Max Daily Return
$8,667.25
Min Daily Return
-$862.75
Max EOD Drawdown
$862.75
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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