Fractiz
Backtest Sample
Bearish Dark Cloud Cover
RTY 1D · Bearish Dark Cloud Cover · 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
-$3,339.75
Max Drawdown %
7.16%
Profit Factor
0.62
Win Rate
44.44%
Sharpe Ratio
-0.26
Total Trades
9
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 | 1.9k | 397 | · | · | · | · | · | · | · | · | · | -1.4k | 817 |
| 2021 | · | · | · | · | 2.7k | 617 | · | · | · | -1.0k | -3.2k | · | -926 |
| 2022 | · | · | -668 | · | · | · | · | · | · | · | · | · | -668 |
| 2023 | · | · | · | · | · | · | · | · | · | · | · | -2.6k | -2.6k |
Detailed Metrics
Sharpe Ratio
-0.26
Sortino Ratio
-0.33
Profit Factor
0.62
Avg Win / Avg Loss
0.78
Avg Winner
$1,388.50
Avg Loser
-$1,778.75
Expectancy
-$371.08
Recovery Factor
-0.45
Max Drawdown ($)
$7,456.00
Max Drawdown (%)
7.16%
Max DD ($) Trough
919d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
919d
Max DD (%) Recovery
Not yet recovered
Commission
$24.75
Winning / Losing
4 / 5
Total Orders
18
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 Dark Cloud Cover
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
4
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.5
Median Consecutive Wins
2
Median Consecutive Losses
2.5
Daily Performance
Tradeable Days
1,293
Days Traded
9
Profitable Days
4
Daily Win Rate
44.44%
Avg Daily Return
-$371.08
Std Dev Daily
$1,833.72
Max Daily Return
$2,682.25
Min Daily Return
-$3,187.75
Max EOD Drawdown
$7,456.00
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 9 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
18 orders generated by this run.
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