Fractiz
Backtest Sample
Bearish Doji Star
NQ 1D · Bearish Doji Star · 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
-$13,216.00
Max Drawdown %
13.22%
Profit Factor
0.19
Win Rate
25.00%
Sharpe Ratio
-0.52
Total Trades
4
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 | · | · | · | · | · | · | · | · | · | · | -1.0k | · | -1.0k |
| 2023 | · | · | · | · | · | -6.8k | 3.0k | · | · | · | · | · | -3.7k |
| 2024 | · | · | · | · | · | · | · | · | -8.5k | · | · | · | -8.5k |
Detailed Metrics
Sharpe Ratio
-0.52
Sortino Ratio
-0.54
Profit Factor
0.19
Avg Win / Avg Loss
0.56
Avg Winner
$3,037.25
Avg Loser
-$5,417.75
Expectancy
-$3,304.00
Recovery Factor
-1.00
Max Drawdown ($)
$13,216.00
Max Drawdown (%)
13.22%
Max DD ($) Trough
1033d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1033d
Max DD (%) Recovery
Not yet recovered
Commission
$11.00
Winning / Losing
1 / 3
Total Orders
8
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 Doji Star
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
2
Avg Consecutive Wins
1.0
Avg Consecutive Losses
1.5
Median Consecutive Wins
1
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,293
Days Traded
4
Profitable Days
1
Daily Win Rate
25.00%
Avg Daily Return
-$3,304.00
Std Dev Daily
$4,577.66
Max Daily Return
$3,037.25
Min Daily Return
-$8,452.75
Max EOD Drawdown
$13,216.00
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 4 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
8 orders generated by this run.
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