Fractiz
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$36,492.50
Max Drawdown %
60.11%
Profit Factor
0.71
Win Rate
36.67%
Sharpe Ratio
-0.31
Total Trades
30
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 | 1.3k | · | · | · | -5.0k | · | · | · | 11k | · | -3.6k | -9.9k | -5.8k |
| 2021 | -1.7k | -748 | 27 | · | 6.8k | · | -1.3k | -1.7k | -6.3k | 2.9k | -298 | · | -2.3k |
| 2022 | 16k | -4.0k | · | · | 20k | -383 | · | · | · | · | -19k | · | 13k |
| 2023 | · | -13k | · | · | · | -18k | · | · | · | · | · | · | -31k |
| 2024 | -16k | · | · | · | · | -488 | · | 3.5k | -12k | · | 14k | · | -10k |
Detailed Metrics
Sharpe Ratio
-0.31
Sortino Ratio
-0.42
Profit Factor
0.71
Avg Win / Avg Loss
1.22
Avg Winner
$8,014.52
Avg Loser
-$6,560.64
Expectancy
-$1,216.42
Recovery Factor
-0.49
Max Drawdown ($)
$74,317.00
Max Drawdown (%)
60.11%
Max DD ($) Trough
867d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
867d
Max DD (%) Recovery
Not yet recovered
Commission
$82.50
Winning / Losing
11 / 19
Total Orders
60
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 Engulfing
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
6
Avg Consecutive Wins
1.2
Avg Consecutive Losses
2.4
Median Consecutive Wins
1
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,293
Days Traded
30
Profitable Days
11
Daily Win Rate
36.67%
Avg Daily Return
-$1,216.42
Std Dev Daily
$9,371.65
Max Daily Return
$20,197.25
Min Daily Return
-$18,612.75
Max EOD Drawdown
$74,317.00
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 30 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
60 orders generated by this run.