Fractiz
Backtest Sample
Bearish Evening Doji Star
NQ 1D · Bearish Evening 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
-$7,815.50
Max Drawdown %
9.57%
Profit Factor
0.20
Win Rate
50.00%
Sharpe Ratio
-0.35
Total Trades
2
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | · | · | · | · | · | · | 1.9k | · | · | · | · | · | 1.9k |
| 2024 | · | · | · | · | · | · | · | · | -9.8k | · | · | · | -9.8k |
Detailed Metrics
Sharpe Ratio
-0.35
Sortino Ratio
-0.35
Profit Factor
0.20
Avg Win / Avg Loss
0.20
Avg Winner
$1,937.25
Avg Loser
-$9,752.75
Expectancy
-$3,907.75
Recovery Factor
-0.80
Max Drawdown ($)
$9,752.75
Max Drawdown (%)
9.57%
Max DD ($) Trough
441d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
441d
Max DD (%) Recovery
Not yet recovered
Commission
$5.50
Winning / Losing
1 / 1
Total Orders
4
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 Evening Doji Star
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
1
Avg Consecutive Wins
1.0
Avg Consecutive Losses
1.0
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
2
Profitable Days
1
Daily Win Rate
50.00%
Avg Daily Return
-$3,907.75
Std Dev Daily
$5,845.00
Max Daily Return
$1,937.25
Min Daily Return
-$9,752.75
Max EOD Drawdown
$9,752.75
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 2 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
4 orders generated by this run.