Fractiz
Backtest Sample
Bearish Evening Star
ES 1D · Bearish Evening Star · 2020-2024 · ES
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$7,891.50
Max Drawdown %
7.89%
Profit Factor
0.15
Win Rate
16.67%
Sharpe Ratio
-0.70
Total Trades
6
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 | · | -2.7k | · | -3.0k | · | · | · | · | · | · | -2.2k | · | -7.9k |
| 2021 | · | 1.4k | · | -1.2k | · | · | · | · | · | · | · | · | 220 |
| 2023 | · | · | · | · | · | · | · | · | · | · | -228 | · | -228 |
Detailed Metrics
Sharpe Ratio
-0.70
Sortino Ratio
-0.73
Profit Factor
0.15
Avg Win / Avg Loss
0.77
Avg Winner
$1,447.25
Avg Loser
-$1,867.75
Expectancy
-$1,315.25
Recovery Factor
-1.00
Max Drawdown ($)
$7,891.50
Max Drawdown (%)
7.89%
Max DD ($) Trough
1385d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1385d
Max DD (%) Recovery
Not yet recovered
Commission
$16.50
Winning / Losing
1 / 5
Total Orders
12
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Evening Star
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
3
Avg Consecutive Wins
1.0
Avg Consecutive Losses
2.5
Median Consecutive Wins
1
Median Consecutive Losses
2.5
Daily Performance
Tradeable Days
1,293
Days Traded
6
Profitable Days
1
Daily Win Rate
16.67%
Avg Daily Return
-$1,315.25
Std Dev Daily
$1,547.01
Max Daily Return
$1,447.25
Min Daily Return
-$3,015.25
Max EOD Drawdown
$7,891.50
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 6 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
12 orders generated by this run.
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