Fractiz
Backtest Sample
Bearish Hanging Man
NQ 1D · 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
-$1,875.50
Max Drawdown %
7.53%
Profit Factor
0.75
Win Rate
50.00%
Sharpe Ratio
-0.09
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | · | · | · | -7.5k | · | · | · | · | · | · | · | · | -7.5k |
| 2021 | · | · | · | · | · | · | · | · | 5.7k | · | · | · | 5.7k |
Detailed Metrics
Sharpe Ratio
-0.09
Sortino Ratio
-0.11
Profit Factor
0.75
Avg Win / Avg Loss
0.75
Avg Winner
$5,652.25
Avg Loser
-$7,527.75
Expectancy
-$937.75
Recovery Factor
-0.25
Max Drawdown ($)
$7,527.75
Max Drawdown (%)
7.53%
Max DD ($) Trough
0d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
0d
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 Hanging Man
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
-$937.75
Std Dev Daily
$6,590.00
Max Daily Return
$5,652.25
Min Daily Return
-$7,527.75
Max EOD Drawdown
$7,527.75
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.