Fractiz
Backtest Sample
Bearish Harami Cross
ES 15m · Bearish Harami Cross · 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
-$1,048.25
Max Drawdown %
3.03%
Profit Factor
0.84
Win Rate
53.85%
Sharpe Ratio
-0.11
Total Trades
13
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 | · | · | -131 | 697 | · | · | · | · | · | · | · | · | 567 |
| 2021 | · | · | · | · | · | · | · | · | -490 | · | · | · | -490 |
| 2022 | · | -103 | 297 | · | · | 535 | · | · | 1.0k | · | · | · | 1.8k |
| 2023 | · | · | -1.3k | · | · | 272 | · | · | · | 435 | · | · | -583 |
| 2024 | · | · | · | · | · | -465 | -1.8k | · | · | · | · | · | -2.3k |
Detailed Metrics
Sharpe Ratio
-0.11
Sortino Ratio
-0.14
Profit Factor
0.84
Avg Win / Avg Loss
0.72
Avg Winner
$757.96
Avg Loser
-$1,059.00
Expectancy
-$80.63
Recovery Factor
-0.34
Max Drawdown ($)
$3,095.50
Max Drawdown (%)
3.03%
Max DD ($) Trough
1576d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1576d
Max DD (%) Recovery
Not yet recovered
Commission
$35.75
Winning / Losing
7 / 6
Total Orders
26
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Harami Cross
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
2
Avg Consecutive Wins
1.8
Avg Consecutive Losses
1.5
Median Consecutive Wins
1.5
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,293
Days Traded
13
Profitable Days
7
Daily Win Rate
53.85%
Avg Daily Return
-$80.63
Std Dev Daily
$1,126.28
Max Daily Return
$2,047.25
Min Daily Return
-$2,177.75
Max EOD Drawdown
$3,095.50
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 13 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
26 orders generated by this run.
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