Fractiz
Backtest Sample
Bearish Harami Cross
NQ 15m · Bearish Harami Cross · 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
$9,930.00
Max Drawdown %
7.33%
Profit Factor
1.29
Win Rate
55.00%
Sharpe Ratio
0.36
Total Trades
100
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 | · | 92 | -1.3k | 1.5k | 1.1k | 462 | -876 | -578 | -748 | -1.1k | 97 | -1.1k | -2.3k |
| 2021 | 402 | -1.9k | -683 | · | · | -476 | -166 | -413 | 407 | · | -23 | 1.0k | -1.8k |
| 2022 | 247 | 4.9k | 5.5k | -1 | 1.1k | · | -786 | -656 | -2.8k | 77 | 517 | · | 8.0k |
| 2023 | 217 | -151 | -368 | · | 67 | 2.0k | -598 | · | 102 | 610 | 400 | -986 | 1.3k |
| 2024 | · | 730 | -3.2k | 6.1k | 1.3k | 272 | · | 97 | -1.6k | -2.7k | 4.0k | -223 | 4.8k |
Detailed Metrics
Sharpe Ratio
0.36
Sortino Ratio
0.64
Profit Factor
1.29
Avg Win / Avg Loss
1.06
Avg Winner
$801.89
Avg Loser
-$759.42
Expectancy
$99.30
Recovery Factor
1.33
Max Drawdown ($)
$7,469.25
Max Drawdown (%)
7.33%
Max DD ($) Trough
426d
Max DD ($) Recovery
641d
Max DD (%) Trough
426d
Max DD (%) Recovery
641d
Commission
$275.00
Winning / Losing
55 / 45
Total Orders
200
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
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
8
Max Consecutive Losses
6
Avg Consecutive Wins
2.1
Avg Consecutive Losses
1.7
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
97
Profitable Days
53
Daily Win Rate
54.64%
Avg Daily Return
$102.37
Std Dev Daily
$1,247.10
Max Daily Return
$6,122.25
Min Daily Return
-$2,737.75
Max EOD Drawdown
$7,469.25
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 98 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
200 orders generated by this run.
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