Fractiz
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$25,749.75
Max Drawdown %
34.06%
Profit Factor
0.74
Win Rate
37.93%
Sharpe Ratio
-0.29
Total Trades
29
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 | -2.3k | · | 6.4k | -11k | · | -5.0k | · | · | 3.0k | · | · | · | -9.0k |
| 2021 | 10.0k | · | · | · | · | · | · | -638 | 767 | -6.7k | · | · | 3.4k |
| 2022 | 5.0k | · | -12k | 12k | · | -3.0k | · | · | · | · | 7.5k | · | 9.9k |
| 2023 | · | · | -4.7k | · | -12k | · | 2.7k | · | 13k | 9.5k | -2.3k | · | 6.0k |
| 2024 | -10k | -1.1k | -9.0k | · | -893 | · | -12k | · | · | 1.0k | · | -3.6k | -36k |
Detailed Metrics
Sharpe Ratio
-0.29
Sortino Ratio
-0.39
Profit Factor
0.74
Avg Win / Avg Loss
1.21
Avg Winner
$6,638.61
Avg Loser
-$5,487.47
Expectancy
-$887.92
Recovery Factor
-0.67
Max Drawdown ($)
$38,347.00
Max Drawdown (%)
34.06%
Max DD ($) Trough
420d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
420d
Max DD (%) Recovery
Not yet recovered
Commission
$79.75
Winning / Losing
11 / 18
Total Orders
58
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 Harami
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
6
Avg Consecutive Wins
1.4
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
29
Profitable Days
11
Daily Win Rate
37.93%
Avg Daily Return
-$887.92
Std Dev Daily
$7,227.88
Max Daily Return
$12,997.25
Min Daily Return
-$12,432.75
Max EOD Drawdown
$38,347.00
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 29 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
58 orders generated by this run.