Fractiz
Backtest Sample
Bearish Identical Three Crows
ES 5m · Bearish Identical Three Crows · 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
$1,039.75
Max Drawdown %
1.71%
Profit Factor
1.31
Win Rate
54.84%
Sharpe Ratio
0.23
Total Trades
31
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 | · | · | 535 | -428 | 172 | · | · | · | · | · | · | · | 279 |
| 2021 | · | 297 | · | -178 | 647 | · | · | · | · | · | 785 | -468 | 1.1k |
| 2022 | -803 | · | -293 | · | · | 10 | 282 | · | · | · | 945 | -18 | 123 |
| 2023 | · | -178 | -178 | 110 | · | · | 47 | 60 | -3 | · | · | -543 | -685 |
| 2024 | · | · | 195 | · | · | 45 | · | · | · | · | · | · | 239 |
Detailed Metrics
Sharpe Ratio
0.23
Sortino Ratio
0.40
Profit Factor
1.31
Avg Win / Avg Loss
1.08
Avg Winner
$255.34
Avg Loser
-$235.79
Expectancy
$33.54
Recovery Factor
0.60
Max Drawdown ($)
$1,744.25
Max Drawdown (%)
1.71%
Max DD ($) Trough
218d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
218d
Max DD (%) Recovery
Not yet recovered
Commission
$85.25
Winning / Losing
17 / 14
Total Orders
62
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
5m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Identical Three Crows
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
5
Avg Consecutive Wins
2.1
Avg Consecutive Losses
2.0
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
29
Profitable Days
15
Daily Win Rate
51.72%
Avg Daily Return
$35.85
Std Dev Daily
$365.77
Max Daily Return
$922.25
Min Daily Return
-$802.75
Max EOD Drawdown
$1,744.25
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 29 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
62 orders generated by this run.
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