Fractiz
Backtest Sample
Bearish Identical Three Crows
NQ 5m · Bearish Identical Three Crows · 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
$1,315.50
Max Drawdown %
3.83%
Profit Factor
1.19
Win Rate
47.37%
Sharpe Ratio
0.16
Total Trades
38
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 | · | · | 415 | · | · | · | -851 | · | -428 | · | -328 | · | -1.2k |
| 2021 | · | · | · | · | · | · | · | · | · | · | · | -53 | -53 |
| 2022 | -1.3k | · | -176 | -296 | · | 460 | -263 | · | -456 | · | 1.3k | -156 | -921 |
| 2023 | · | 195 | · | 185 | 32 | · | 265 | · | -56 | 177 | · | · | 798 |
| 2024 | -158 | -273 | 7 | 2.3k | 92 | · | 762 | · | 92 | -138 | · | · | 2.7k |
Detailed Metrics
Sharpe Ratio
0.16
Sortino Ratio
0.28
Profit Factor
1.19
Avg Win / Avg Loss
1.32
Avg Winner
$457.25
Avg Loser
-$345.75
Expectancy
$34.62
Recovery Factor
0.34
Max Drawdown ($)
$3,849.00
Max Drawdown (%)
3.83%
Max DD ($) Trough
921d
Max DD ($) Recovery
1544d
Max DD (%) Trough
921d
Max DD (%) Recovery
1544d
Commission
$104.50
Winning / Losing
18 / 20
Total Orders
76
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
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
5
Max Consecutive Losses
8
Avg Consecutive Wins
2.3
Avg Consecutive Losses
2.5
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
36
Profitable Days
16
Daily Win Rate
44.44%
Avg Daily Return
$36.54
Std Dev Daily
$619.46
Max Daily Return
$2,297.25
Min Daily Return
-$1,307.75
Max EOD Drawdown
$3,849.00
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 35 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
76 orders generated by this run.
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