Fractiz
Backtest Sample
Bearish Matching High
ES 1D · Bearish Matching High · 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
-$3,926.25
Max Drawdown %
4.74%
Profit Factor
0.57
Win Rate
40.00%
Sharpe Ratio
-0.24
Total Trades
5
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 | · | · | · | · | · | -3.9k | · | · | · | · | · | · | -3.9k |
| 2021 | · | -853 | · | · | · | · | · | · | · | · | · | · | -853 |
| 2022 | · | · | · | · | · | · | · | · | · | · | 3.8k | · | 3.8k |
| 2024 | 1.4k | · | · | · | -4.4k | · | · | · | · | · | · | · | -3.0k |
Detailed Metrics
Sharpe Ratio
-0.24
Sortino Ratio
-0.29
Profit Factor
0.57
Avg Win / Avg Loss
0.85
Avg Winner
$2,591.00
Avg Loser
-$3,036.08
Expectancy
-$785.25
Recovery Factor
-0.83
Max Drawdown ($)
$4,743.00
Max Drawdown (%)
4.74%
Max DD ($) Trough
257d
Max DD ($) Recovery
1336d
Max DD (%) Trough
257d
Max DD (%) Recovery
1336d
Commission
$13.75
Winning / Losing
2 / 3
Total Orders
10
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Matching High
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
2
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.5
Median Consecutive Wins
2
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,293
Days Traded
5
Profitable Days
2
Daily Win Rate
40.00%
Avg Daily Return
-$785.25
Std Dev Daily
$3,103.87
Max Daily Return
$3,797.25
Min Daily Return
-$4,365.25
Max EOD Drawdown
$4,743.00
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 5 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
10 orders generated by this run.
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