Fractiz
Backtest Sample
Bearish Matching High
YM 1D · Bearish Matching High · 2020-2024 · YM
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
$31.25
Max Drawdown %
3.83%
Profit Factor
1.01
Win Rate
20.00%
Sharpe Ratio
0.00
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | · | · | · | · | · | -328 | · | -1.2k | · | 5.6k | 4.0k |
| 2023 | · | · | · | -2.7k | · | · | · | · | · | · | · | -1.3k | -4.0k |
Detailed Metrics
Sharpe Ratio
0.00
Sortino Ratio
0.00
Profit Factor
1.01
Avg Win / Avg Loss
4.02
Avg Winner
$5,552.25
Avg Loser
-$1,380.25
Expectancy
$6.25
Recovery Factor
0.01
Max Drawdown ($)
$3,985.50
Max Drawdown (%)
3.83%
Max DD ($) Trough
754d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
754d
Max DD (%) Recovery
Not yet recovered
Commission
$13.75
Winning / Losing
1 / 4
Total Orders
10
Configuration
Strategy
Candlestick Patterns
Contracts
YM
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
1
Max Consecutive Losses
2
Avg Consecutive Wins
1.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
5
Profitable Days
1
Daily Win Rate
20.00%
Avg Daily Return
$6.25
Std Dev Daily
$2,876.54
Max Daily Return
$5,552.25
Min Daily Return
-$2,712.75
Max EOD Drawdown
$3,985.50
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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