Fractiz
Backtest Sample
Bearish Meeting Line
NQ 1D · Bearish Meeting Line · 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
$12,546.25
Max Drawdown %
3.65%
Profit Factor
2.93
Win Rate
60.00%
Sharpe Ratio
0.43
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 | · | -2.2k | · | · | · | · | · | · | · | 9.2k | · | · | 7.0k |
| 2023 | · | · | · | 6.7k | · | · | 3.1k | · | · | · | · | · | 9.8k |
| 2024 | · | · | · | · | -4.3k | · | · | · | · | · | · | · | -4.3k |
Detailed Metrics
Sharpe Ratio
0.43
Sortino Ratio
1.15
Profit Factor
2.93
Avg Win / Avg Loss
1.96
Avg Winner
$6,343.92
Avg Loser
-$3,242.75
Expectancy
$2,509.25
Recovery Factor
2.94
Max Drawdown ($)
$4,267.75
Max Drawdown (%)
3.65%
Max DD ($) Trough
298d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
298d
Max DD (%) Recovery
Not yet recovered
Commission
$13.75
Winning / Losing
3 / 2
Total Orders
10
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 Meeting Line
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
1
Avg Consecutive Wins
3.0
Avg Consecutive Losses
1.0
Median Consecutive Wins
3
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
5
Profitable Days
3
Daily Win Rate
60.00%
Avg Daily Return
$2,509.25
Std Dev Daily
$5,131.82
Max Daily Return
$9,237.25
Min Daily Return
-$4,267.75
Max EOD Drawdown
$4,267.75
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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