Fractiz
Backtest Sample
Bearish On Neck Line
NQ 1D · Bearish On Neck 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
-$8,306.00
Max Drawdown %
8.31%
Profit Factor
0.38
Win Rate
25.00%
Sharpe Ratio
-0.37
Total Trades
4
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 | · | · | · | · | · | · | · | · | · | · | -2.2k |
| 2024 | · | · | · | · | -4.3k | 5.1k | · | · | · | · | · | -6.9k | -6.1k |
Detailed Metrics
Sharpe Ratio
-0.37
Sortino Ratio
-0.44
Profit Factor
0.38
Avg Win / Avg Loss
1.14
Avg Winner
$5,067.25
Avg Loser
-$4,457.75
Expectancy
-$2,076.50
Recovery Factor
-1.00
Max Drawdown ($)
$8,306.00
Max Drawdown (%)
8.31%
Max DD ($) Trough
1749d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1749d
Max DD (%) Recovery
Not yet recovered
Commission
$11.00
Winning / Losing
1 / 3
Total Orders
8
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 On Neck Line
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
2
Avg Consecutive Wins
1.0
Avg Consecutive Losses
1.5
Median Consecutive Wins
1
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,293
Days Traded
4
Profitable Days
1
Daily Win Rate
25.00%
Avg Daily Return
-$2,076.50
Std Dev Daily
$4,444.18
Max Daily Return
$5,067.25
Min Daily Return
-$6,887.75
Max EOD Drawdown
$8,306.00
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 4 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
8 orders generated by this run.
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