Fractiz
Backtest Sample
Bearish One Black Crow
NQ 1D · Bearish One Black Crow · 2020-2024 · NQ
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Account-threatening drawdown
Drawdown of 85.79% approached account-killing levels. A trader entering near a peak would lose most of their capital, and in live trading margin calls would likely have forced liquidation before the strategy reached this drawdown.
Net P&L
-$85,656.50
Max Drawdown %
85.79%
Profit Factor
0.31
Win Rate
34.62%
Sharpe Ratio
-0.96
Total Trades
26
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 | · | · | · | · | · | 910 | · | · | · | -8.4k | · | · | -7.5k |
| 2021 | · | -7.3k | · | · | · | · | -4.0k | · | · | · | · | 5.6k | -5.7k |
| 2022 | · | · | · | · | 272 | · | -318 | · | 2.0k | · | · | · | 2.0k |
| 2023 | -8.1k | 5.4k | -5.3k | · | -13k | -533 | -9.8k | -14k | 4.1k | -11k | · | -6.0k | -59k |
| 2024 | · | -1.1k | -9.8k | 10k | -11k | · | 10.0k | · | · | -78 | · | -14k | -15k |
Detailed Metrics
Sharpe Ratio
-0.96
Sortino Ratio
-1.06
Profit Factor
0.31
Avg Win / Avg Loss
0.59
Avg Winner
$4,288.36
Avg Loser
-$7,308.93
Expectancy
-$3,294.48
Recovery Factor
-0.99
Max Drawdown ($)
$86,566.00
Max Drawdown (%)
85.79%
Max DD ($) Trough
1622d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1622d
Max DD (%) Recovery
Not yet recovered
Commission
$71.50
Winning / Losing
9 / 17
Total Orders
52
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 One Black Crow
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
5
Avg Consecutive Wins
1.3
Avg Consecutive Losses
2.4
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
26
Profitable Days
9
Daily Win Rate
34.62%
Avg Daily Return
-$3,294.48
Std Dev Daily
$7,040.71
Max Daily Return
$10,412.25
Min Daily Return
-$14,082.75
Max EOD Drawdown
$86,566.00
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 26 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
52 orders generated by this run.