Fractiz
Backtest Sample
Bearish Separating Lines
NQ 1D · Bearish Separating Lines · 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
-$30,628.25
Max Drawdown %
30.63%
Profit Factor
0.00
Win Rate
0.00%
Sharpe Ratio
-0.75
Total Trades
3
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 | · | · | · | · | · | · | · | · | -7.2k | · | -13k | · | -20k |
| 2022 | · | · | · | · | · | -11k | · | · | · | · | · | · | -11k |
Detailed Metrics
Sharpe Ratio
-0.75
Sortino Ratio
-0.75
Profit Factor
0.00
Avg Win / Avg Loss
0.00
Avg Winner
$0.00
Avg Loser
-$10,209.42
Expectancy
-$10,209.42
Recovery Factor
-1.00
Max Drawdown ($)
$30,628.25
Max Drawdown (%)
30.63%
Max DD ($) Trough
646d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
646d
Max DD (%) Recovery
Not yet recovered
Commission
$8.25
Winning / Losing
0 / 3
Total Orders
6
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 Separating Lines
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
0
Max Consecutive Losses
3
Avg Consecutive Wins
0.0
Avg Consecutive Losses
3.0
Median Consecutive Wins
0
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
3
Profitable Days
0
Daily Win Rate
0.00%
Avg Daily Return
-$10,209.42
Std Dev Daily
$2,224.52
Max Daily Return
-$7,197.75
Min Daily Return
-$12,502.75
Max EOD Drawdown
$30,628.25
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 3 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
6 orders generated by this run.
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