Fractiz
Backtest Sample
Bearish Separating Lines
RTY 1D · Bearish Separating Lines · 2020-2024 · RTY
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$5,163.75
Max Drawdown %
6.35%
Profit Factor
0.46
Win Rate
20.00%
Sharpe Ratio
-0.31
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 | · | · | · | · | · | · | · | · | -1.4k | · | · | · | -1.4k |
| 2021 | · | · | · | · | · | · | · | · | -5.0k | · | · | · | -5.0k |
| 2022 | 4.4k | · | · | · | · | -2.9k | · | · | · | · | · | · | 1.5k |
| 2024 | -323 | · | · | · | · | · | · | · | · | · | · | · | -323 |
Detailed Metrics
Sharpe Ratio
-0.31
Sortino Ratio
-0.39
Profit Factor
0.46
Avg Win / Avg Loss
1.83
Avg Winner
$4,367.25
Avg Loser
-$2,382.75
Expectancy
-$1,032.75
Recovery Factor
-0.81
Max Drawdown ($)
$6,345.50
Max Drawdown (%)
6.35%
Max DD ($) Trough
377d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
377d
Max DD (%) Recovery
Not yet recovered
Commission
$13.75
Winning / Losing
1 / 4
Total Orders
10
Configuration
Strategy
Candlestick Patterns
Contracts
RTY
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
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
-$1,032.75
Std Dev Daily
$3,118.21
Max Daily Return
$4,367.25
Min Daily Return
-$4,967.75
Max EOD Drawdown
$6,345.50
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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