Fractiz
Backtest Sample
Bearish Squeeze Alert
RTY 1D · Bearish Squeeze Alert · 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
$6,071.75
Max Drawdown %
0.00%
Profit Factor
0.00
Win Rate
100.00%
Sharpe Ratio
0.65
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 | 2.8k | · | · | · | · | · | 292 | · | · | · | · | · | 3.1k |
| 2023 | · | 2.9k | · | · | · | · | · | · | · | · | · | · | 2.9k |
Detailed Metrics
Sharpe Ratio
0.65
Sortino Ratio
0.00
Profit Factor
0.00
Avg Win / Avg Loss
0.00
Avg Winner
$2,023.92
Avg Loser
$0.00
Expectancy
$2,023.92
Recovery Factor
0.00
Max Drawdown ($)
$0.00
Max Drawdown (%)
0.00%
Max DD ($) Trough
0d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
0d
Max DD (%) Recovery
Not yet recovered
Commission
$8.25
Winning / Losing
3 / 0
Total Orders
6
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 Squeeze Alert
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
0
Avg Consecutive Wins
3.0
Avg Consecutive Losses
0.0
Median Consecutive Wins
3
Median Consecutive Losses
0
Daily Performance
Tradeable Days
1,293
Days Traded
3
Profitable Days
3
Daily Win Rate
100.00%
Avg Daily Return
$2,023.92
Std Dev Daily
$1,224.96
Max Daily Return
$2,932.25
Min Daily Return
$292.25
Max EOD Drawdown
$0.00
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 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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