Fractiz
Backtest Sample
Bearish Squeeze Alert
YM 1D · Bearish Squeeze Alert · 2020-2024 · YM
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$2,161.00
Max Drawdown %
2.79%
Profit Factor
0.22
Win Rate
25.00%
Sharpe Ratio
-0.49
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | · | -1.6k | · | · | · | · | · | · | · | -408 | -2.0k |
| 2023 | · | · | · | -126 | · | · | · | · | · | · | · | · | -126 |
Detailed Metrics
Sharpe Ratio
-0.49
Sortino Ratio
-0.52
Profit Factor
0.22
Avg Win / Avg Loss
0.67
Avg Winner
$627.25
Avg Loser
-$929.42
Expectancy
-$540.25
Recovery Factor
-0.78
Max Drawdown ($)
$2,788.25
Max Drawdown (%)
2.79%
Max DD ($) Trough
728d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
728d
Max DD (%) Recovery
Not yet recovered
Commission
$11.00
Winning / Losing
1 / 3
Total Orders
8
Configuration
Strategy
Candlestick Patterns
Contracts
YM
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
1
Max Consecutive Losses
3
Avg Consecutive Wins
1.0
Avg Consecutive Losses
3.0
Median Consecutive Wins
1
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
4
Profitable Days
1
Daily Win Rate
25.00%
Avg Daily Return
-$540.25
Std Dev Daily
$807.53
Max Daily Return
$627.25
Min Daily Return
-$1,627.75
Max EOD Drawdown
$2,788.25
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 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.
More Bearish Squeeze Alert backtests