Fractiz
Backtest Sample
Bearish Three Black Crows
NQ 5m · Bearish Three Black Crows · 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
-$809.75
Max Drawdown %
1.69%
Profit Factor
0.60
Win Rate
33.33%
Sharpe Ratio
-0.23
Total Trades
9
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 | · | · | -153 | · | · | · | · | · | · | · | · | · | -153 |
| 2022 | · | · | · | -296 | · | · | · | · | -456 | · | · | 172 | -579 |
| 2023 | · | · | · | -8 | · | · | · | · | -248 | 177 | · | · | -78 |
Detailed Metrics
Sharpe Ratio
-0.23
Sortino Ratio
-0.29
Profit Factor
0.60
Avg Win / Avg Loss
1.20
Avg Winner
$405.58
Avg Loser
-$337.75
Expectancy
-$89.97
Recovery Factor
-0.48
Max Drawdown ($)
$1,701.50
Max Drawdown (%)
1.69%
Max DD ($) Trough
535d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
535d
Max DD (%) Recovery
Not yet recovered
Commission
$24.75
Winning / Losing
3 / 6
Total Orders
18
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
Timeframe
5m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Three Black Crows
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
3
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
9
Profitable Days
3
Daily Win Rate
33.33%
Avg Daily Return
-$89.97
Std Dev Daily
$505.01
Max Daily Return
$867.25
Min Daily Return
-$1,162.75
Max EOD Drawdown
$1,701.50
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 8 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
18 orders generated by this run.