Fractiz
Backtest Sample
Bearish Three Gap Ups
NQ 1D · Bearish Three Gap Ups · 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
$46,080.50
Max Drawdown %
19.17%
Profit Factor
1.47
Win Rate
55.26%
Sharpe Ratio
0.43
Total Trades
38
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 | 632 | -3.8k | · | · | 1.6k | · | · | -6.5k | 17k | 8.6k | -2.3k | -3.2k | 12k |
| 2021 | 4.5k | -4.3k | · | -4.7k | · | · | · | -4.7k | 12k | -8.7k | -1.6k | 8.3k | 865 |
| 2022 | · | 6.0k | · | · | · | -2.0k | -2.6k | · | · | · | -17k | 8.2k | -7.2k |
| 2023 | · | · | · | 2.6k | · | -3.8k | 2.3k | 7.7k | · | · | -8.3k | -3.2k | -2.7k |
| 2024 | 13k | · | · | · | -2.0k | 15k | · | · | 13k | · | 4.3k | · | 43k |
Detailed Metrics
Sharpe Ratio
0.43
Sortino Ratio
0.72
Profit Factor
1.47
Avg Win / Avg Loss
1.19
Avg Winner
$6,855.11
Avg Loser
-$5,757.46
Expectancy
$1,212.64
Recovery Factor
2.04
Max Drawdown ($)
$22,600.25
Max Drawdown (%)
19.17%
Max DD ($) Trough
381d
Max DD ($) Recovery
476d
Max DD (%) Trough
381d
Max DD (%) Recovery
476d
Commission
$104.50
Winning / Losing
21 / 17
Total Orders
76
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 Three Gap Ups
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
3
Avg Consecutive Wins
1.9
Avg Consecutive Losses
1.7
Median Consecutive Wins
2
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,293
Days Traded
38
Profitable Days
21
Daily Win Rate
55.26%
Avg Daily Return
$1,212.64
Std Dev Daily
$7,583.68
Max Daily Return
$19,347.25
Min Daily Return
-$16,852.75
Max EOD Drawdown
$22,600.25
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 38 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
76 orders generated by this run.
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