Fractiz
Backtest Sample
Bearish Three Gap Ups
RTY 1D · Bearish Three Gap Ups · 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
-$6,358.50
Max Drawdown %
16.17%
Profit Factor
0.83
Win Rate
41.18%
Sharpe Ratio
-0.19
Total Trades
34
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 | · | -363 | · | 2.6k | 432 | -763 | · | · | · | -513 | · | -1.2k | 235 |
| 2021 | 2.0k | -7.7k | -2.6k | · | 1.0k | 985 | · | -2.1k | 2.6k | -2.4k | · | 5.0k | -3.2k |
| 2022 | · | · | -628 | · | · | -2.0k | · | -1.7k | · | -4.9k | · | · | -9.3k |
| 2023 | · | · | · | · | · | · | · | 2.4k | · | · | · | · | 2.4k |
| 2024 | 4.0k | -958 | · | 3.2k | -1.0k | 1.2k | -1.7k | · | -1.5k | · | · | 372 | 3.5k |
Detailed Metrics
Sharpe Ratio
-0.19
Sortino Ratio
-0.25
Profit Factor
0.83
Avg Win / Avg Loss
1.19
Avg Winner
$2,214.75
Avg Loser
-$1,868.25
Expectancy
-$187.01
Recovery Factor
-0.38
Max Drawdown ($)
$16,922.25
Max Drawdown (%)
16.17%
Max DD ($) Trough
899d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
899d
Max DD (%) Recovery
Not yet recovered
Commission
$93.50
Winning / Losing
14 / 20
Total Orders
68
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 Three Gap Ups
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
4
Avg Consecutive Wins
1.2
Avg Consecutive Losses
1.7
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
34
Profitable Days
14
Daily Win Rate
41.18%
Avg Daily Return
-$187.01
Std Dev Daily
$2,580.86
Max Daily Return
$5,222.25
Min Daily Return
-$7,687.75
Max EOD Drawdown
$16,922.25
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 34 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
68 orders generated by this run.
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