Fractiz
Backtest Sample
Bearish Three Inside Down
NQ 1D · Bearish Three Inside Down · 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
$27,457.00
Max Drawdown %
11.19%
Profit Factor
2.03
Win Rate
50.00%
Sharpe Ratio
0.45
Total Trades
12
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 | · | · | 7.3k | · | · | · | · | · | · | · | · | · | 7.3k |
| 2021 | · | · | · | · | · | · | · | · | · | -12k | · | · | -12k |
| 2022 | 15k | · | · | 7.7k | · | · | · | · | · | · | 4.6k | · | 27k |
| 2023 | · | · | · | · | -2.0k | · | · | · | 7.3k | 9.4k | · | · | 15k |
| 2024 | · | -3.7k | · | · | -4.7k | · | · | · | · | -1.0k | · | · | -9.5k |
Detailed Metrics
Sharpe Ratio
0.45
Sortino Ratio
0.87
Profit Factor
2.03
Avg Win / Avg Loss
2.03
Avg Winner
$9,033.92
Avg Loser
-$4,457.75
Expectancy
$2,288.08
Recovery Factor
2.29
Max Drawdown ($)
$12,007.75
Max Drawdown (%)
11.19%
Max DD ($) Trough
586d
Max DD ($) Recovery
665d
Max DD (%) Trough
586d
Max DD (%) Recovery
665d
Commission
$33.00
Winning / Losing
6 / 6
Total Orders
24
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 Inside Down
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
3
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
12
Profitable Days
6
Daily Win Rate
50.00%
Avg Daily Return
$2,288.08
Std Dev Daily
$7,434.26
Max Daily Return
$14,602.25
Min Daily Return
-$12,007.75
Max EOD Drawdown
$12,007.75
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 12 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
24 orders generated by this run.