Fractiz
Backtest Sample
Bearish Three Line Strike
ES 15m · Bearish Three Line Strike · 2020-2024 · ES
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
$494.75
Max Drawdown %
0.99%
Profit Factor
1.30
Win Rate
45.45%
Sharpe Ratio
0.14
Total Trades
11
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 | · | · | -990 | · | · | · | · | · | · | · | · | · | -990 |
| 2021 | 847 | · | · | · | · | · | -28 | · | -190 | · | · | · | 629 |
| 2022 | · | 610 | · | · | · | · | · | · | · | · | 72 | · | 682 |
| 2023 | · | · | · | · | · | · | -65 | · | · | · | · | · | -65 |
| 2024 | · | · | · | · | · | · | -303 | · | -53 | · | · | 595 | 239 |
Detailed Metrics
Sharpe Ratio
0.14
Sortino Ratio
0.21
Profit Factor
1.30
Avg Win / Avg Loss
1.56
Avg Winner
$424.75
Avg Loser
-$271.50
Expectancy
$44.98
Recovery Factor
0.50
Max Drawdown ($)
$990.25
Max Drawdown (%)
0.99%
Max DD ($) Trough
0d
Max DD ($) Recovery
682d
Max DD (%) Trough
0d
Max DD (%) Recovery
682d
Commission
$30.25
Winning / Losing
5 / 6
Total Orders
22
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Three Line Strike
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
3
Avg Consecutive Wins
1.7
Avg Consecutive Losses
2.0
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
11
Profitable Days
5
Daily Win Rate
45.45%
Avg Daily Return
$44.98
Std Dev Daily
$464.84
Max Daily Return
$847.25
Min Daily Return
-$990.25
Max EOD Drawdown
$990.25
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 11 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
22 orders generated by this run.
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