Fractiz
Backtest Sample
Bearish Three Line Strike
NQ 15m · Bearish Three Line Strike · 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
$6,285.00
Max Drawdown %
0.98%
Profit Factor
3.49
Win Rate
65.00%
Sharpe Ratio
0.70
Total Trades
20
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 | · | · | · | -868 | · | · | · | · | · | · | · | · | -868 |
| 2021 | · | · | 262 | · | · | · | · | · | · | · | 52 | 2.4k | 2.7k |
| 2022 | 122 | · | · | -221 | 355 | · | · | · | · | · | · | · | 256 |
| 2023 | · | · | -268 | -43 | · | · | · | 27 | · | · | · | · | -283 |
| 2024 | -73 | 2.0k | 1.6k | · | · | · | · | 1.6k | · | 347 | -1.1k | 47 | 4.5k |
Detailed Metrics
Sharpe Ratio
0.70
Sortino Ratio
1.98
Profit Factor
3.49
Avg Win / Avg Loss
1.88
Avg Winner
$677.63
Avg Loser
-$360.61
Expectancy
$314.25
Recovery Factor
5.97
Max Drawdown ($)
$1,052.75
Max Drawdown (%)
0.98%
Max DD ($) Trough
48d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
48d
Max DD (%) Recovery
Not yet recovered
Commission
$55.00
Winning / Losing
13 / 7
Total Orders
40
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
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
5
Max Consecutive Losses
2
Avg Consecutive Wins
2.6
Avg Consecutive Losses
1.4
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
20
Profitable Days
13
Daily Win Rate
65.00%
Avg Daily Return
$314.25
Std Dev Daily
$831.98
Max Daily Return
$2,082.25
Min Daily Return
-$1,052.75
Max EOD Drawdown
$1,052.75
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 20 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
40 orders generated by this run.
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