Fractiz
Backtest Sample
Bearish Three Outside Down
NQ 1D · Bearish Three Outside 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
-$2,863.50
Max Drawdown %
16.45%
Profit Factor
0.92
Win Rate
64.29%
Sharpe Ratio
-0.05
Total Trades
14
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 | · | -3.1k | · | · | -9.6k | · | · | · | 9.2k | · | -6.7k | · | -10k |
| 2021 | · | · | · | · | 3.3k | · | · | 3.4k | · | 2.2k | 1.2k | · | 10k |
| 2022 | · | 1.5k | · | · | 4.8k | -1.4k | · | · | · | · | · | · | 4.9k |
| 2024 | · | · | · | · | · | 962 | · | · | · | · | -8.6k | · | -7.6k |
Detailed Metrics
Sharpe Ratio
-0.05
Sortino Ratio
-0.06
Profit Factor
0.92
Avg Win / Avg Loss
0.51
Avg Winner
$3,887.81
Avg Loser
-$7,570.75
Expectancy
-$204.54
Recovery Factor
-0.16
Max Drawdown ($)
$17,463.25
Max Drawdown (%)
16.45%
Max DD ($) Trough
908d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
908d
Max DD (%) Recovery
Not yet recovered
Commission
$38.50
Winning / Losing
9 / 5
Total Orders
28
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 Outside Down
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
6
Max Consecutive Losses
2
Avg Consecutive Wins
2.3
Avg Consecutive Losses
1.3
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
14
Profitable Days
9
Daily Win Rate
64.29%
Avg Daily Return
-$204.54
Std Dev Daily
$6,813.72
Max Daily Return
$9,197.25
Min Daily Return
-$17,032.75
Max EOD Drawdown
$17,463.25
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 14 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
28 orders generated by this run.