Fractiz
Backtest Sample
Bearish Thrusting Line
ES 1D · Bearish Thrusting Line · 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
-$11,159.50
Max Drawdown %
13.51%
Profit Factor
0.25
Win Rate
25.00%
Sharpe Ratio
-0.52
Total Trades
8
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 | · | · | · | · | · | -3.9k | · | · | · | · | · | · | -3.9k |
| 2021 | · | -1.1k | · | · | · | -665 | · | · | · | · | · | · | -1.8k |
| 2022 | -78 | · | · | · | · | · | · | -7.7k | · | · | · | · | -7.8k |
| 2023 | · | · | · | · | · | 3.4k | -1.4k | · | · | · | · | · | 2.0k |
| 2024 | 310 | · | · | · | · | · | · | · | · | · | · | · | 310 |
Detailed Metrics
Sharpe Ratio
-0.52
Sortino Ratio
-0.55
Profit Factor
0.25
Avg Win / Avg Loss
0.76
Avg Winner
$1,878.50
Avg Loser
-$2,486.08
Expectancy
-$1,394.94
Recovery Factor
-0.83
Max Drawdown ($)
$13,513.75
Max Drawdown (%)
13.51%
Max DD ($) Trough
802d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
802d
Max DD (%) Recovery
Not yet recovered
Commission
$22.00
Winning / Losing
2 / 6
Total Orders
16
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bearish Thrusting Line
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
5
Avg Consecutive Wins
1.0
Avg Consecutive Losses
3.0
Median Consecutive Wins
1
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
8
Profitable Days
2
Daily Win Rate
25.00%
Avg Daily Return
-$1,394.94
Std Dev Daily
$3,071.13
Max Daily Return
$3,447.25
Min Daily Return
-$7,740.25
Max EOD Drawdown
$13,513.75
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 8 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
16 orders generated by this run.
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