Fractiz
Backtest Sample
Bearish Thrusting Line
NQ 1D · Bearish Thrusting Line · 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
-$3,472.50
Max Drawdown %
22.18%
Profit Factor
0.88
Win Rate
50.00%
Sharpe Ratio
-0.07
Total Trades
10
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 | · | · | · | · | · | 2.1k | · | · | · | · | -2.0k | · | 50 |
| 2022 | 4.8k | · | · | · | · | · | · | -9.9k | · | · | · | · | -5.1k |
| 2023 | · | · | · | · | -9.7k | 970 | 3.1k | · | · | · | · | · | -5.7k |
| 2024 | · | · | · | · | -4.3k | · | · | · | · | · | 12k | · | 7.3k |
Detailed Metrics
Sharpe Ratio
-0.07
Sortino Ratio
-0.10
Profit Factor
0.88
Avg Win / Avg Loss
0.88
Avg Winner
$5,216.25
Avg Loser
-$5,910.75
Expectancy
-$347.25
Recovery Factor
-0.15
Max Drawdown ($)
$23,248.25
Max Drawdown (%)
22.18%
Max DD ($) Trough
517d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
517d
Max DD (%) Recovery
Not yet recovered
Commission
$27.50
Winning / Losing
5 / 5
Total Orders
20
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 Thrusting Line
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
3
Avg Consecutive Wins
1.3
Avg Consecutive Losses
1.7
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
10
Profitable Days
5
Daily Win Rate
50.00%
Avg Daily Return
-$347.25
Std Dev Daily
$6,457.84
Max Daily Return
$11,527.25
Min Daily Return
-$9,852.75
Max EOD Drawdown
$23,248.25
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 10 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
20 orders generated by this run.
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