Fractiz
Backtest Sample
Bullish Descent Block
NQ 1D · Bullish Descent Block · 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
$19,836.25
Max Drawdown %
4.74%
Profit Factor
5.19
Win Rate
60.00%
Sharpe Ratio
0.54
Total Trades
5
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 | · | · | · | · | · | · | · | · | · | -2.4k | · | · | -2.4k |
| 2021 | · | · | -2.3k | · | · | · | · | · | · | · | · | · | -2.3k |
| 2022 | · | · | · | 2.3k | · | · | · | · | · | · | · | · | 2.3k |
| 2024 | 10k | · | · | 12k | · | · | · | · | · | · | · | · | 22k |
Detailed Metrics
Sharpe Ratio
0.54
Sortino Ratio
2.61
Profit Factor
5.19
Avg Win / Avg Loss
3.46
Avg Winner
$8,190.58
Avg Loser
-$2,367.75
Expectancy
$3,967.25
Recovery Factor
4.19
Max Drawdown ($)
$4,735.50
Max Drawdown (%)
4.74%
Max DD ($) Trough
126d
Max DD ($) Recovery
1171d
Max DD (%) Trough
126d
Max DD (%) Recovery
1171d
Commission
$13.75
Winning / Losing
3 / 2
Total Orders
10
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
Bullish Descent Block
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
2
Avg Consecutive Wins
3.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
3
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
5
Profitable Days
3
Daily Win Rate
60.00%
Avg Daily Return
$3,967.25
Std Dev Daily
$6,120.43
Max Daily Return
$12,167.25
Min Daily Return
-$2,412.75
Max EOD Drawdown
$4,735.50
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 5 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
10 orders generated by this run.