Fractiz
Backtest Sample
Bullish Engulfing
ES 1D · Bullish Engulfing · 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
-$19,489.75
Max Drawdown %
36.86%
Profit Factor
0.65
Win Rate
52.63%
Sharpe Ratio
-0.29
Total Trades
19
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 | 1.6k | · | -19k | · | -603 | -3.3k | · | · | · | -9.0k | 2.8k | · | -28k |
| 2021 | · | · | · | · | 2.9k | · | · | · | -4.5k | · | · | · | -1.6k |
| 2022 | · | · | · | · | · | · | · | 6.5k | -13k | · | 8.8k | · | 2.2k |
| 2023 | · | · | · | · | 1.1k | · | 5.2k | · | · | -1.5k | · | 697 | 5.6k |
| 2024 | · | · | · | · | · | · | 2.0k | · | · | · | · | · | 2.0k |
Detailed Metrics
Sharpe Ratio
-0.29
Sortino Ratio
-0.33
Profit Factor
0.65
Avg Win / Avg Loss
0.58
Avg Winner
$3,592.25
Avg Loser
-$6,156.92
Expectancy
-$1,025.78
Recovery Factor
-0.52
Max Drawdown ($)
$37,465.00
Max Drawdown (%)
36.86%
Max DD ($) Trough
984d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
984d
Max DD (%) Recovery
Not yet recovered
Commission
$52.25
Winning / Losing
10 / 9
Total Orders
38
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
Bullish Engulfing
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
4
Avg Consecutive Wins
1.7
Avg Consecutive Losses
1.8
Median Consecutive Wins
1.5
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
19
Profitable Days
10
Daily Win Rate
52.63%
Avg Daily Return
-$1,025.78
Std Dev Daily
$6,748.41
Max Daily Return
$11,147.25
Min Daily Return
-$19,240.25
Max EOD Drawdown
$37,465.00
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 19 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
38 orders generated by this run.