Fractiz
Backtest Sample
Bullish Engulfing
GC 1D · Bullish Engulfing · 2020-2024 · GC
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
$19,247.50
Max Drawdown %
19.07%
Profit Factor
1.65
Win Rate
50.00%
Sharpe Ratio
0.38
Total Trades
22
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 | 15k | · | · | · | · | · | · | 3.2k | -1.3k | · | 14k |
| 2021 | · | -4.9k | -2.2k | · | · | · | · | · | · | · | · | -464 | -7.6k |
| 2022 | -1.9k | · | · | · | · | -2.1k | · | · | · | · | · | -1.6k | -5.6k |
| 2023 | · | · | · | · | -3.2k | -4.3k | · | 2.4k | · | 8.5k | · | · | 3.3k |
| 2024 | · | 1.8k | · | · | -3.1k | · | 7.2k | 2.7k | · | 6.1k | · | · | 15k |
Detailed Metrics
Sharpe Ratio
0.38
Sortino Ratio
0.85
Profit Factor
1.65
Avg Win / Avg Loss
1.65
Avg Winner
$4,421.70
Avg Loser
-$2,671.93
Expectancy
$874.89
Recovery Factor
0.87
Max Drawdown ($)
$22,071.25
Max Drawdown (%)
19.07%
Max DD ($) Trough
990d
Max DD ($) Recovery
1473d
Max DD (%) Trough
990d
Max DD (%) Recovery
1473d
Commission
$82.50
Winning / Losing
11 / 11
Total Orders
44
Configuration
Strategy
Candlestick Patterns
Contracts
GC
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
4
Max Consecutive Losses
7
Avg Consecutive Wins
2.2
Avg Consecutive Losses
2.2
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
22
Profitable Days
11
Daily Win Rate
50.00%
Avg Daily Return
$874.89
Std Dev Daily
$4,631.55
Max Daily Return
$14,896.25
Min Daily Return
-$4,903.75
Max EOD Drawdown
$22,071.25
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 22 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
44 orders generated by this run.