Fractiz
Backtest Sample
Bullish Engulfing
NQ 1D · Bullish Engulfing · 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
-$3,981.75
Max Drawdown %
51.40%
Profit Factor
0.94
Win Rate
47.06%
Sharpe Ratio
-0.04
Total Trades
17
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 | 2.3k | · | -19k | · | -1.3k | · | · | · | · | · | · | · | -18k |
| 2021 | · | 9.1k | · | -1.1k | · | · | · | · | · | · | · | · | 8.0k |
| 2022 | · | -3.3k | -14k | -23k | · | · | 15k | 16k | · | · | -4.4k | · | -13k |
| 2023 | · | · | -798 | -1.8k | · | · | · | · | · | 1.3k | · | 15k | 13k |
| 2024 | · | · | · | · | · | · | 6.4k | · | · | · | · | · | 6.4k |
Detailed Metrics
Sharpe Ratio
-0.04
Sortino Ratio
-0.05
Profit Factor
0.94
Avg Win / Avg Loss
1.06
Avg Winner
$8,091.00
Avg Loser
-$7,634.42
Expectancy
-$234.22
Recovery Factor
-0.08
Max Drawdown ($)
$52,564.25
Max Drawdown (%)
51.40%
Max DD ($) Trough
816d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
816d
Max DD (%) Recovery
Not yet recovered
Commission
$46.75
Winning / Losing
8 / 9
Total Orders
34
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 Engulfing
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
4
Avg Consecutive Wins
2.0
Avg Consecutive Losses
3.0
Median Consecutive Wins
2
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
17
Profitable Days
8
Daily Win Rate
47.06%
Avg Daily Return
-$234.22
Std Dev Daily
$10,526.20
Max Daily Return
$15,237.25
Min Daily Return
-$23,042.75
Max EOD Drawdown
$52,564.25
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 17 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
34 orders generated by this run.