Fractiz
Backtest Sample
Bullish Harami Cross
ES 15m · Bullish Harami Cross · 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
$2,490.75
Max Drawdown %
1.67%
Profit Factor
1.58
Win Rate
52.94%
Sharpe Ratio
0.32
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 | · | 485 | · | · | · | 2.4k | · | · | · | · | 22 | · | 2.9k |
| 2021 | · | · | · | · | · | · | · | · | · | · | · | -1.5k | -1.5k |
| 2022 | · | -253 | 545 | · | 635 | -290 | · | · | · | · | · | 1.3k | 2.0k |
| 2023 | · | · | · | -565 | · | · | · | -640 | · | · | · | · | -1.2k |
| 2024 | · | · | · | · | · | · | · | 310 | · | · | -40 | · | 270 |
Detailed Metrics
Sharpe Ratio
0.32
Sortino Ratio
0.58
Profit Factor
1.58
Avg Win / Avg Loss
1.40
Avg Winner
$756.97
Avg Loser
-$540.25
Expectancy
$146.51
Recovery Factor
1.45
Max Drawdown ($)
$1,718.00
Max Drawdown (%)
1.67%
Max DD ($) Trough
469d
Max DD ($) Recovery
777d
Max DD (%) Trough
469d
Max DD (%) Recovery
777d
Commission
$46.75
Winning / Losing
9 / 8
Total Orders
34
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish Harami Cross
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
5
Max Consecutive Losses
2
Avg Consecutive Wins
1.8
Avg Consecutive Losses
1.6
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
17
Profitable Days
9
Daily Win Rate
52.94%
Avg Daily Return
$146.51
Std Dev Daily
$814.41
Max Daily Return
$1,872.25
Min Daily Return
-$1,465.25
Max EOD Drawdown
$1,718.00
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 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.
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