Fractiz
Backtest Sample
Bullish Harami Cross
NQ 15m · Bullish Harami Cross · 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
$14,246.50
Max Drawdown %
8.31%
Profit Factor
1.62
Win Rate
52.70%
Sharpe Ratio
0.65
Total Trades
74
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 | · | · | · | 1.4k | · | · | -253 | · | -921 | 2.8k | -1.2k | 1.8k | 3.6k |
| 2021 | 1.0k | 4.1k | 3.1k | · | 902 | · | -1.5k | 847 | · | -448 | -393 | · | 7.6k |
| 2022 | -226 | 5.7k | 227 | 802 | -236 | 800 | -903 | · | · | 706 | · | -238 | 6.7k |
| 2023 | · | 37 | -113 | 510 | -1.1k | 262 | -2.1k | · | -703 | -2.9k | -401 | · | -6.5k |
| 2024 | · | · | · | -128 | -1.1k | · | · | 1.0k | 2.6k | · | -756 | 1.1k | 2.8k |
Detailed Metrics
Sharpe Ratio
0.65
Sortino Ratio
1.25
Profit Factor
1.62
Avg Win / Avg Loss
1.46
Avg Winner
$950.20
Avg Loser
-$651.75
Expectancy
$192.52
Recovery Factor
1.43
Max Drawdown ($)
$9,961.00
Max Drawdown (%)
8.31%
Max DD ($) Trough
707d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
707d
Max DD (%) Recovery
Not yet recovered
Commission
$203.50
Winning / Losing
39 / 35
Total Orders
148
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
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
9
Max Consecutive Losses
6
Avg Consecutive Wins
2.4
Avg Consecutive Losses
2.3
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
71
Profitable Days
39
Daily Win Rate
54.93%
Avg Daily Return
$200.65
Std Dev Daily
$1,137.57
Max Daily Return
$3,977.25
Min Daily Return
-$2,052.75
Max EOD Drawdown
$9,961.00
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 72 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
148 orders generated by this run.
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