Fractiz
Backtest Sample
Bullish Harami
GC 1D · Bullish Harami · 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
-$3,818.75
Max Drawdown %
14.74%
Profit Factor
0.82
Win Rate
53.85%
Sharpe Ratio
-0.14
Total Trades
13
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 | · | · | · | · | · | 4.8k | · | · | · | · | · | · | 4.8k |
| 2021 | · | 666 | · | · | · | · | · | · | · | · | · | · | 666 |
| 2022 | · | 2.2k | 1.6k | · | -3.9k | -2.1k | -7.4k | · | · | · | 2.3k | · | -7.2k |
| 2023 | · | · | 2.8k | · | -1.5k | · | · | -2.7k | · | · | -747 | · | -2.1k |
Detailed Metrics
Sharpe Ratio
-0.14
Sortino Ratio
-0.17
Profit Factor
0.82
Avg Win / Avg Loss
0.70
Avg Winner
$2,487.68
Avg Loser
-$3,538.75
Expectancy
-$293.75
Recovery Factor
-0.24
Max Drawdown ($)
$16,110.00
Max Drawdown (%)
14.74%
Max DD ($) Trough
595d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
595d
Max DD (%) Recovery
Not yet recovered
Commission
$48.75
Winning / Losing
7 / 6
Total Orders
26
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 Harami
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
3
Avg Consecutive Wins
2.3
Avg Consecutive Losses
3.0
Median Consecutive Wins
2
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,291
Days Traded
13
Profitable Days
7
Daily Win Rate
53.85%
Avg Daily Return
-$293.75
Std Dev Daily
$3,390.47
Max Daily Return
$4,836.25
Min Daily Return
-$7,353.75
Max EOD Drawdown
$16,110.00
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 13 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
26 orders generated by this run.