Fractiz
Backtest Sample
Bullish Harami
NQ 1D · Bullish Harami · 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
$89,901.75
Max Drawdown %
9.71%
Profit Factor
3.67
Win Rate
73.91%
Sharpe Ratio
1.01
Total Trades
23
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 | · | · | 4.2k | · | · | · | · | · | · | -10k | 12k | · | 6.1k |
| 2021 | · | · | 4.4k | · | · | · | · | · | -9.2k | · | · | 4.9k | 82 |
| 2022 | -1.3k | 13k | · | · | 6.1k | 4.3k | · | · | · | 5.7k | · | · | 28k |
| 2023 | · | · | 14k | 352 | 2.5k | -2.6k | · | · | 222 | -6.6k | · | 9.8k | 18k |
| 2024 | 9.7k | · | · | -3.9k | · | · | · | · | 18k | 7.9k | 5.3k | · | 37k |
Detailed Metrics
Sharpe Ratio
1.01
Sortino Ratio
2.49
Profit Factor
3.67
Avg Win / Avg Loss
1.29
Avg Winner
$7,271.96
Avg Loser
-$5,620.25
Expectancy
$3,908.77
Recovery Factor
8.89
Max Drawdown ($)
$10,117.75
Max Drawdown (%)
9.71%
Max DD ($) Trough
218d
Max DD ($) Recovery
225d
Max DD (%) Trough
218d
Max DD (%) Recovery
225d
Commission
$63.25
Winning / Losing
17 / 6
Total Orders
46
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 Harami
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
7
Max Consecutive Losses
1
Avg Consecutive Wins
2.4
Avg Consecutive Losses
1.0
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
23
Profitable Days
17
Daily Win Rate
73.91%
Avg Daily Return
$3,908.77
Std Dev Daily
$7,257.84
Max Daily Return
$18,462.25
Min Daily Return
-$10,117.75
Max EOD Drawdown
$10,117.75
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 23 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
46 orders generated by this run.