Fractiz
Backtest Sample
Bullish Matching Low
ES 15m · Bullish Matching Low · 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
-$4,265.50
Max Drawdown %
23.14%
Profit Factor
0.96
Win Rate
52.47%
Sharpe Ratio
-0.14
Total Trades
892
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 | -164 | 1.4k | 4.0k | -524 | -108 | 154 | 1.1k | 416 | 1.3k | -1.3k | 1.6k | 820 | 8.8k |
| 2021 | 598 | -53 | -130 | -1.1k | -764 | -33 | -125 | 314 | 420 | 888 | -772 | 1.7k | 1.0k |
| 2022 | -8.6k | 523 | 1.2k | 210 | -3.6k | -840 | -2.2k | -1.7k | -97 | 2.1k | 1.1k | -4.6k | -16k |
| 2023 | -1.6k | -1.7k | -2.7k | -1.6k | 2.3k | 326 | 366 | 890 | -598 | 892 | 505 | -441 | -3.3k |
| 2024 | -355 | 194 | -415 | -4.4k | 1.4k | 462 | -583 | 2.0k | 3.7k | 3.0k | -3.1k | 3.9k | 5.7k |
Detailed Metrics
Sharpe Ratio
-0.14
Sortino Ratio
-0.19
Profit Factor
0.96
Avg Win / Avg Loss
0.87
Avg Winner
$250.27
Avg Loser
-$286.30
Expectancy
-$4.78
Recovery Factor
-0.17
Max Drawdown ($)
$25,498.25
Max Drawdown (%)
23.14%
Max DD ($) Trough
861d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
861d
Max DD (%) Recovery
Not yet recovered
Commission
$2,453.00
Winning / Losing
468 / 424
Total Orders
1,784
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 Matching Low
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
10
Max Consecutive Losses
10
Avg Consecutive Wins
2.1
Avg Consecutive Losses
1.9
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
637
Profitable Days
342
Daily Win Rate
53.69%
Avg Daily Return
-$6.70
Std Dev Daily
$517.46
Max Daily Return
$2,934.75
Min Daily Return
-$3,930.50
Max EOD Drawdown
$25,498.25
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 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
1,784 orders generated by this run.
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