Fractiz
Backtest Sample
Bullish Matching Low
NQ 15m · Bullish Matching Low · 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
-$14,994.25
Max Drawdown %
32.52%
Profit Factor
0.94
Win Rate
52.26%
Sharpe Ratio
-0.26
Total Trades
1,127
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 | 1.1k | -1.1k | -2.3k | -1.6k | 453 | -563 | -3.7k | 1.2k | -679 | 3.9k | 6.4k | -173 | 2.9k |
| 2021 | 333 | -2.4k | -2.5k | 316 | 3.6k | -1.0k | 211 | 596 | -1.1k | -2.9k | -3.0k | 4.1k | -3.7k |
| 2022 | -3.7k | 3.8k | -2.5k | -5.1k | -2.6k | -5.5k | 1.2k | -7.6k | -2.9k | 3.6k | 934 | -5.0k | -25k |
| 2023 | -2.1k | 683 | 3.9k | -511 | 2.9k | 970 | 198 | -5.9k | 807 | -1.4k | 1.7k | 1.8k | 3.1k |
| 2024 | -564 | -377 | 527 | 2.8k | -2.0k | -3.0k | 2.4k | 5.8k | -1.1k | 482 | -1.1k | 4.0k | 7.9k |
Detailed Metrics
Sharpe Ratio
-0.26
Sortino Ratio
-0.34
Profit Factor
0.94
Avg Win / Avg Loss
0.86
Avg Winner
$427.11
Avg Loser
-$495.47
Expectancy
-$13.30
Recovery Factor
-0.44
Max Drawdown ($)
$34,081.50
Max Drawdown (%)
32.52%
Max DD ($) Trough
776d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
776d
Max DD (%) Recovery
Not yet recovered
Commission
$3,099.25
Winning / Losing
589 / 538
Total Orders
2,254
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 Matching Low
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
8
Max Consecutive Losses
7
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.9
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
776
Profitable Days
411
Daily Win Rate
52.96%
Avg Daily Return
-$19.32
Std Dev Daily
$924.25
Max Daily Return
$5,422.25
Min Daily Return
-$8,346.00
Max EOD Drawdown
$34,081.50
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
2,254 orders generated by this run.
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