Fractiz
Backtest Sample
Bullish Morning Doji Star
RTY 1D · Bullish Morning Doji Star · 2020-2024 · RTY
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$12,301.00
Max Drawdown %
15.16%
Profit Factor
0.22
Win Rate
25.00%
Sharpe Ratio
-0.49
Total Trades
4
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 | · | · | · | · | · | · | · | · | · | 3.4k | · | · | 3.4k |
| 2021 | · | · | · | · | · | · | · | · | · | · | · | -9.3k | -9.3k |
| 2022 | -5.1k | · | · | · | · | · | · | · | · | · | -1.3k | · | -6.4k |
Detailed Metrics
Sharpe Ratio
-0.49
Sortino Ratio
-0.51
Profit Factor
0.22
Avg Win / Avg Loss
0.65
Avg Winner
$3,372.25
Avg Loser
-$5,224.42
Expectancy
-$3,075.25
Recovery Factor
-0.78
Max Drawdown ($)
$15,673.25
Max Drawdown (%)
15.16%
Max DD ($) Trough
788d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
788d
Max DD (%) Recovery
Not yet recovered
Commission
$11.00
Winning / Losing
1 / 3
Total Orders
8
Configuration
Strategy
Candlestick Patterns
Contracts
RTY
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish Morning Doji Star
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
3
Avg Consecutive Wins
1.0
Avg Consecutive Losses
3.0
Median Consecutive Wins
1
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
4
Profitable Days
1
Daily Win Rate
25.00%
Avg Daily Return
-$3,075.25
Std Dev Daily
$4,668.57
Max Daily Return
$3,372.25
Min Daily Return
-$9,282.75
Max EOD Drawdown
$15,673.25
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 4 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
8 orders generated by this run.