Fractiz
Backtest Sample
Bullish Morning Star
ES 1D · Bullish Morning Star · 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
-$5,883.25
Max Drawdown %
5.88%
Profit Factor
0.00
Win Rate
0.00%
Sharpe Ratio
-0.66
Total Trades
3
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | -590 | · | · | · | · | · | · | · | · | · | -590 |
| 2022 | · | · | · | · | · | · | · | · | · | · | · | -1.9k | -1.9k |
| 2023 | · | · | · | · | · | · | · | · | · | -3.4k | · | · | -3.4k |
Detailed Metrics
Sharpe Ratio
-0.66
Sortino Ratio
-0.66
Profit Factor
0.00
Avg Win / Avg Loss
0.00
Avg Winner
$0.00
Avg Loser
-$1,961.08
Expectancy
-$1,961.08
Recovery Factor
-1.00
Max Drawdown ($)
$5,883.25
Max Drawdown (%)
5.88%
Max DD ($) Trough
972d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
972d
Max DD (%) Recovery
Not yet recovered
Commission
$8.25
Winning / Losing
0 / 3
Total Orders
6
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish Morning Star
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
0
Max Consecutive Losses
3
Avg Consecutive Wins
0.0
Avg Consecutive Losses
3.0
Median Consecutive Wins
0
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
3
Profitable Days
0
Daily Win Rate
0.00%
Avg Daily Return
-$1,961.08
Std Dev Daily
$1,166.03
Max Daily Return
-$590.25
Min Daily Return
-$3,440.25
Max EOD Drawdown
$5,883.25
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 3 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
6 orders generated by this run.
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