Fractiz
Backtest Sample
Bullish Morning Star
RTY 1D · Bullish Morning 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
-$6,663.25
Max Drawdown %
9.71%
Profit Factor
0.34
Win Rate
33.33%
Sharpe Ratio
-0.37
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | · | · | · | · | · | · | · | · | · | 3.4k | · | · | 3.4k |
| 2022 | -10k | · | · | · | · | · | · | · | · | · | · | · | -10k |
Detailed Metrics
Sharpe Ratio
-0.37
Sortino Ratio
-0.41
Profit Factor
0.34
Avg Win / Avg Loss
0.67
Avg Winner
$3,372.25
Avg Loser
-$5,017.75
Expectancy
-$2,221.08
Recovery Factor
-0.66
Max Drawdown ($)
$10,035.50
Max Drawdown (%)
9.71%
Max DD ($) Trough
473d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
473d
Max DD (%) Recovery
Not yet recovered
Commission
$8.25
Winning / Losing
1 / 2
Total Orders
6
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 Star
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
2
Avg Consecutive Wins
1.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
3
Profitable Days
1
Daily Win Rate
33.33%
Avg Daily Return
-$2,221.08
Std Dev Daily
$3,955.34
Max Daily Return
$3,372.25
Min Daily Return
-$5,072.75
Max EOD Drawdown
$10,035.50
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 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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