Fractiz
Backtest Sample
Bullish One White Soldier
NQ 1D · Bullish One White Soldier · 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
-$39,255.25
Max Drawdown %
62.55%
Profit Factor
0.76
Win Rate
48.39%
Sharpe Ratio
-0.27
Total Trades
31
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 | · | · | -20k | · | · | · | · | 3.8k | -2.5k | · | 7.9k | · | -11k |
| 2021 | · | 9.1k | 7.2k | · | 512 | · | · | · | -8.2k | · | · | · | 8.6k |
| 2022 | -18k | · | 4.1k | -33k | 4.1k | -1.4k | · | 13k | · | · | 15k | -14k | -30k |
| 2023 | 1.6k | · | · | -2.4k | -2.2k | · | · | 3.3k | · | · | 16k | · | 17k |
| 2024 | -896 | · | -573 | · | · | · | -16k | · | -23k | · | 17k | · | -24k |
Detailed Metrics
Sharpe Ratio
-0.27
Sortino Ratio
-0.34
Profit Factor
0.76
Avg Win / Avg Loss
0.81
Avg Winner
$8,381.58
Avg Loser
-$10,311.19
Expectancy
-$1,266.30
Recovery Factor
-0.59
Max Drawdown ($)
$66,441.50
Max Drawdown (%)
62.55%
Max DD ($) Trough
349d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
349d
Max DD (%) Recovery
Not yet recovered
Commission
$85.25
Winning / Losing
15 / 16
Total Orders
62
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish One White Soldier
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
3
Avg Consecutive Wins
1.7
Avg Consecutive Losses
1.8
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
31
Profitable Days
15
Daily Win Rate
48.39%
Avg Daily Return
-$1,266.30
Std Dev Daily
$11,483.96
Max Daily Return
$16,872.25
Min Daily Return
-$23,377.75
Max EOD Drawdown
$66,441.50
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 31 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
62 orders generated by this run.
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