Fractiz
Backtest Sample
Bullish One White Soldier
RTY 1D · Bullish One White Soldier · 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
$6,789.75
Max Drawdown %
8.88%
Profit Factor
1.20
Win Rate
54.84%
Sharpe Ratio
0.18
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 | · | · | -8.9k | 10k | · | · | 882 | -338 | 1.2k | -3.7k | · | 1.3k | 808 |
| 2021 | · | -3.3k | 3.5k | · | · | 1.7k | · | 5.6k | 412 | -453 | · | · | 7.5k |
| 2022 | · | · | · | -1.7k | -2.2k | -2.2k | · | · | · | 2.5k | · | -1.6k | -5.2k |
| 2023 | · | · | · | · | -2.8k | 2.8k | 3.3k | 1.6k | · | -2.6k | · | 2.9k | 5.1k |
| 2024 | 1.6k | · | · | -3.1k | · | · | 622 | · | · | 1.0k | · | -1.5k | -1.4k |
Detailed Metrics
Sharpe Ratio
0.18
Sortino Ratio
0.25
Profit Factor
1.20
Avg Win / Avg Loss
0.99
Avg Winner
$2,425.19
Avg Loser
-$2,459.89
Expectancy
$219.02
Recovery Factor
0.76
Max Drawdown ($)
$8,882.75
Max Drawdown (%)
8.88%
Max DD ($) Trough
0d
Max DD ($) Recovery
41d
Max DD (%) Trough
0d
Max DD (%) Recovery
41d
Commission
$85.25
Winning / Losing
17 / 14
Total Orders
62
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 One White Soldier
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
4
Avg Consecutive Wins
2.1
Avg Consecutive Losses
1.6
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
31
Profitable Days
17
Daily Win Rate
54.84%
Avg Daily Return
$219.02
Std Dev Daily
$3,024.63
Max Daily Return
$5,592.25
Min Daily Return
-$8,882.75
Max EOD Drawdown
$8,882.75
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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