Fractiz
Backtest Sample
Bullish Piercing Line
RTY 1D · Bullish Piercing Line · 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
$744.00
Max Drawdown %
1.45%
Profit Factor
1.27
Win Rate
50.00%
Sharpe Ratio
0.10
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | · | · | 1.8k | · | · | · | · | · | · | · | · | · | 1.8k |
| 2023 | · | · | · | · | · | · | · | · | · | -1.5k | · | · | -1.5k |
| 2024 | · | · | 1.7k | · | · | · | · | · | · | · | · | -1.3k | 455 |
Detailed Metrics
Sharpe Ratio
0.10
Sortino Ratio
0.17
Profit Factor
1.27
Avg Win / Avg Loss
1.27
Avg Winner
$1,754.75
Avg Loser
-$1,382.75
Expectancy
$186.00
Recovery Factor
0.50
Max Drawdown ($)
$1,477.75
Max Drawdown (%)
1.45%
Max DD ($) Trough
577d
Max DD ($) Recovery
753d
Max DD (%) Trough
577d
Max DD (%) Recovery
753d
Commission
$11.00
Winning / Losing
2 / 2
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 Piercing Line
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
1
Avg Consecutive Wins
1.0
Avg Consecutive Losses
1.0
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
4
Profitable Days
2
Daily Win Rate
50.00%
Avg Daily Return
$186.00
Std Dev Daily
$1,570.21
Max Daily Return
$1,767.25
Min Daily Return
-$1,477.75
Max EOD Drawdown
$1,477.75
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 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.
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