Fractiz
Backtest Sample
Bullish Piercing Line
YM 1D · Bullish Piercing Line · 2020-2024 · YM
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$15,378.75
Max Drawdown %
16.51%
Profit Factor
0.08
Win Rate
20.00%
Sharpe Ratio
-0.74
Total Trades
5
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 | · | · | · | · | · | 1.4k | · | · | · | · | · | · | 1.4k |
| 2021 | · | · | · | · | · | · | · | · | -2.8k | · | · | · | -2.8k |
| 2022 | · | · | · | · | · | · | · | -7.2k | · | · | · | · | -7.2k |
| 2023 | · | · | · | · | · | · | · | -3.8k | · | -2.9k | · | · | -6.7k |
Detailed Metrics
Sharpe Ratio
-0.74
Sortino Ratio
-0.75
Profit Factor
0.08
Avg Win / Avg Loss
0.32
Avg Winner
$1,357.25
Avg Loser
-$4,184.00
Expectancy
-$3,075.75
Recovery Factor
-0.92
Max Drawdown ($)
$16,736.00
Max Drawdown (%)
16.51%
Max DD ($) Trough
1200d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1200d
Max DD (%) Recovery
Not yet recovered
Commission
$13.75
Winning / Losing
1 / 4
Total Orders
10
Configuration
Strategy
Candlestick Patterns
Contracts
YM
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
4
Avg Consecutive Wins
1.0
Avg Consecutive Losses
4.0
Median Consecutive Wins
1
Median Consecutive Losses
4
Daily Performance
Tradeable Days
1,293
Days Traded
5
Profitable Days
1
Daily Win Rate
20.00%
Avg Daily Return
-$3,075.75
Std Dev Daily
$2,741.59
Max Daily Return
$1,357.25
Min Daily Return
-$7,237.75
Max EOD Drawdown
$16,736.00
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 5 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
10 orders generated by this run.
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