Fractiz
Backtest Sample
Bullish Separating Lines
ES 1D · Bullish Separating Lines · 2020-2024 · ES
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$10,087.25
Max Drawdown %
18.42%
Profit Factor
0.59
Win Rate
44.44%
Sharpe Ratio
-0.22
Total Trades
9
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 | · | · | · | -5.2k | · | · | -965 | · | · | · | · | · | -6.1k |
| 2021 | · | · | -1.4k | · | · | · | 2.7k | · | · | · | · | · | 1.3k |
| 2022 | · | · | · | · | · | · | · | · | · | · | -153 | · | -153 |
| 2023 | · | · | · | · | · | · | · | · | · | · | · | 1.8k | 1.8k |
| 2024 | · | · | · | · | · | 1.7k | · | -8.7k | · | · | · | · | -7.0k |
Detailed Metrics
Sharpe Ratio
-0.22
Sortino Ratio
-0.25
Profit Factor
0.59
Avg Win / Avg Loss
0.74
Avg Winner
$3,634.75
Avg Loser
-$4,925.25
Expectancy
-$1,120.81
Recovery Factor
-0.55
Max Drawdown ($)
$18,422.00
Max Drawdown (%)
18.42%
Max DD ($) Trough
1569d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1569d
Max DD (%) Recovery
Not yet recovered
Commission
$24.75
Winning / Losing
4 / 5
Total Orders
18
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish Separating Lines
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
3
Avg Consecutive Wins
1.3
Avg Consecutive Losses
1.7
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
9
Profitable Days
4
Daily Win Rate
44.44%
Avg Daily Return
-$1,120.81
Std Dev Daily
$6,579.94
Max Daily Return
$8,334.75
Min Daily Return
-$16,990.25
Max EOD Drawdown
$18,422.00
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 9 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
18 orders generated by this run.
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