Fractiz
Backtest Sample
Bullish Separating Lines
NQ 1D · Bullish Separating Lines · 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
$12,257.50
Max Drawdown %
5.24%
Profit Factor
2.80
Win Rate
60.00%
Sharpe Ratio
0.52
Total Trades
10
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 | · | · | · | · | · | · | 402 | 6.7k | · | · | · | · | 7.1k |
| 2021 | · | · | · | · | · | · | 3.8k | · | · | · | · | · | 3.8k |
| 2022 | · | · | · | · | · | · | · | · | · | · | 1.9k | · | 1.9k |
| 2023 | · | · | · | · | · | -3.0k | -2.4k | · | · | · | · | · | -5.5k |
| 2024 | · | · | · | · | · | 917 | -1.3k | -33 | 5.4k | · | · | · | 4.9k |
Detailed Metrics
Sharpe Ratio
0.52
Sortino Ratio
1.32
Profit Factor
2.80
Avg Win / Avg Loss
1.86
Avg Winner
$3,180.58
Avg Loser
-$1,706.50
Expectancy
$1,225.75
Recovery Factor
2.07
Max Drawdown ($)
$5,908.75
Max Drawdown (%)
5.24%
Max DD ($) Trough
643d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
643d
Max DD (%) Recovery
Not yet recovered
Commission
$27.50
Winning / Losing
6 / 4
Total Orders
20
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 Separating Lines
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
2
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
10
Profitable Days
6
Daily Win Rate
60.00%
Avg Daily Return
$1,225.75
Std Dev Daily
$3,081.38
Max Daily Return
$6,747.25
Min Daily Return
-$3,012.75
Max EOD Drawdown
$5,908.75
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 10 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
20 orders generated by this run.
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