Fractiz
Backtest Sample
Bullish Squeeze Alert
NQ 15m · Bullish Squeeze Alert · 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
$14,207.50
Max Drawdown %
7.35%
Profit Factor
1.35
Win Rate
57.65%
Sharpe Ratio
0.56
Total Trades
170
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 | 250 | -443 | 3.9k | 162 | 1.3k | -2.3k | 815 | 1.2k | 3.3k | 635 | -561 | 195 | 8.6k |
| 2021 | 425 | 749 | -14 | 147 | -436 | 120 | 2.3k | 254 | -339 | · | 592 | 269 | 4.0k |
| 2022 | -1.8k | -2.3k | -761 | 329 | -1.5k | 512 | · | 797 | -761 | -1.8k | -228 | 1.6k | -5.9k |
| 2023 | 77 | -73 | -163 | -938 | 347 | 34 | 2.3k | · | · | 276 | 281 | 862 | 3.0k |
| 2024 | -676 | 489 | 442 | -1.0k | 1.1k | 127 | 652 | 3.4k | · | -403 | 2.0k | -1.6k | 4.5k |
Detailed Metrics
Sharpe Ratio
0.56
Sortino Ratio
0.84
Profit Factor
1.35
Avg Win / Avg Loss
0.99
Avg Winner
$561.59
Avg Loser
-$567.06
Expectancy
$83.57
Recovery Factor
1.71
Max Drawdown ($)
$8,327.50
Max Drawdown (%)
7.35%
Max DD ($) Trough
68d
Max DD ($) Recovery
963d
Max DD (%) Trough
68d
Max DD (%) Recovery
963d
Commission
$467.50
Winning / Losing
98 / 72
Total Orders
340
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish Squeeze Alert
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
7
Max Consecutive Losses
6
Avg Consecutive Wins
2.6
Avg Consecutive Losses
1.9
Median Consecutive Wins
2.5
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
162
Profitable Days
94
Daily Win Rate
58.02%
Avg Daily Return
$87.70
Std Dev Daily
$881.01
Max Daily Return
$3,859.50
Min Daily Return
-$5,410.50
Max EOD Drawdown
$8,327.50
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 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
340 orders generated by this run.
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