Fractiz
Backtest Sample
Bullish Stick Sandwich
ES 5m · Bullish Stick Sandwich · 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
$11.50
Max Drawdown %
0.56%
Profit Factor
1.02
Win Rate
71.43%
Sharpe Ratio
0.01
Total Trades
14
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 | · | · | · | · | · | · | · | 85 | · | · | · | · | 85 |
| 2021 | · | · | · | · | · | · | · | · | · | 185 | · | · | 185 |
| 2023 | 147 | 97 | · | 35 | · | · | · | · | · | 22 | -65 | · | 236 |
| 2024 | · | -93 | 22 | · | 72 | · | · | · | 22 | 35 | -553 | · | -494 |
Detailed Metrics
Sharpe Ratio
0.01
Sortino Ratio
0.01
Profit Factor
1.02
Avg Win / Avg Loss
0.41
Avg Winner
$72.25
Avg Loser
-$177.75
Expectancy
$0.82
Recovery Factor
0.02
Max Drawdown ($)
$559.50
Max Drawdown (%)
0.56%
Max DD ($) Trough
395d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
395d
Max DD (%) Recovery
Not yet recovered
Commission
$38.50
Winning / Losing
10 / 4
Total Orders
28
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
5m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish Stick Sandwich
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
6
Max Consecutive Losses
3
Avg Consecutive Wins
5.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
5
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
14
Profitable Days
10
Daily Win Rate
71.43%
Avg Daily Return
$0.82
Std Dev Daily
$168.27
Max Daily Return
$184.75
Min Daily Return
-$552.75
Max EOD Drawdown
$559.50
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 14 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
28 orders generated by this run.
More Bullish Stick Sandwich backtests