Fractiz
Backtest Sample
Bullish Stick Sandwich
NQ 5m · Bullish Stick Sandwich · 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
-$349.75
Max Drawdown %
0.60%
Profit Factor
0.53
Win Rate
33.33%
Sharpe Ratio
-0.35
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 | · | · | · | · | · | · | 117 | · | · | · | · | · | 117 |
| 2021 | · | 137 | · | -113 | · | · | -48 | · | · | · | · | · | -23 |
| 2022 | · | · | · | -323 | · | · | · | · | · | 137 | · | · | -186 |
| 2023 | · | · | · | · | · | -128 | · | -88 | · | · | · | · | -216 |
| 2024 | · | · | · | · | -43 | · | · | · | · | · | · | · | -43 |
Detailed Metrics
Sharpe Ratio
-0.35
Sortino Ratio
-0.41
Profit Factor
0.53
Avg Win / Avg Loss
1.06
Avg Winner
$130.58
Avg Loser
-$123.58
Expectancy
-$38.86
Recovery Factor
-0.58
Max Drawdown ($)
$604.25
Max Drawdown (%)
0.60%
Max DD ($) Trough
1190d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1190d
Max DD (%) Recovery
Not yet recovered
Commission
$24.75
Winning / Losing
3 / 6
Total Orders
18
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
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
2
Max Consecutive Losses
3
Avg Consecutive Wins
1.5
Avg Consecutive Losses
3.0
Median Consecutive Wins
1.5
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
9
Profitable Days
3
Daily Win Rate
33.33%
Avg Daily Return
-$38.86
Std Dev Daily
$142.53
Max Daily Return
$137.25
Min Daily Return
-$322.75
Max EOD Drawdown
$604.25
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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