Fractiz
Backtest Sample
Bullish Three Gap Downs
NQ 1D · Bullish Three Gap Downs · 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
$11,548.75
Max Drawdown %
33.38%
Profit Factor
1.28
Win Rate
66.67%
Sharpe Ratio
0.16
Total Trades
15
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 | · | · | -4.2k | · | · | · | · | · | · | · | · | · | -4.2k |
| 2021 | · | · | · | · | · | · | · | 10k | 3.8k | · | · | · | 14k |
| 2022 | · | · | · | 2.5k | 537 | -22k | · | -8.4k | · | -7.2k | · | 5.6k | -29k |
| 2023 | 1.1k | · | · | · | 7.3k | · | · | 5.2k | · | · | · | · | 14k |
| 2024 | 10k | · | · | · | · | · | · | · | · | · | 6.9k | · | 17k |
Detailed Metrics
Sharpe Ratio
0.16
Sortino Ratio
0.20
Profit Factor
1.28
Avg Win / Avg Loss
0.64
Avg Winner
$5,342.25
Avg Loser
-$8,374.75
Expectancy
$769.92
Recovery Factor
0.31
Max Drawdown ($)
$37,681.00
Max Drawdown (%)
33.38%
Max DD ($) Trough
151d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
151d
Max DD (%) Recovery
Not yet recovered
Commission
$41.25
Winning / Losing
10 / 5
Total Orders
30
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 Three Gap Downs
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
6
Max Consecutive Losses
4
Avg Consecutive Wins
5.0
Avg Consecutive Losses
2.5
Median Consecutive Wins
5
Median Consecutive Losses
2.5
Daily Performance
Tradeable Days
1,293
Days Traded
15
Profitable Days
10
Daily Win Rate
66.67%
Avg Daily Return
$769.92
Std Dev Daily
$8,198.24
Max Daily Return
$10,317.25
Min Daily Return
-$22,117.75
Max EOD Drawdown
$37,681.00
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 15 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
30 orders generated by this run.
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