Fractiz
Backtest Sample
Bullish Three Gap Downs
YM 1D · Bullish Three Gap Downs · 2020-2024 · YM
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$323.25
Max Drawdown %
15.74%
Profit Factor
0.99
Win Rate
52.17%
Sharpe Ratio
-0.01
Total Trades
23
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 | · | · | -6.4k | · | · | 4.4k | -273 | · | · | · | 6.5k | · | 4.2k |
| 2021 | · | · | · | 2.4k | · | 6.1k | · | 2.4k | -1.3k | · | · | · | 9.6k |
| 2022 | · | -233 | · | · | · | -12k | · | -4.9k | · | 2.9k | · | 3.8k | -10k |
| 2023 | · | -2.7k | · | · | 697 | -568 | 3.6k | -1.5k | · | -3.2k | · | · | -3.7k |
| 2024 | · | · | · | · | · | 1.7k | 1.3k | · | · | -3.3k | · | · | -293 |
Detailed Metrics
Sharpe Ratio
-0.01
Sortino Ratio
-0.01
Profit Factor
0.99
Avg Win / Avg Loss
0.91
Avg Winner
$2,981.00
Avg Loser
-$3,281.39
Expectancy
-$14.05
Recovery Factor
-0.02
Max Drawdown ($)
$18,116.00
Max Drawdown (%)
15.74%
Max DD ($) Trough
369d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
369d
Max DD (%) Recovery
Not yet recovered
Commission
$63.25
Winning / Losing
12 / 11
Total Orders
46
Configuration
Strategy
Candlestick Patterns
Contracts
YM
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
4
Max Consecutive Losses
4
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.6
Median Consecutive Wins
1.5
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
23
Profitable Days
12
Daily Win Rate
52.17%
Avg Daily Return
-$14.05
Std Dev Daily
$4,072.52
Max Daily Return
$6,542.25
Min Daily Return
-$11,632.75
Max EOD Drawdown
$18,116.00
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 23 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
46 orders generated by this run.
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