Fractiz
Backtest Sample
Bullish Three Inside Up
NQ 1D · Bullish Three Inside Up · 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
$2,074.25
Max Drawdown %
28.89%
Profit Factor
1.05
Win Rate
53.85%
Sharpe Ratio
0.03
Total Trades
13
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | · | · | · | · | · | · | · | · | · | -8.7k | -8.7k |
| 2022 | -12k | · | · | · | -6.5k | -2.0k | · | · | · | 1.7k | · | · | -19k |
| 2023 | · | · | 14k | 392 | -3.4k | · | · | · | · | -6.7k | · | · | 4.0k |
| 2024 | 3.6k | · | · | · | · | · | · | · | 17k | · | 4.7k | · | 25k |
Detailed Metrics
Sharpe Ratio
0.03
Sortino Ratio
0.05
Profit Factor
1.05
Avg Win / Avg Loss
0.90
Avg Winner
$5,980.11
Avg Loser
-$6,631.08
Expectancy
$159.56
Recovery Factor
0.07
Max Drawdown ($)
$28,891.00
Max Drawdown (%)
28.89%
Max DD ($) Trough
189d
Max DD ($) Recovery
1078d
Max DD (%) Trough
189d
Max DD (%) Recovery
1078d
Commission
$35.75
Winning / Losing
7 / 6
Total Orders
26
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 Inside Up
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
4
Avg Consecutive Wins
2.3
Avg Consecutive Losses
2.0
Median Consecutive Wins
3
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
13
Profitable Days
7
Daily Win Rate
53.85%
Avg Daily Return
$159.56
Std Dev Daily
$8,029.81
Max Daily Return
$16,967.25
Min Daily Return
-$11,732.75
Max EOD Drawdown
$28,891.00
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 13 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
26 orders generated by this run.