Fractiz
Backtest Sample
Bullish Three Line Strike
ES 15m · Bullish Three Line Strike · 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
-$165.00
Max Drawdown %
1.69%
Profit Factor
0.93
Win Rate
60.00%
Sharpe Ratio
-0.04
Total Trades
10
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 | · | · | 810 | -1.7k | 197 | · | · | · | · | · | · | · | -699 |
| 2021 | · | · | 697 | · | 47 | · | · | · | · | · | · | · | 745 |
| 2022 | · | · | · | · | · | · | · | · | · | · | -115 | · | -115 |
| 2023 | · | · | · | -603 | · | · | · | · | 285 | · | · | · | -318 |
| 2024 | · | · | · | · | · | · | · | · | · | · | · | 222 | 222 |
Detailed Metrics
Sharpe Ratio
-0.04
Sortino Ratio
-0.05
Profit Factor
0.93
Avg Win / Avg Loss
0.62
Avg Winner
$376.42
Avg Loser
-$605.88
Expectancy
-$16.50
Recovery Factor
-0.10
Max Drawdown ($)
$1,705.50
Max Drawdown (%)
1.69%
Max DD ($) Trough
34d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
34d
Max DD (%) Recovery
Not yet recovered
Commission
$27.50
Winning / Losing
6 / 4
Total Orders
20
Configuration
Strategy
Candlestick Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bullish Three Line Strike
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
2
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.0
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
10
Profitable Days
6
Daily Win Rate
60.00%
Avg Daily Return
-$16.50
Std Dev Daily
$619.03
Max Daily Return
$809.75
Min Daily Return
-$1,440.25
Max EOD Drawdown
$1,705.50
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 10 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
20 orders generated by this run.
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