Fractiz
Backtest Sample
Bullish Three Line Strike
NQ 15m · Bullish Three Line Strike · 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
-$1,554.50
Max Drawdown %
4.00%
Profit Factor
0.70
Win Rate
55.56%
Sharpe Ratio
-0.22
Total Trades
18
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 | · | · | · | -198 | · | · | · | · | · | · | · | · | -198 |
| 2021 | -23 | -2.5k | · | · | · | · | -96 | · | · | · | · | · | -2.6k |
| 2022 | -791 | · | · | · | · | · | · | · | · | · | 832 | · | 42 |
| 2023 | · | · | · | · | · | · | · | · | -738 | -188 | · | -273 | -1.2k |
| 2024 | 622 | 817 | 132 | · | 842 | · | 32 | · | · | · | · | · | 2.4k |
Detailed Metrics
Sharpe Ratio
-0.22
Sortino Ratio
-0.24
Profit Factor
0.70
Avg Win / Avg Loss
0.56
Avg Winner
$366.25
Avg Loser
-$652.13
Expectancy
-$86.36
Recovery Factor
-0.39
Max Drawdown ($)
$4,000.25
Max Drawdown (%)
4.00%
Max DD ($) Trough
1325d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1325d
Max DD (%) Recovery
Not yet recovered
Commission
$49.50
Winning / Losing
10 / 8
Total Orders
36
Configuration
Strategy
Candlestick Patterns
Contracts
NQ
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
7
Max Consecutive Losses
4
Avg Consecutive Wins
3.3
Avg Consecutive Losses
2.7
Median Consecutive Wins
2
Median Consecutive Losses
3
Daily Performance
Tradeable Days
1,293
Days Traded
18
Profitable Days
10
Daily Win Rate
55.56%
Avg Daily Return
-$86.36
Std Dev Daily
$745.93
Max Daily Return
$832.25
Min Daily Return
-$2,527.75
Max EOD Drawdown
$4,000.25
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 18 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
36 orders generated by this run.
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