Fractiz
Backtest Sample
Bullish Three Outside Up
NQ 1D · Bullish Three Outside 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
$17,422.00
Max Drawdown %
13.37%
Profit Factor
1.69
Win Rate
58.33%
Sharpe Ratio
0.32
Total Trades
12
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 | 2.6k | · | · | · | -203 | · | · | · | · | · | · | · | 2.4k |
| 2021 | · | 3.8k | · | · | -4.8k | · | · | · | · | · | · | · | -971 |
| 2022 | · | -9.4k | · | · | · | · | 7.7k | 8.2k | · | · | 4.0k | · | 10k |
| 2023 | · | · | -8.3k | -2.7k | · | · | · | · | · | 2.2k | · | 14k | 5.6k |
Detailed Metrics
Sharpe Ratio
0.32
Sortino Ratio
0.56
Profit Factor
1.69
Avg Win / Avg Loss
1.20
Avg Winner
$6,118.68
Avg Loser
-$5,081.75
Expectancy
$1,451.83
Recovery Factor
1.23
Max Drawdown ($)
$14,195.50
Max Drawdown (%)
13.37%
Max DD ($) Trough
372d
Max DD ($) Recovery
540d
Max DD (%) Trough
372d
Max DD (%) Recovery
540d
Commission
$33.00
Winning / Losing
7 / 5
Total Orders
24
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 Outside Up
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
2
Avg Consecutive Wins
1.8
Avg Consecutive Losses
1.7
Median Consecutive Wins
1.5
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
12
Profitable Days
7
Daily Win Rate
58.33%
Avg Daily Return
$1,451.83
Std Dev Daily
$6,696.39
Max Daily Return
$14,437.25
Min Daily Return
-$9,397.75
Max EOD Drawdown
$14,195.50
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 12 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
24 orders generated by this run.