Fractiz
Backtest Sample
Bullish Three White Soldiers
NQ 1D · 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
$15,905.75
Max Drawdown %
4.85%
Profit Factor
2.45
Win Rate
57.14%
Sharpe Ratio
0.41
Total Trades
7
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 | -4.8k | · | · | · | · | · | · | 5.6k | · | · | · | · | 740 |
| 2022 | · | · | · | · | · | -4.1k | · | 4.7k | · | · | · | · | 620 |
| 2023 | 3.0k | · | · | · | · | · | -2.1k | · | · | · | · | 14k | 15k |
Detailed Metrics
Sharpe Ratio
0.41
Sortino Ratio
1.05
Profit Factor
2.45
Avg Win / Avg Loss
1.84
Avg Winner
$6,724.75
Avg Loser
-$3,664.42
Expectancy
$2,272.25
Recovery Factor
3.28
Max Drawdown ($)
$4,847.75
Max Drawdown (%)
4.85%
Max DD ($) Trough
0d
Max DD ($) Recovery
213d
Max DD (%) Trough
0d
Max DD (%) Recovery
213d
Commission
$19.25
Winning / Losing
4 / 3
Total Orders
14
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 White Soldiers
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
1
Avg Consecutive Wins
1.3
Avg Consecutive Losses
1.0
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
7
Profitable Days
4
Daily Win Rate
57.14%
Avg Daily Return
$2,272.25
Std Dev Daily
$6,051.58
Max Daily Return
$13,632.25
Min Daily Return
-$4,847.75
Max EOD Drawdown
$4,847.75
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 7 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
14 orders generated by this run.