Fractiz
Backtest Sample
Bullish Thrusting Line
NQ 1D · Bullish Thrusting Line · 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
$35,208.50
Max Drawdown %
4.54%
Profit Factor
6.45
Win Rate
66.67%
Sharpe Ratio
0.70
Total Trades
6
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 | · | · | · | · | · | · | 13k | · | · | · | · | · | 13k |
| 2022 | 7.2k | · | · | · | · | · | · | · | · | · | · | · | 7.2k |
| 2023 | · | · | · | · | · | · | 13k | · | · | -6.0k | · | · | 6.7k |
| 2024 | · | · | · | · | · | · | · | · | · | 8.6k | · | · | 8.6k |
Detailed Metrics
Sharpe Ratio
0.70
Sortino Ratio
2.58
Profit Factor
6.45
Avg Win / Avg Loss
3.23
Avg Winner
$10,416.00
Avg Loser
-$3,227.75
Expectancy
$5,868.08
Recovery Factor
5.85
Max Drawdown ($)
$6,017.75
Max Drawdown (%)
4.54%
Max DD ($) Trough
105d
Max DD ($) Recovery
450d
Max DD (%) Trough
105d
Max DD (%) Recovery
450d
Commission
$16.50
Winning / Losing
4 / 2
Total Orders
12
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 Thrusting Line
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
6
Profitable Days
4
Daily Win Rate
66.67%
Avg Daily Return
$5,868.08
Std Dev Daily
$6,887.31
Max Daily Return
$12,697.25
Min Daily Return
-$6,017.75
Max EOD Drawdown
$6,017.75
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 6 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
12 orders generated by this run.
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