Fractiz
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$12,553.00
Max Drawdown %
16.53%
Profit Factor
0.87
Win Rate
53.89%
Sharpe Ratio
-0.68
Total Trades
848
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 | -217 | 613 | 248 | -412 | -17 | 278 | -148 | -294 | -1.2k | 238 | -409 | 868 | -401 |
| 2021 | 730 | 1.1k | -1.4k | -63 | -1.0k | -1.4k | 167 | -107 | -895 | 255 | -384 | -157 | -3.2k |
| 2022 | 326 | 1.5k | -2.2k | 966 | -1.2k | -145 | -620 | 688 | -363 | 113 | 609 | 243 | -121 |
| 2023 | 251 | 859 | -2.1k | -431 | 677 | 308 | -530 | -785 | 80 | 134 | 684 | 239 | -602 |
| 2024 | -899 | -150 | -960 | -863 | -1.9k | -1.7k | -1.4k | -333 | -766 | -740 | 2.2k | -730 | -8.2k |
Detailed Metrics
Sharpe Ratio
-0.68
Sortino Ratio
-0.88
Profit Factor
0.87
Avg Win / Avg Loss
0.74
Avg Winner
$184.36
Avg Loser
-$247.58
Expectancy
-$14.80
Recovery Factor
-0.74
Max Drawdown ($)
$16,913.50
Max Drawdown (%)
16.53%
Max DD ($) Trough
1639d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1639d
Max DD (%) Recovery
Not yet recovered
Commission
$3,180.00
Winning / Losing
457 / 391
Total Orders
2,558
Configuration
Strategy
Harmonic Patterns
Contracts
GC
Timeframe
5m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
AB=CD
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
7
Max Consecutive Losses
7
Avg Consecutive Wins
2.2
Avg Consecutive Losses
1.9
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
627
Profitable Days
322
Daily Win Rate
51.36%
Avg Daily Return
-$20.02
Std Dev Daily
$325.43
Max Daily Return
$1,638.25
Min Daily Return
-$2,300.25
Max EOD Drawdown
$16,337.75
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 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
2,558 orders generated by this run.
More AB=CD backtests
-
ES 15m · AB=CD · 2020-2024
Net $1,198.75 · DD 5.92% · PF 1.03
-
ES 5m · AB=CD · 2020-2024
Net -$4,672.00 · DD 12.78% · PF 0.95
-
GC 15m · AB=CD · 2020-2024
Net $2,638.75 · DD 8.70% · PF 1.05
-
NQ 15m · AB=CD · 2020-2024
Net $3,581.60 · DD 11.47% · PF 1.04
-
NQ 5m · AB=CD · 2020-2024
Net $11,733.30 · DD 10.96% · PF 1.07