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
$3,581.60
Max Drawdown %
11.47%
Profit Factor
1.04
Win Rate
54.69%
Sharpe Ratio
0.12
Total Trades
320
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 | -89 | 1.7k | 2.0k | -1.2k | -3.3k | 898 | -1.6k | -531 | -2.0k | -1.6k | -121 | -934 | -6.7k |
| 2021 | 669 | -1.1k | 1.0k | 892 | -1.6k | -335 | 1.3k | 168 | -1.8k | 851 | 2.6k | -2.0k | 594 |
| 2022 | -276 | 9.1k | 2.6k | 1.3k | 2.6k | -66 | 4.1k | -3.6k | 67 | -1.3k | -1.0k | 949 | 15k |
| 2023 | 1.4k | 1.8k | -2.2k | 853 | 659 | 1.0k | -2.4k | -1.5k | -981 | 1.7k | -58 | -315 | 91 |
| 2024 | -762 | 661 | -111 | 932 | 431 | 19 | -1.5k | -1.5k | -103 | 2.0k | -3.7k | -1.3k | -5.0k |
Detailed Metrics
Sharpe Ratio
0.12
Sortino Ratio
0.18
Profit Factor
1.04
Avg Win / Avg Loss
0.86
Avg Winner
$552.64
Avg Loser
-$642.28
Expectancy
$11.19
Recovery Factor
0.30
Max Drawdown ($)
$11,938.65
Max Drawdown (%)
11.47%
Max DD ($) Trough
630d
Max DD ($) Recovery
692d
Max DD (%) Trough
630d
Max DD (%) Recovery
692d
Commission
$880.00
Winning / Losing
175 / 145
Total Orders
965
Configuration
Strategy
Harmonic Patterns
Contracts
NQ
Timeframe
15m
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
6
Avg Consecutive Wins
2.2
Avg Consecutive Losses
1.8
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
285
Profitable Days
151
Daily Win Rate
52.98%
Avg Daily Return
$12.57
Std Dev Daily
$811.93
Max Daily Return
$4,445.45
Min Daily Return
-$3,277.10
Max EOD Drawdown
$11,938.65
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
965 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
-
GC 5m · AB=CD · 2020-2024
Net -$12,553.00 · DD 16.53% · PF 0.87
-
NQ 5m · AB=CD · 2020-2024
Net $11,733.30 · DD 10.96% · PF 1.07