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
$182.75
Max Drawdown %
1.30%
Profit Factor
1.05
Win Rate
64.71%
Sharpe Ratio
0.04
Total Trades
17
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 | -473 | 535 | · | 521 | · | · | · | · | · | 282 | · | · | 865 |
| 2021 | · | 633 | · | · | · | · | · | · | · | · | · | · | 633 |
| 2022 | · | · | -519 | -171 | 150 | 146 | · | · | 85 | -456 | 40 | · | -726 |
| 2023 | · | · | -522 | · | · | · | · | · | · | · | · | · | -522 |
| 2024 | · | · | · | · | 242 | · | · | · | -308 | · | · | · | -66 |
Detailed Metrics
Sharpe Ratio
0.04
Sortino Ratio
0.05
Profit Factor
1.05
Avg Win / Avg Loss
0.57
Avg Winner
$343.20
Avg Loser
-$598.75
Expectancy
$10.75
Recovery Factor
0.14
Max Drawdown ($)
$1,315.00
Max Drawdown (%)
1.30%
Max DD ($) Trough
1314d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1314d
Max DD (%) Recovery
Not yet recovered
Commission
$46.75
Winning / Losing
11 / 6
Total Orders
51
Configuration
Strategy
Harmonic Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Bat
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
1
Avg Consecutive Wins
2.2
Avg Consecutive Losses
1.0
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
17
Profitable Days
11
Daily Win Rate
64.71%
Avg Daily Return
$10.75
Std Dev Daily
$532.43
Max Daily Return
$711.25
Min Daily Return
-$1,233.75
Max EOD Drawdown
$1,315.00
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 17 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
51 orders generated by this run.
More Bat backtests
-
ES 5m · Bat · 2020-2024
Net -$4,579.00 · DD 5.25% · PF 0.50
-
GC 15m · Bat · 2020-2024
Net -$693.25 · DD 1.89% · PF 0.80
-
GC 5m · Bat · 2020-2024
Net -$1,072.75 · DD 3.05% · PF 0.85
-
NQ 15m · Bat · 2020-2024
Net -$3,109.75 · DD 4.85% · PF 0.58
-
NQ 5m · Bat · 2020-2024
Net -$10,067.35 · DD 10.63% · PF 0.47