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
-$4,579.00
Max Drawdown %
5.25%
Profit Factor
0.50
Win Rate
52.17%
Sharpe Ratio
-0.59
Total Trades
46
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 | · | · | -2.8k | -277 | -425 | · | · | -246 | · | 157 | 152 | · | -3.5k |
| 2021 | 194 | · | · | -57 | -914 | 4 | -20 | 2 | · | · | -63 | · | -854 |
| 2022 | · | -925 | · | · | 257 | 271 | 58 | · | 101 | -310 | 419 | 487 | 359 |
| 2023 | -4 | -114 | 182 | · | · | -525 | · | 24 | · | · | -296 | 57 | -676 |
| 2024 | · | · | · | -118 | · | · | 267 | · | · | · | -86 | · | 62 |
Detailed Metrics
Sharpe Ratio
-0.59
Sortino Ratio
-0.62
Profit Factor
0.50
Avg Win / Avg Loss
0.46
Avg Winner
$190.50
Avg Loser
-$415.95
Expectancy
-$99.54
Recovery Factor
-0.87
Max Drawdown ($)
$5,248.50
Max Drawdown (%)
5.25%
Max DD ($) Trough
693d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
693d
Max DD (%) Recovery
Not yet recovered
Commission
$126.50
Winning / Losing
24 / 22
Total Orders
141
Configuration
Strategy
Harmonic Patterns
Contracts
ES
Timeframe
5m
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
3
Avg Consecutive Wins
1.6
Avg Consecutive Losses
1.4
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
43
Profitable Days
23
Daily Win Rate
53.49%
Avg Daily Return
-$106.49
Std Dev Daily
$514.28
Max Daily Return
$436.75
Min Daily Return
-$2,829.75
Max EOD Drawdown
$5,248.50
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 43 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
141 orders generated by this run.
More Bat backtests