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
-$693.25
Max Drawdown %
1.89%
Profit Factor
0.80
Win Rate
40.00%
Sharpe Ratio
-0.17
Total Trades
15
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 | · | · | 596 | -471 | 477 | · | · | -554 | · | · | · | · | 49 |
| 2021 | 511 | · | · | · | · | · | -7 | · | · | · | · | · | 504 |
| 2022 | · | · | 368 | · | · | 299 | · | · | · | · | -420 | · | 248 |
| 2023 | · | · | · | · | · | -174 | -330 | · | -160 | 536 | · | · | -127 |
| 2024 | · | · | -567 | -801 | · | · | · | · | · | · | · | · | -1.4k |
Detailed Metrics
Sharpe Ratio
-0.17
Sortino Ratio
-0.23
Profit Factor
0.80
Avg Win / Avg Loss
1.20
Avg Winner
$464.75
Avg Loser
-$386.86
Expectancy
-$46.22
Recovery Factor
-0.36
Max Drawdown ($)
$1,914.25
Max Drawdown (%)
1.89%
Max DD ($) Trough
651d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
651d
Max DD (%) Recovery
Not yet recovered
Commission
$56.25
Winning / Losing
6 / 9
Total Orders
46
Configuration
Strategy
Harmonic Patterns
Contracts
GC
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
2
Max Consecutive Losses
4
Avg Consecutive Wins
1.2
Avg Consecutive Losses
1.8
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
15
Profitable Days
6
Daily Win Rate
40.00%
Avg Daily Return
-$46.22
Std Dev Daily
$458.74
Max Daily Return
$596.25
Min Daily Return
-$800.75
Max EOD Drawdown
$1,914.25
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 15 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
46 orders generated by this run.
More Bat backtests
-
ES 15m · Bat · 2020-2024
Net $182.75 · DD 1.30% · PF 1.05
-
ES 5m · Bat · 2020-2024
Net -$4,579.00 · DD 5.25% · PF 0.50
-
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