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
-$1,072.75
Max Drawdown %
3.05%
Profit Factor
0.85
Win Rate
50.88%
Sharpe Ratio
-0.20
Total Trades
57
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 | · | -154 | 1.1k | -161 | -258 | · | · | -181 | · | 541 | 176 | · | 1.0k |
| 2021 | · | 118 | · | · | 115 | · | · | · | -68 | -134 | -14 | 283 | 301 |
| 2022 | · | · | · | · | · | -543 | -223 | -87 | 440 | · | · | · | -414 |
| 2023 | -192 | -202 | -521 | 224 | · | · | · | -226 | -273 | · | · | -729 | -1.9k |
| 2024 | · | · | 376 | · | -494 | 677 | -257 | -302 | 452 | -263 | -275 | · | -86 |
Detailed Metrics
Sharpe Ratio
-0.20
Sortino Ratio
-0.28
Profit Factor
0.85
Avg Win / Avg Loss
0.82
Avg Winner
$210.32
Avg Loser
-$256.14
Expectancy
-$18.82
Recovery Factor
-0.35
Max Drawdown ($)
$3,087.25
Max Drawdown (%)
3.05%
Max DD ($) Trough
887d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
887d
Max DD (%) Recovery
Not yet recovered
Commission
$213.75
Winning / Losing
29 / 28
Total Orders
173
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
Bat
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
7
Max Consecutive Losses
6
Avg Consecutive Wins
2.1
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,291
Days Traded
55
Profitable Days
27
Daily Win Rate
49.09%
Avg Daily Return
-$19.50
Std Dev Daily
$323.92
Max Daily Return
$1,081.25
Min Daily Return
-$915.75
Max EOD Drawdown
$3,087.25
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 55 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
173 orders generated by this run.
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