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
-$3,109.75
Max Drawdown %
4.85%
Profit Factor
0.58
Win Rate
60.00%
Sharpe Ratio
-0.45
Total Trades
25
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 | · | 599 | -1.8k | · | · | 901 | -504 | · | · | -358 | -404 | · | -1.6k |
| 2021 | · | · | · | · | · | · | · | · | · | · | -373 | · | -373 |
| 2022 | · | · | · | · | -1.4k | · | · | 238 | -721 | · | · | · | -1.8k |
| 2023 | · | 46 | 6 | -524 | 185 | · | · | · | 837 | · | 404 | 395 | 1.3k |
| 2024 | · | -326 | -323 | · | · | · | · | · | · | · | · | · | -649 |
Detailed Metrics
Sharpe Ratio
-0.45
Sortino Ratio
-0.51
Profit Factor
0.58
Avg Win / Avg Loss
0.39
Avg Winner
$286.28
Avg Loser
-$740.39
Expectancy
-$124.39
Recovery Factor
-0.64
Max Drawdown ($)
$4,881.55
Max Drawdown (%)
4.85%
Max DD ($) Trough
1147d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1147d
Max DD (%) Recovery
Not yet recovered
Commission
$68.75
Winning / Losing
15 / 10
Total Orders
77
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
Bat
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
7
Max Consecutive Losses
3
Avg Consecutive Wins
1.9
Avg Consecutive Losses
1.4
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
24
Profitable Days
14
Daily Win Rate
58.33%
Avg Daily Return
-$129.57
Std Dev Daily
$615.68
Max Daily Return
$901.25
Min Daily Return
-$1,831.55
Max EOD Drawdown
$4,881.55
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 24 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
77 orders generated by this run.
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