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
-$10,067.35
Max Drawdown %
10.63%
Profit Factor
0.47
Win Rate
46.15%
Sharpe Ratio
-0.77
Total Trades
65
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 | -597 | -384 | -5.6k | · | -398 | · | 235 | -229 | 84 | 374 | -470 | -101 | -7.0k |
| 2021 | -570 | -443 | -1.6k | · | · | 61 | 148 | 19 | -668 | 499 | · | -395 | -2.9k |
| 2022 | 915 | -595 | · | · | 677 | -753 | 1.1k | · | 1.2k | 435 | · | -132 | 2.9k |
| 2023 | 278 | · | -82 | 15 | · | · | -237 | 312 | -255 | 290 | -84 | · | 238 |
| 2024 | · | · | · | -394 | · | -2.2k | · | · | -523 | · | -262 | 138 | -3.2k |
Detailed Metrics
Sharpe Ratio
-0.77
Sortino Ratio
-0.84
Profit Factor
0.47
Avg Win / Avg Loss
0.54
Avg Winner
$294.02
Avg Loser
-$539.65
Expectancy
-$154.88
Recovery Factor
-0.95
Max Drawdown ($)
$10,628.45
Max Drawdown (%)
10.63%
Max DD ($) Trough
1774d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1774d
Max DD (%) Recovery
Not yet recovered
Commission
$178.75
Winning / Losing
30 / 35
Total Orders
197
Configuration
Strategy
Harmonic Patterns
Contracts
NQ
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
6
Avg Consecutive Wins
1.8
Avg Consecutive Losses
2.1
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
65
Profitable Days
30
Daily Win Rate
46.15%
Avg Daily Return
-$154.88
Std Dev Daily
$698.16
Max Daily Return
$1,221.65
Min Daily Return
-$3,864.75
Max EOD Drawdown
$10,628.45
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 65 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
197 orders generated by this run.
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