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
$1,792.75
Max Drawdown %
1.79%
Profit Factor
1.37
Win Rate
58.62%
Sharpe Ratio
0.31
Total Trades
29
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 | 8 | · | 1.0k | · | · | · | 239 | 246 | -245 | · | · | · | 1.3k |
| 2021 | 246 | 1.0k | · | · | 148 | · | 538 | · | · | · | · | 435 | 2.4k |
| 2022 | · | · | -1.7k | · | · | · | · | · | · | 343 | · | 761 | -611 |
| 2023 | · | · | -275 | 282 | 431 | · | · | · | · | · | -660 | · | -222 |
| 2024 | · | -521 | · | · | · | -497 | · | · | · | · | · | · | -1.0k |
Detailed Metrics
Sharpe Ratio
0.31
Sortino Ratio
0.46
Profit Factor
1.37
Avg Win / Avg Loss
0.97
Avg Winner
$392.49
Avg Loser
-$406.63
Expectancy
$61.82
Recovery Factor
0.97
Max Drawdown ($)
$1,851.00
Max Drawdown (%)
1.79%
Max DD ($) Trough
894d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
894d
Max DD (%) Recovery
Not yet recovered
Commission
$79.75
Winning / Losing
17 / 12
Total Orders
87
Configuration
Strategy
Harmonic Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Butterfly
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
5
Avg Consecutive Wins
2.8
Avg Consecutive Losses
1.7
Median Consecutive Wins
2.5
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
28
Profitable Days
17
Daily Win Rate
60.71%
Avg Daily Return
$64.03
Std Dev Daily
$483.24
Max Daily Return
$1,023.75
Min Daily Return
-$959.75
Max EOD Drawdown
$1,851.00
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 28 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
87 orders generated by this run.
More Butterfly backtests
-
ES 5m · Butterfly · 2020-2024
Net -$2,228.00 · DD 2.90% · PF 0.80
-
GC 15m · Butterfly · 2020-2024
Net -$3,600.50 · DD 4.88% · PF 0.64
-
GC 5m · Butterfly · 2020-2024
Net $924.50 · DD 3.13% · PF 1.10
-
NQ 15m · Butterfly · 2020-2024
Net $1,775.30 · DD 6.60% · PF 1.14
-
NQ 5m · Butterfly · 2020-2024
Net -$1,934.30 · DD 4.59% · PF 0.91