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
-$3,600.50
Max Drawdown %
4.88%
Profit Factor
0.64
Win Rate
64.71%
Sharpe Ratio
-0.30
Total Trades
34
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 | · | · | -1.8k | · | 365 | 321 | · | · | -511 | · | · | · | -1.6k |
| 2021 | · | -233 | · | · | 479 | · | 86 | · | -411 | 226 | · | · | 149 |
| 2022 | -410 | -563 | 548 | 130 | 557 | · | · | 88 | · | · | · | -414 | -64 |
| 2023 | -294 | 40 | · | · | 761 | · | · | · | · | · | · | · | 507 |
| 2024 | · | · | -170 | 887 | · | · | -4.6k | · | · | · | 152 | 1.1k | -2.6k |
Detailed Metrics
Sharpe Ratio
-0.30
Sortino Ratio
-0.31
Profit Factor
0.64
Avg Win / Avg Loss
0.35
Avg Winner
$292.20
Avg Loser
-$835.75
Expectancy
-$105.90
Recovery Factor
-0.74
Max Drawdown ($)
$4,882.25
Max Drawdown (%)
4.88%
Max DD ($) Trough
1583d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1583d
Max DD (%) Recovery
Not yet recovered
Commission
$127.50
Winning / Losing
22 / 12
Total Orders
102
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
Butterfly
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
7
Max Consecutive Losses
3
Avg Consecutive Wins
2.8
Avg Consecutive Losses
1.5
Median Consecutive Wins
2.5
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
31
Profitable Days
20
Daily Win Rate
64.52%
Avg Daily Return
-$116.15
Std Dev Daily
$961.04
Max Daily Return
$887.25
Min Daily Return
-$4,563.75
Max EOD Drawdown
$4,882.25
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 31 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
102 orders generated by this run.
More Butterfly backtests
-
ES 15m · Butterfly · 2020-2024
Net $1,792.75 · DD 1.79% · PF 1.37
-
ES 5m · Butterfly · 2020-2024
Net -$2,228.00 · DD 2.90% · PF 0.80
-
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