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
-$1,315.25
Max Drawdown %
1.54%
Profit Factor
0.43
Win Rate
42.86%
Sharpe Ratio
-0.43
Total Trades
7
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 | · | · | · | · | · | · | · | -310 | · | · | · | · | -310 |
| 2021 | · | · | 385 | · | · | · | · | 158 | · | -737 | · | · | -194 |
| 2022 | · | · | · | · | · | · | · | · | -745 | 445 | · | · | -300 |
| 2023 | · | · | · | · | · | · | · | · | -512 | · | · | · | -512 |
Detailed Metrics
Sharpe Ratio
-0.43
Sortino Ratio
-0.48
Profit Factor
0.43
Avg Win / Avg Loss
0.57
Avg Winner
$329.42
Avg Loser
-$575.88
Expectancy
-$187.89
Recovery Factor
-0.85
Max Drawdown ($)
$1,548.50
Max Drawdown (%)
1.54%
Max DD ($) Trough
783d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
783d
Max DD (%) Recovery
Not yet recovered
Commission
$19.25
Winning / Losing
3 / 4
Total Orders
22
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
Crab
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
2
Avg Consecutive Wins
1.5
Avg Consecutive Losses
1.3
Median Consecutive Wins
1.5
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
7
Profitable Days
3
Daily Win Rate
42.86%
Avg Daily Return
-$187.89
Std Dev Daily
$475.13
Max Daily Return
$445.25
Min Daily Return
-$745.25
Max EOD Drawdown
$1,548.50
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 7 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
22 orders generated by this run.
More Crab backtests
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ES 5m · Crab · 2020-2024
Net -$1,032.00 · DD 2.47% · PF 0.74
-
GC 15m · Crab · 2020-2024
Net -$1,492.00 · DD 2.11% · PF 0.37
-
GC 5m · Crab · 2020-2024
Net -$3,355.00 · DD 3.35% · PF 0.27
-
NQ 15m · Crab · 2020-2024
Net -$414.80 · DD 3.39% · PF 0.92
-
NQ 5m · Crab · 2020-2024
Net -$841.60 · DD 3.65% · PF 0.89