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
-$1,032.00
Max Drawdown %
2.47%
Profit Factor
0.74
Win Rate
55.56%
Sharpe Ratio
-0.21
Total Trades
18
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 | · | -1.6k | -860 | · | · | 244 | · | 115 | · | 22 | · | · | -2.0k |
| 2021 | · | · | · | · | -134 | · | · | 211 | · | -396 | · | · | -318 |
| 2022 | 426 | · | -532 | · | · | · | · | · | · | 789 | · | · | 683 |
| 2023 | · | · | 383 | · | · | 347 | · | · | · | 137 | · | · | 868 |
| 2024 | · | -91 | · | · | · | · | -395 | · | 269 | · | · | · | -218 |
Detailed Metrics
Sharpe Ratio
-0.21
Sortino Ratio
-0.24
Profit Factor
0.74
Avg Win / Avg Loss
0.59
Avg Winner
$294.40
Avg Loser
-$497.00
Expectancy
-$57.33
Recovery Factor
-0.42
Max Drawdown ($)
$2,471.25
Max Drawdown (%)
2.47%
Max DD ($) Trough
762d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
762d
Max DD (%) Recovery
Not yet recovered
Commission
$49.50
Winning / Losing
10 / 8
Total Orders
55
Configuration
Strategy
Harmonic Patterns
Contracts
ES
Timeframe
5m
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
4
Max Consecutive Losses
3
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.6
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
18
Profitable Days
10
Daily Win Rate
55.56%
Avg Daily Return
-$57.33
Std Dev Daily
$512.72
Max Daily Return
$789.25
Min Daily Return
-$1,461.75
Max EOD Drawdown
$2,471.25
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 18 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
55 orders generated by this run.
More Crab backtests
-
ES 15m · Crab · 2020-2024
Net -$1,315.25 · DD 1.54% · PF 0.43
-
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