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
-$1,492.00
Max Drawdown %
2.11%
Profit Factor
0.37
Win Rate
25.00%
Sharpe Ratio
-0.31
Total Trades
4
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | -263 | · | · | 893 | · | · | · | · | · | -256 | · | · | 375 |
| 2022 | · | -1.9k | · | · | · | · | · | · | · | · | · | · | -1.9k |
Detailed Metrics
Sharpe Ratio
-0.31
Sortino Ratio
-0.35
Profit Factor
0.37
Avg Win / Avg Loss
1.12
Avg Winner
$893.25
Avg Loser
-$795.08
Expectancy
-$373.00
Recovery Factor
-0.70
Max Drawdown ($)
$2,122.50
Max Drawdown (%)
2.11%
Max DD ($) Trough
311d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
311d
Max DD (%) Recovery
Not yet recovered
Commission
$15.00
Winning / Losing
1 / 3
Total Orders
12
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
Crab
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
2
Avg Consecutive Wins
1.0
Avg Consecutive Losses
1.5
Median Consecutive Wins
1
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,291
Days Traded
4
Profitable Days
1
Daily Win Rate
25.00%
Avg Daily Return
-$373.00
Std Dev Daily
$982.42
Max Daily Return
$893.25
Min Daily Return
-$1,866.75
Max EOD Drawdown
$2,122.50
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 4 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
12 orders generated by this run.
More Crab backtests
-
ES 15m · Crab · 2020-2024
Net -$1,315.25 · DD 1.54% · PF 0.43
-
ES 5m · Crab · 2020-2024
Net -$1,032.00 · DD 2.47% · PF 0.74
-
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