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
-$3,355.00
Max Drawdown %
3.35%
Profit Factor
0.27
Win Rate
33.33%
Sharpe Ratio
-1.12
Total Trades
24
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 | -342 | · | -282 | · | · | 363 | 79 | 10 | · | · | · | · | -171 |
| 2021 | · | · | · | · | -410 | · | · | · | · | · | -128 | 86 | -451 |
| 2022 | · | · | · | · | -695 | · | -450 | · | 276 | · | -284 | · | -1.2k |
| 2023 | · | · | · | · | · | · | -360 | -101 | · | · | · | · | -460 |
| 2024 | · | · | -346 | 99 | -188 | 247 | -321 | · | · | -260 | -353 | · | -1.1k |
Detailed Metrics
Sharpe Ratio
-1.12
Sortino Ratio
-1.22
Profit Factor
0.27
Avg Win / Avg Loss
0.54
Avg Winner
$156.00
Avg Loser
-$287.69
Expectancy
-$139.79
Recovery Factor
-1.00
Max Drawdown ($)
$3,355.00
Max Drawdown (%)
3.35%
Max DD ($) Trough
1765d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1765d
Max DD (%) Recovery
Not yet recovered
Commission
$90.00
Winning / Losing
8 / 16
Total Orders
74
Configuration
Strategy
Harmonic Patterns
Contracts
GC
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
3
Max Consecutive Losses
4
Avg Consecutive Wins
1.3
Avg Consecutive Losses
2.3
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,291
Days Traded
24
Profitable Days
8
Daily Win Rate
33.33%
Avg Daily Return
-$139.79
Std Dev Daily
$233.14
Max Daily Return
$363.25
Min Daily Return
-$427.75
Max EOD Drawdown
$3,355.00
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 24 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
74 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 15m · Crab · 2020-2024
Net -$1,492.00 · DD 2.11% · PF 0.37
-
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