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
-$414.80
Max Drawdown %
3.39%
Profit Factor
0.92
Win Rate
56.25%
Sharpe Ratio
-0.07
Total Trades
16
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 | -586 | · | · | · | · | · | 366 | · | · | · | 1.1k | -376 | 519 |
| 2021 | 1.1k | · | 102 | -204 | · | 198 | · | · | · | · | · | · | 1.2k |
| 2022 | · | · | · | · | · | -733 | · | · | · | -926 | · | · | -1.7k |
| 2023 | -837 | · | · | · | · | · | · | · | · | · | · | · | -837 |
| 2024 | · | · | 353 | · | · | -720 | 746 | · | · | · | · | · | 379 |
Detailed Metrics
Sharpe Ratio
-0.07
Sortino Ratio
-0.09
Profit Factor
0.92
Avg Win / Avg Loss
0.72
Avg Winner
$525.72
Avg Loser
-$735.18
Expectancy
-$25.93
Recovery Factor
-0.12
Max Drawdown ($)
$3,470.45
Max Drawdown (%)
3.39%
Max DD ($) Trough
1158d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1158d
Max DD (%) Recovery
Not yet recovered
Commission
$44.00
Winning / Losing
9 / 7
Total Orders
48
Configuration
Strategy
Harmonic Patterns
Contracts
NQ
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
3
Max Consecutive Losses
3
Avg Consecutive Wins
1.8
Avg Consecutive Losses
1.4
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
16
Profitable Days
9
Daily Win Rate
56.25%
Avg Daily Return
-$25.93
Std Dev Daily
$687.44
Max Daily Return
$1,114.05
Min Daily Return
-$925.75
Max EOD Drawdown
$3,470.45
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 16 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
48 orders generated by this run.
More Crab backtests
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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
-
GC 5m · Crab · 2020-2024
Net -$3,355.00 · DD 3.35% · PF 0.27
-
NQ 5m · Crab · 2020-2024
Net -$841.60 · DD 3.65% · PF 0.89