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
-$841.60
Max Drawdown %
3.65%
Profit Factor
0.89
Win Rate
46.43%
Sharpe Ratio
-0.11
Total Trades
28
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 | · | 211 | · | -450 | · | · | 509 | -753 | · | · | · | · | -483 |
| 2021 | · | · | -1.8k | -389 | · | · | · | · | · | -601 | · | 134 | -2.6k |
| 2022 | 604 | · | -858 | · | · | 883 | 373 | · | · | · | · | · | 1.0k |
| 2023 | 161 | -451 | · | · | · | · | · | -295 | · | · | · | -298 | -883 |
| 2024 | -245 | · | · | 362 | · | 73 | 1.6k | · | 1.1k | -664 | · | · | 2.2k |
Detailed Metrics
Sharpe Ratio
-0.11
Sortino Ratio
-0.17
Profit Factor
0.89
Avg Win / Avg Loss
1.02
Avg Winner
$502.56
Avg Loser
-$491.66
Expectancy
-$30.06
Recovery Factor
-0.23
Max Drawdown ($)
$3,655.10
Max Drawdown (%)
3.65%
Max DD ($) Trough
615d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
615d
Max DD (%) Recovery
Not yet recovered
Commission
$77.00
Winning / Losing
13 / 15
Total Orders
84
Configuration
Strategy
Harmonic Patterns
Contracts
NQ
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
5
Avg Consecutive Wins
1.9
Avg Consecutive Losses
2.1
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
28
Profitable Days
13
Daily Win Rate
46.43%
Avg Daily Return
-$30.06
Std Dev Daily
$611.20
Max Daily Return
$1,577.85
Min Daily Return
-$1,276.95
Max EOD Drawdown
$3,655.10
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 28 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
84 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 15m · Crab · 2020-2024
Net -$414.80 · DD 3.39% · PF 0.92