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
$1,253.50
Max Drawdown %
0.58%
Profit Factor
1.48
Win Rate
73.08%
Sharpe Ratio
0.47
Total Trades
52
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 | · | · | 296 | 70 | 233 | 436 | · | -5 | · | · | 128 | -200 | 959 |
| 2021 | -184 | · | · | 86 | · | 12 | · | 59 | 61 | 5 | · | 52 | 92 |
| 2022 | 354 | · | · | · | · | · | -102 | · | -252 | · | 154 | · | 154 |
| 2023 | -389 | · | · | 46 | 197 | -72 | 21 | · | · | -128 | 474 | · | 149 |
| 2024 | · | -104 | · | 50 | · | 114 | -378 | · | · | · | 75 | 142 | -100 |
Detailed Metrics
Sharpe Ratio
0.47
Sortino Ratio
0.69
Profit Factor
1.48
Avg Win / Avg Loss
0.55
Avg Winner
$101.45
Avg Loser
-$185.82
Expectancy
$24.11
Recovery Factor
2.13
Max Drawdown ($)
$589.75
Max Drawdown (%)
0.58%
Max DD ($) Trough
367d
Max DD ($) Recovery
858d
Max DD (%) Trough
367d
Max DD (%) Recovery
858d
Commission
$143.00
Winning / Losing
38 / 14
Total Orders
157
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
Cypher
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
10
Max Consecutive Losses
3
Avg Consecutive Wins
2.9
Avg Consecutive Losses
1.2
Median Consecutive Wins
3
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
49
Profitable Days
36
Daily Win Rate
73.47%
Avg Daily Return
$25.58
Std Dev Daily
$165.57
Max Daily Return
$354.00
Min Daily Return
-$377.75
Max EOD Drawdown
$589.75
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 49 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
157 orders generated by this run.
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