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
$484.50
Max Drawdown %
1.17%
Profit Factor
1.26
Win Rate
66.67%
Sharpe Ratio
0.17
Total Trades
18
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 | -503 | · | · | 41 | · | · | -225 | · | · | · | 154 | 208 | -324 |
| 2022 | · | -298 | -485 | · | · | 54 | · | · | · | · | · | -118 | -846 |
| 2023 | · | · | · | · | · | · | · | · | · | 202 | · | 577 | 780 |
| 2024 | 170 | · | · | · | · | · | 292 | 7 | · | · | 404 | · | 874 |
Detailed Metrics
Sharpe Ratio
0.17
Sortino Ratio
0.26
Profit Factor
1.26
Avg Win / Avg Loss
0.63
Avg Winner
$194.58
Avg Loser
-$308.42
Expectancy
$26.92
Recovery Factor
0.41
Max Drawdown ($)
$1,169.50
Max Drawdown (%)
1.17%
Max DD ($) Trough
686d
Max DD ($) Recovery
1263d
Max DD (%) Trough
686d
Max DD (%) Recovery
1263d
Commission
$67.50
Winning / Losing
12 / 6
Total Orders
54
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
Cypher
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
6
Max Consecutive Losses
2
Avg Consecutive Wins
2.4
Avg Consecutive Losses
1.2
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
17
Profitable Days
11
Daily Win Rate
64.71%
Avg Daily Return
$28.50
Std Dev Daily
$308.80
Max Daily Return
$627.25
Min Daily Return
-$502.75
Max EOD Drawdown
$1,169.50
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 18 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
54 orders generated by this run.
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ES 15m · Cypher · 2020-2024
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ES 5m · Cypher · 2020-2024
Net $1,253.50 · DD 0.58% · PF 1.48
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GC 5m · Cypher · 2020-2024
Net -$389.50 · DD 2.18% · PF 0.92
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NQ 15m · Cypher · 2020-2024
Net -$2,491.45 · DD 5.49% · PF 0.65
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NQ 5m · Cypher · 2020-2024
Net -$2,364.30 · DD 2.41% · PF 0.69