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
$4,240.25
Max Drawdown %
1.10%
Profit Factor
3.09
Win Rate
76.92%
Sharpe Ratio
0.62
Total Trades
13
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 | · | -328 | · | · | · | · | 278 | · | · | · | · | · | -50 |
| 2021 | · | · | · | · | · | · | · | · | · | · | · | 528 | 528 |
| 2022 | 1.9k | · | -1.1k | · | · | 138 | 1.4k | · | · | · | · | · | 2.3k |
| 2023 | · | · | 974 | · | · | · | · | 605 | · | · | · | 317 | 1.9k |
| 2024 | -469 | · | · | · | · | · | · | · | · | · | · | · | -469 |
Detailed Metrics
Sharpe Ratio
0.62
Sortino Ratio
1.44
Profit Factor
3.09
Avg Win / Avg Loss
0.93
Avg Winner
$626.65
Avg Loser
-$675.42
Expectancy
$326.17
Recovery Factor
3.76
Max Drawdown ($)
$1,128.75
Max Drawdown (%)
1.10%
Max DD ($) Trough
57d
Max DD ($) Recovery
168d
Max DD (%) Trough
57d
Max DD (%) Recovery
168d
Commission
$35.75
Winning / Losing
10 / 3
Total Orders
39
Configuration
Strategy
Harmonic Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Deep Crab
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
5
Max Consecutive Losses
1
Avg Consecutive Wins
5.0
Avg Consecutive Losses
1.0
Median Consecutive Wins
5
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
13
Profitable Days
10
Daily Win Rate
76.92%
Avg Daily Return
$326.17
Std Dev Daily
$770.91
Max Daily Return
$1,910.75
Min Daily Return
-$1,128.75
Max EOD Drawdown
$1,128.75
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 13 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
39 orders generated by this run.
More Deep Crab backtests
-
ES 5m · Deep Crab · 2020-2024
Net $220.25 · DD 4.27% · PF 1.02
-
GC 15m · Deep Crab · 2020-2024
Net -$4,181.00 · DD 4.71% · PF 0.30
-
GC 5m · Deep Crab · 2020-2024
Net $965.25 · DD 1.75% · PF 1.20
-
NQ 15m · Deep Crab · 2020-2024
Net $3,609.20 · DD 3.78% · PF 1.46
-
NQ 5m · Deep Crab · 2020-2024
Net -$1,493.05 · DD 4.71% · PF 0.91