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
$220.25
Max Drawdown %
4.27%
Profit Factor
1.02
Win Rate
46.81%
Sharpe Ratio
0.03
Total Trades
47
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 | · | · | 651 | -297 | 282 | · | 733 | · | 284 | -233 | 1.3k | 237 | 3.0k |
| 2021 | -550 | -520 | · | -210 | · | · | -171 | · | · | · | · | -555 | -2.0k |
| 2022 | -1.5k | 1.2k | 120 | -197 | · | 213 | -160 | · | 271 | · | -964 | 148 | -820 |
| 2023 | · | · | -538 | -203 | · | -675 | -153 | 1.2k | · | 855 | · | · | 489 |
| 2024 | · | · | · | · | -567 | · | · | 413 | · | 153 | -445 | · | -446 |
Detailed Metrics
Sharpe Ratio
0.03
Sortino Ratio
0.04
Profit Factor
1.02
Avg Win / Avg Loss
1.16
Avg Winner
$440.36
Avg Loser
-$378.71
Expectancy
$4.69
Recovery Factor
0.05
Max Drawdown ($)
$4,394.50
Max Drawdown (%)
4.27%
Max DD ($) Trough
932d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
932d
Max DD (%) Recovery
Not yet recovered
Commission
$129.25
Winning / Losing
22 / 25
Total Orders
142
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
Deep Crab
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
6
Avg Consecutive Wins
1.8
Avg Consecutive Losses
2.1
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
46
Profitable Days
21
Daily Win Rate
45.65%
Avg Daily Return
$4.79
Std Dev Daily
$508.97
Max Daily Return
$1,217.75
Min Daily Return
-$963.75
Max EOD Drawdown
$4,394.50
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 46 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
142 orders generated by this run.
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GC 5m · Deep Crab · 2020-2024
Net $965.25 · DD 1.75% · PF 1.20
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NQ 15m · Deep Crab · 2020-2024
Net $3,609.20 · DD 3.78% · PF 1.46
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NQ 5m · Deep Crab · 2020-2024
Net -$1,493.05 · DD 4.71% · PF 0.91