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
-$4,181.00
Max Drawdown %
4.71%
Profit Factor
0.30
Win Rate
35.00%
Sharpe Ratio
-0.88
Total Trades
20
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 | · | · | · | · | · | 554 | -216 | · | · | -573 | -190 | 71 | -353 |
| 2022 | · | · | -682 | · | · | · | -1.2k | · | -998 | 546 | 162 | · | -2.1k |
| 2023 | · | · | -316 | · | · | · | · | 118 | · | · | · | · | -197 |
| 2024 | -392 | · | · | · | · | · | -866 | 327 | -576 | · | · | · | -1.5k |
Detailed Metrics
Sharpe Ratio
-0.88
Sortino Ratio
-0.95
Profit Factor
0.30
Avg Win / Avg Loss
0.55
Avg Winner
$254.11
Avg Loser
-$458.44
Expectancy
-$209.05
Recovery Factor
-0.88
Max Drawdown ($)
$4,734.50
Max Drawdown (%)
4.71%
Max DD ($) Trough
1534d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1534d
Max DD (%) Recovery
Not yet recovered
Commission
$75.00
Winning / Losing
7 / 13
Total Orders
60
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
Deep Crab
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
5
Avg Consecutive Wins
1.4
Avg Consecutive Losses
2.6
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,291
Days Traded
19
Profitable Days
7
Daily Win Rate
36.84%
Avg Daily Return
-$220.05
Std Dev Daily
$428.72
Max Daily Return
$546.25
Min Daily Return
-$997.50
Max EOD Drawdown
$4,734.50
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 19 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
60 orders generated by this run.
More Deep Crab backtests
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ES 15m · Deep Crab · 2020-2024
Net $4,240.25 · DD 1.10% · PF 3.09
-
ES 5m · Deep Crab · 2020-2024
Net $220.25 · DD 4.27% · PF 1.02
-
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