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Backtest Sample

Deep Crab

GC 5m · Deep Crab · 2020-2024 · GC

Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.

Net P&L

$965.25

Max Drawdown %

1.75%

Profit Factor

1.20

Win Rate

48.78%

Sharpe Ratio

0.19

Total Trades

41

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2020
-204
·
1.2k
413
240
154
·
417
·
-280
·
791
2.7k
2021
·
·
17
-242
·
-231
-400
65
·
-81
0
·
-870
2022
·
-132
·
·
-223
-185
·
222
·
·
518
·
200
2023
-172
·
·
·
·
-216
·
26
-46
203
·
·
-204
2024
-417
·
·
-196
606
·
-289
-231
·
68
·
-444
-902

Detailed Metrics

Sharpe Ratio

0.19

Sortino Ratio

0.36

Profit Factor

1.20

Avg Win / Avg Loss

1.26

Avg Winner

$294.00

Avg Loser

-$234.04

Expectancy

$23.54

Recovery Factor

0.54

Max Drawdown ($)

$1,793.25

Max Drawdown (%)

1.75%

Max DD ($) Trough

1359d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1359d

Max DD (%) Recovery

Not yet recovered

Commission

$153.75

Winning / Losing

20 / 21

Total Orders

126

Configuration

Strategy

Harmonic Patterns

Contracts

GC

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

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Streaks

Max Consecutive Wins

6

Max Consecutive Losses

4

Avg Consecutive Wins

1.8

Avg Consecutive Losses

1.8

Median Consecutive Wins

1

Median Consecutive Losses

1.5

Daily Performance

Tradeable Days

1,291

Days Traded

41

Profitable Days

20

Daily Win Rate

48.78%

Avg Daily Return

$23.54

Std Dev Daily

$344.62

Max Daily Return

$1,208.25

Min Daily Return

-$443.75

Max EOD Drawdown

$1,793.25

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.

02468-$450-$200$50$300$550$800$1.1k$1.3k

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.

02468-$450-$200$50$300$550$800$1.1k$1.3k

Streak Distribution

How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.

Wins
Losses
22446688123456

Recent Daily P&L

Last 41 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

20W / 21L

Orders

126 orders generated by this run.

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