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
$3,609.20
Max Drawdown %
3.78%
Profit Factor
1.46
Win Rate
50.00%
Sharpe Ratio
0.25
Total Trades
16
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 | · | · | 3.0k | -781 | · | · | · | -305 | -1.3k | 641 | · | 222 | 1.5k |
| 2021 | -542 | · | 4.1k | · | · | · | · | · | · | · | · | · | 3.5k |
| 2022 | · | · | -897 | · | · | · | 349 | · | · | · | -624 | · | -1.2k |
| 2023 | · | · | -1.3k | · | · | -444 | · | · | · | · | · | · | -1.7k |
| 2024 | · | · | · | · | · | · | 904 | · | · | · | 526 | · | 1.4k |
Detailed Metrics
Sharpe Ratio
0.25
Sortino Ratio
0.49
Profit Factor
1.46
Avg Win / Avg Loss
1.46
Avg Winner
$1,427.07
Avg Loser
-$975.93
Expectancy
$225.57
Recovery Factor
0.90
Max Drawdown ($)
$4,017.05
Max Drawdown (%)
3.78%
Max DD ($) Trough
210d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
210d
Max DD (%) Recovery
Not yet recovered
Commission
$44.00
Winning / Losing
8 / 8
Total Orders
48
Configuration
Strategy
Harmonic Patterns
Contracts
NQ
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
3
Avg Consecutive Wins
1.6
Avg Consecutive Losses
2.0
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
16
Profitable Days
8
Daily Win Rate
50.00%
Avg Daily Return
$225.57
Std Dev Daily
$1,579.77
Max Daily Return
$4,081.45
Min Daily Return
-$2,320.15
Max EOD Drawdown
$4,017.05
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 16 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
48 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
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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 5m · Deep Crab · 2020-2024
Net -$1,493.05 · DD 4.71% · PF 0.91