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
-$1,493.05
Max Drawdown %
4.71%
Profit Factor
0.91
Win Rate
47.62%
Sharpe Ratio
-0.13
Total Trades
63
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 | · | -291 | · | -1.1k | 197 | 602 | 56 | -1.2k | 77 | · | -631 | 55 | -2.3k |
| 2021 | · | 501 | -1.2k | · | -1.1k | 414 | -3 | · | 25 | · | -680 | 398 | -1.6k |
| 2022 | 2.3k | 2.6k | 265 | · | · | -639 | -159 | 280 | -325 | -1.0k | -1.1k | · | 2.2k |
| 2023 | · | -295 | · | -889 | · | · | · | · | 1.2k | · | · | · | 43 |
| 2024 | -446 | · | -552 | 558 | · | -382 | -489 | · | -566 | 652 | 476 | 872 | 122 |
Detailed Metrics
Sharpe Ratio
-0.13
Sortino Ratio
-0.21
Profit Factor
0.91
Avg Win / Avg Loss
1.00
Avg Winner
$475.62
Avg Loser
-$477.63
Expectancy
-$23.70
Recovery Factor
-0.31
Max Drawdown ($)
$4,766.90
Max Drawdown (%)
4.71%
Max DD ($) Trough
926d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
926d
Max DD (%) Recovery
Not yet recovered
Commission
$173.25
Winning / Losing
30 / 33
Total Orders
192
Configuration
Strategy
Harmonic Patterns
Contracts
NQ
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
5
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.2
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
61
Profitable Days
29
Daily Win Rate
47.54%
Avg Daily Return
-$24.48
Std Dev Daily
$645.10
Max Daily Return
$2,271.45
Min Daily Return
-$1,067.15
Max EOD Drawdown
$4,766.90
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 61 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
192 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 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