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
-$4,592.75
Max Drawdown %
4.93%
Profit Factor
0.49
Win Rate
45.28%
Sharpe Ratio
-0.78
Total Trades
53
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 | · | -324 | -1.3k | -371 | 6 | · | 43 | -176 | · | · | -244 | · | -2.4k |
| 2021 | · | · | · | · | · | · | -297 | -132 | 35 | -342 | 307 | -210 | -638 |
| 2022 | · | -512 | 25 | -285 | · | -142 | 336 | · | 893 | -1.0k | 247 | -162 | -610 |
| 2023 | 89 | · | 272 | -90 | -134 | · | · | -155 | · | -152 | -300 | 265 | -205 |
| 2024 | · | 672 | · | · | -890 | · | 60 | -473 | -429 | 508 | · | -182 | -733 |
Detailed Metrics
Sharpe Ratio
-0.78
Sortino Ratio
-0.88
Profit Factor
0.49
Avg Win / Avg Loss
0.59
Avg Winner
$184.69
Avg Loser
-$311.22
Expectancy
-$86.66
Recovery Factor
-0.93
Max Drawdown ($)
$4,933.50
Max Drawdown (%)
4.93%
Max DD ($) Trough
1656d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1656d
Max DD (%) Recovery
Not yet recovered
Commission
$145.75
Winning / Losing
24 / 29
Total Orders
159
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
Gartley
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
1,295
Days Traded
50
Profitable Days
22
Daily Win Rate
44.00%
Avg Daily Return
-$91.86
Std Dev Daily
$355.39
Max Daily Return
$579.75
Min Daily Return
-$1,341.25
Max EOD Drawdown
$4,933.50
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 50 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
159 orders generated by this run.
More Gartley backtests
-
ES 15m · Gartley · 2020-2024
Net $810.50 · DD 1.18% · PF 1.40
-
GC 15m · Gartley · 2020-2024
Net -$1,964.25 · DD 2.74% · PF 0.41
-
GC 5m · Gartley · 2020-2024
Net $1,687.50 · DD 1.66% · PF 1.35
-
NQ 15m · Gartley · 2020-2024
Net -$288.45 · DD 1.77% · PF 0.94
-
NQ 5m · Gartley · 2020-2024
Net -$5,367.00 · DD 7.55% · PF 0.69