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
-$1,964.25
Max Drawdown %
2.74%
Profit Factor
0.41
Win Rate
40.00%
Sharpe Ratio
-0.65
Total Trades
15
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 | 165 | · | · | · | · | · | · | · | 82 | · | · | · | 247 |
| 2021 | · | · | · | -244 | · | 195 | · | · | 174 | 425 | · | · | 551 |
| 2022 | · | · | -418 | -141 | · | · | · | · | · | · | -494 | · | -1.1k |
| 2023 | -462 | · | · | -227 | · | · | · | · | · | · | · | · | -689 |
| 2024 | -377 | · | 322 | · | · | · | · | · | -540 | · | -428 | · | -1.0k |
Detailed Metrics
Sharpe Ratio
-0.65
Sortino Ratio
-0.74
Profit Factor
0.41
Avg Win / Avg Loss
0.61
Avg Winner
$227.42
Avg Loser
-$369.86
Expectancy
-$130.95
Recovery Factor
-0.71
Max Drawdown ($)
$2,762.75
Max Drawdown (%)
2.74%
Max DD ($) Trough
1137d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1137d
Max DD (%) Recovery
Not yet recovered
Commission
$56.25
Winning / Losing
6 / 9
Total Orders
45
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
Gartley
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
6
Avg Consecutive Wins
2.0
Avg Consecutive Losses
3.0
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,291
Days Traded
15
Profitable Days
6
Daily Win Rate
40.00%
Avg Daily Return
-$130.95
Std Dev Daily
$317.11
Max Daily Return
$425.25
Min Daily Return
-$539.75
Max EOD Drawdown
$2,762.75
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 15 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
45 orders generated by this run.
More Gartley backtests
-
ES 15m · Gartley · 2020-2024
Net $810.50 · DD 1.18% · PF 1.40
-
ES 5m · Gartley · 2020-2024
Net -$4,592.75 · DD 4.93% · PF 0.49
-
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