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
$1,687.50
Max Drawdown %
1.66%
Profit Factor
1.35
Win Rate
59.68%
Sharpe Ratio
0.40
Total Trades
62
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 | · | · | 966 | · | 365 | · | 250 | 898 | · | -358 | -181 | 279 | 2.2k |
| 2021 | 219 | -285 | 300 | 16 | · | · | · | -305 | 11 | -195 | · | 107 | -130 |
| 2022 | · | · | -53 | 147 | -245 | 67 | -37 | -204 | -276 | 178 | · | · | -422 |
| 2023 | · | · | · | · | -245 | 155 | 22 | -28 | · | -103 | · | -151 | -349 |
| 2024 | · | -94 | · | -264 | 313 | · | -52 | 485 | 265 | 8 | · | -294 | 369 |
Detailed Metrics
Sharpe Ratio
0.40
Sortino Ratio
0.73
Profit Factor
1.35
Avg Win / Avg Loss
0.91
Avg Winner
$175.87
Avg Loser
-$192.79
Expectancy
$27.22
Recovery Factor
0.99
Max Drawdown ($)
$1,709.25
Max Drawdown (%)
1.66%
Max DD ($) Trough
1111d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1111d
Max DD (%) Recovery
Not yet recovered
Commission
$232.50
Winning / Losing
37 / 25
Total Orders
186
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
Gartley
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
6
Max Consecutive Losses
5
Avg Consecutive Wins
2.6
Avg Consecutive Losses
1.8
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
59
Profitable Days
34
Daily Win Rate
57.63%
Avg Daily Return
$28.60
Std Dev Daily
$238.50
Max Daily Return
$966.25
Min Daily Return
-$382.75
Max EOD Drawdown
$1,709.25
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.
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 59 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
186 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 15m · Gartley · 2020-2024
Net -$1,964.25 · DD 2.74% · PF 0.41
-
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