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
-$5,367.00
Max Drawdown %
7.55%
Profit Factor
0.69
Win Rate
46.25%
Sharpe Ratio
-0.50
Total Trades
80
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 | -112 | · | -882 | 567 | -292 | 1.8k | · | 275 | · | -329 | 468 | · | 1.5k |
| 2021 | 332 | -433 | 72 | 603 | 50 | · | 9 | -205 | · | -113 | 304 | · | 619 |
| 2022 | -2.4k | -1.2k | -399 | -606 | · | -10 | -342 | 18 | 788 | 2.3k | · | -234 | -2.1k |
| 2023 | -362 | · | · | -129 | 50 | 1 | 411 | -683 | · | · | -77 | · | -788 |
| 2024 | -534 | -205 | 132 | · | -1.2k | · | -838 | -336 | -501 | -73 | · | -944 | -4.5k |
Detailed Metrics
Sharpe Ratio
-0.50
Sortino Ratio
-0.73
Profit Factor
0.69
Avg Win / Avg Loss
0.80
Avg Winner
$326.90
Avg Loser
-$406.10
Expectancy
-$67.09
Recovery Factor
-0.69
Max Drawdown ($)
$7,724.50
Max Drawdown (%)
7.55%
Max DD ($) Trough
1148d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1148d
Max DD (%) Recovery
Not yet recovered
Commission
$220.00
Winning / Losing
37 / 43
Total Orders
240
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
Gartley
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
4
Max Consecutive Losses
5
Avg Consecutive Wins
1.8
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
75
Profitable Days
33
Daily Win Rate
44.00%
Avg Daily Return
-$71.56
Std Dev Daily
$546.19
Max Daily Return
$2,302.10
Min Daily Return
-$1,337.15
Max EOD Drawdown
$7,724.50
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 76 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
240 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
-
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