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
-$16,797.75
Max Drawdown %
18.18%
Profit Factor
0.64
Win Rate
52.66%
Sharpe Ratio
-0.87
Total Trades
169
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 | · | -1.1k | 707 | -3.4k | -1.6k | -495 | 226 | -85 | -665 | -1.3k | 3.1k | 995 | -3.6k |
| 2021 | 241 | -1.1k | -344 | 191 | -804 | 1.4k | -434 | 961 | -1.3k | 324 | · | -691 | -1.6k |
| 2022 | -992 | 691 | -224 | 554 | 222 | 818 | -525 | -134 | -394 | 335 | 9 | 195 | 556 |
| 2023 | -649 | -206 | -2.3k | 77 | -1.1k | -277 | -100 | 1.9k | -277 | -878 | -128 | 171 | -3.8k |
| 2024 | -435 | -22 | -332 | · | -202 | -3.7k | 259 | -3.1k | 1.3k | -1.3k | · | -884 | -8.4k |
Detailed Metrics
Sharpe Ratio
-0.87
Sortino Ratio
-1.05
Profit Factor
0.64
Avg Win / Avg Loss
0.58
Avg Winner
$340.45
Avg Loser
-$588.73
Expectancy
-$99.39
Recovery Factor
-0.91
Max Drawdown ($)
$18,489.25
Max Drawdown (%)
18.18%
Max DD ($) Trough
1741d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1741d
Max DD (%) Recovery
Not yet recovered
Commission
$464.75
Winning / Losing
89 / 80
Total Orders
510
Configuration
Strategy
Harmonic Patterns
Contracts
ES
Timeframe
15m
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Pattern
Shark
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
5
Max Consecutive Losses
7
Avg Consecutive Wins
2.2
Avg Consecutive Losses
1.9
Median Consecutive Wins
2
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,295
Days Traded
155
Profitable Days
81
Daily Win Rate
52.26%
Avg Daily Return
-$108.37
Std Dev Daily
$674.68
Max Daily Return
$2,188.75
Min Daily Return
-$3,565.25
Max EOD Drawdown
$18,489.25
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 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
510 orders generated by this run.
More Shark backtests
-
ES 5m · Shark · 2020-2024
Net -$12,663.00 · DD 17.34% · PF 0.81
-
GC 15m · Shark · 2020-2024
Net -$2,808.50 · DD 7.95% · PF 0.93
-
GC 5m · Shark · 2020-2024
Net -$6,456.50 · DD 8.69% · PF 0.89
-
NQ 15m · Shark · 2020-2024
Net -$21,317.85 · DD 28.48% · PF 0.63
-
NQ 5m · Shark · 2020-2024
Net -$20,205.70 · DD 24.56% · PF 0.85