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
-$12,663.00
Max Drawdown %
17.34%
Profit Factor
0.81
Win Rate
56.51%
Sharpe Ratio
-0.69
Total Trades
538
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 | -323 | -206 | -2.0k | 1.1k | 54 | -1.3k | -509 | 448 | 803 | 655 | -596 | -629 | -2.5k |
| 2021 | 98 | -545 | -126 | 385 | -91 | 440 | 254 | 5 | -502 | 735 | -1.6k | 549 | -445 |
| 2022 | -724 | -2.4k | -430 | -229 | 2.2k | -3.3k | -351 | 1.1k | 522 | -2.0k | -451 | -1.6k | -7.6k |
| 2023 | 667 | -249 | -2.0k | -122 | 821 | -284 | -35 | -1.3k | -230 | -1.4k | 78 | -66 | -4.1k |
| 2024 | -1.4k | 29 | 434 | -452 | -70 | 592 | 575 | 477 | -372 | 1.9k | -1.1k | 1.5k | 2.0k |
Detailed Metrics
Sharpe Ratio
-0.69
Sortino Ratio
-0.85
Profit Factor
0.81
Avg Win / Avg Loss
0.63
Avg Winner
$181.11
Avg Loser
-$289.41
Expectancy
-$23.54
Recovery Factor
-0.72
Max Drawdown ($)
$17,540.50
Max Drawdown (%)
17.34%
Max DD ($) Trough
1495d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1495d
Max DD (%) Recovery
Not yet recovered
Commission
$1,479.50
Winning / Losing
304 / 234
Total Orders
1,625
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
Shark
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
9
Max Consecutive Losses
6
Avg Consecutive Wins
2.4
Avg Consecutive Losses
1.8
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,295
Days Traded
422
Profitable Days
234
Daily Win Rate
55.45%
Avg Daily Return
-$30.01
Std Dev Daily
$391.19
Max Daily Return
$1,513.75
Min Daily Return
-$1,902.75
Max EOD Drawdown
$17,540.50
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 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
1,625 orders generated by this run.
More Shark backtests
-
ES 15m · Shark · 2020-2024
Net -$16,797.75 · DD 18.18% · PF 0.64
-
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