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
-$2,808.50
Max Drawdown %
7.95%
Profit Factor
0.93
Win Rate
56.76%
Sharpe Ratio
-0.19
Total Trades
222
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 | -447 | 224 | 2.3k | -3.5k | -1.3k | -1.0k | 550 | 1.5k | -609 | 354 | 438 | 50 | -1.4k |
| 2021 | 384 | 708 | 1.2k | -69 | -526 | -345 | 135 | 284 | -435 | 546 | 982 | -1.1k | 1.8k |
| 2022 | -348 | 548 | -409 | 457 | -433 | -1.1k | 188 | -369 | -1.1k | 52 | 64 | 364 | -2.1k |
| 2023 | -729 | 224 | 1.1k | -622 | -2.4k | 132 | 367 | -499 | -537 | 11 | 105 | 460 | -2.3k |
| 2024 | -587 | -433 | 376 | -292 | -47 | 661 | -354 | -1.3k | 2.2k | 667 | 584 | -195 | 1.2k |
Detailed Metrics
Sharpe Ratio
-0.19
Sortino Ratio
-0.25
Profit Factor
0.93
Avg Win / Avg Loss
0.71
Avg Winner
$315.46
Avg Loser
-$443.30
Expectancy
-$12.65
Recovery Factor
-0.35
Max Drawdown ($)
$8,122.00
Max Drawdown (%)
7.95%
Max DD ($) Trough
1627d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1627d
Max DD (%) Recovery
Not yet recovered
Commission
$832.50
Winning / Losing
126 / 96
Total Orders
669
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
Shark
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
9
Max Consecutive Losses
6
Avg Consecutive Wins
2.2
Avg Consecutive Losses
1.7
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
203
Profitable Days
117
Daily Win Rate
57.64%
Avg Daily Return
-$13.83
Std Dev Daily
$470.28
Max Daily Return
$1,386.25
Min Daily Return
-$1,923.75
Max EOD Drawdown
$8,122.00
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
669 orders generated by this run.
More Shark backtests
-
ES 15m · Shark · 2020-2024
Net -$16,797.75 · DD 18.18% · PF 0.64
-
ES 5m · Shark · 2020-2024
Net -$12,663.00 · DD 17.34% · PF 0.81
-
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