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
-$6,456.50
Max Drawdown %
8.69%
Profit Factor
0.89
Win Rate
57.74%
Sharpe Ratio
-0.49
Total Trades
594
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 | -322 | 273 | 142 | -1.9k | -67 | 144 | 846 | -633 | 1.0k | 554 | 3 | -423 | -354 |
| 2021 | -1.5k | -491 | -1.2k | -206 | 452 | 503 | 655 | 557 | 92 | -299 | 509 | -33 | -1.0k |
| 2022 | -22 | 301 | -1.9k | -79 | -433 | -981 | -620 | -659 | -159 | 159 | -500 | 1.3k | -3.6k |
| 2023 | -944 | 342 | 253 | -42 | -409 | -416 | 385 | 292 | 78 | 620 | -299 | 139 | -2 |
| 2024 | 1.0k | -561 | -637 | 549 | -497 | -285 | -1.0k | 23 | -611 | 52 | -15 | 493 | -1.5k |
Detailed Metrics
Sharpe Ratio
-0.49
Sortino Ratio
-0.62
Profit Factor
0.89
Avg Win / Avg Loss
0.65
Avg Winner
$151.31
Avg Loser
-$232.49
Expectancy
-$10.87
Recovery Factor
-0.73
Max Drawdown ($)
$8,805.00
Max Drawdown (%)
8.69%
Max DD ($) Trough
1697d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1697d
Max DD (%) Recovery
Not yet recovered
Commission
$2,227.50
Winning / Losing
343 / 251
Total Orders
1,794
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
Shark
Strictness
Balanced
Contracts per trade
1
Streaks
Max Consecutive Wins
13
Max Consecutive Losses
5
Avg Consecutive Wins
2.4
Avg Consecutive Losses
1.8
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
466
Profitable Days
262
Daily Win Rate
56.22%
Avg Daily Return
-$13.86
Std Dev Daily
$270.70
Max Daily Return
$675.50
Min Daily Return
-$1,511.75
Max EOD Drawdown
$8,758.25
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
1,794 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 15m · Shark · 2020-2024
Net -$2,808.50 · DD 7.95% · PF 0.93
-
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