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
-$21,317.85
Max Drawdown %
28.48%
Profit Factor
0.63
Win Rate
51.43%
Sharpe Ratio
-0.90
Total Trades
175
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 | -655 | 131 | -1.9k | -314 | 1.3k | -130 | 226 | -802 | -3.1k | -264 | 1.0k | -87 | -4.5k |
| 2021 | 1.0k | · | -760 | -185 | · | -429 | -114 | -353 | -788 | -2.5k | -511 | -3.1k | -7.7k |
| 2022 | -2.2k | 336 | -721 | -2.7k | -4.6k | 1.1k | 413 | -805 | -3.2k | 764 | -2.1k | -385 | -14k |
| 2023 | 242 | -183 | -603 | -993 | 141 | · | -483 | -17 | 2.0k | 376 | 123 | · | 614 |
| 2024 | -1.2k | 654 | 1.1k | 600 | -343 | -772 | 255 | 4.3k | 5 | 8 | 49 | -321 | 4.4k |
Detailed Metrics
Sharpe Ratio
-0.90
Sortino Ratio
-1.15
Profit Factor
0.63
Avg Win / Avg Loss
0.59
Avg Winner
$400.67
Avg Loser
-$675.04
Expectancy
-$121.82
Recovery Factor
-0.75
Max Drawdown ($)
$28,594.30
Max Drawdown (%)
28.48%
Max DD ($) Trough
1165d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1165d
Max DD (%) Recovery
Not yet recovered
Commission
$481.25
Winning / Losing
90 / 85
Total Orders
529
Configuration
Strategy
Harmonic Patterns
Contracts
NQ
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
7
Max Consecutive Losses
6
Avg Consecutive Wins
2.3
Avg Consecutive Losses
2.1
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
157
Profitable Days
80
Daily Win Rate
50.96%
Avg Daily Return
-$135.78
Std Dev Daily
$826.47
Max Daily Return
$4,759.05
Min Daily Return
-$2,855.35
Max EOD Drawdown
$28,594.30
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
529 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
-
GC 5m · Shark · 2020-2024
Net -$6,456.50 · DD 8.69% · PF 0.89
-
NQ 5m · Shark · 2020-2024
Net -$20,205.70 · DD 24.56% · PF 0.85