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Backtest Sample

Three Drives

GC 15m · Three Drives · 2020-2024 · GC

Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.

Net P&L

$5,182.50

Max Drawdown %

6.10%

Profit Factor

1.18

Win Rate

57.53%

Sharpe Ratio

0.38

Total Trades

186

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2020
288
1.1k
·
-65
-442
-614
-19
732
-778
·
448
71
728
2021
450
-301
2
-1.5k
55
779
-297
-412
-762
-26
-741
-1.2k
-3.9k
2022
85
88
1.8k
535
-1.4k
20
1.0k
158
136
-139
-1.2k
·
1.1k
2023
1.5k
801
1.2k
81
-27
-626
551
-4
·
275
470
·
4.2k
2024
46
·
-334
-618
-312
-727
1.3k
1.5k
2.4k
284
-640
170
3.1k

Detailed Metrics

Sharpe Ratio

0.38

Sortino Ratio

0.59

Profit Factor

1.18

Avg Win / Avg Loss

0.87

Avg Winner

$325.15

Avg Loser

-$374.79

Expectancy

$27.86

Recovery Factor

0.83

Max Drawdown ($)

$6,252.25

Max Drawdown (%)

6.10%

Max DD ($) Trough

664d

Max DD ($) Recovery

1645d

Max DD (%) Trough

664d

Max DD (%) Recovery

1645d

Commission

$697.50

Winning / Losing

107 / 79

Total Orders

560

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

Three Drives

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

8

Max Consecutive Losses

7

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

170

Profitable Days

97

Daily Win Rate

57.06%

Avg Daily Return

$30.49

Std Dev Daily

$463.71

Max Daily Return

$1,729.25

Min Daily Return

-$1,138.75

Max EOD Drawdown

$6,252.25

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.

051015202530-$1.2k-$700-$200$300$800$1.3k$1.8k

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.

0510152025-$1.2k-$700-$200$300$800$1.3k$1.8k

Streak Distribution

How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.

Wins
Losses
10102020303012345678

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.

70W / 50L

Orders

560 orders generated by this run.

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