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Backtest Sample

Three Drives

GC 5m · 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

$10,590.75

Max Drawdown %

5.15%

Profit Factor

1.21

Win Rate

59.10%

Sharpe Ratio

0.77

Total Trades

511

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
56
1.2k
1.3k
-1.4k
-1.0k
-386
-908
697
713
1.3k
444
-435
1.5k
2021
746
-357
15
-371
-315
-1.6k
125
67
207
22
969
-442
-933
2022
-950
-345
700
346
416
694
1.0k
347
-638
350
-395
38
1.6k
2023
-382
499
-829
-862
569
-183
-209
-584
126
1.1k
53
870
171
2024
-194
6
-442
1.8k
404
184
1.9k
1.1k
896
1.1k
1.1k
397
8.2k

Detailed Metrics

Sharpe Ratio

0.77

Sortino Ratio

1.17

Profit Factor

1.21

Avg Win / Avg Loss

0.84

Avg Winner

$201.54

Avg Loser

-$240.55

Expectancy

$20.73

Recovery Factor

1.99

Max Drawdown ($)

$5,331.00

Max Drawdown (%)

5.15%

Max DD ($) Trough

126d

Max DD ($) Recovery

1484d

Max DD (%) Trough

126d

Max DD (%) Recovery

1484d

Commission

$1,916.25

Winning / Losing

302 / 209

Total Orders

1,544

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

Three Drives

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

10

Max Consecutive Losses

12

Avg Consecutive Wins

2.5

Avg Consecutive Losses

1.7

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

410

Profitable Days

237

Daily Win Rate

57.80%

Avg Daily Return

$25.83

Std Dev Daily

$301.25

Max Daily Return

$1,293.25

Min Daily Return

-$1,336.25

Max EOD Drawdown

$4,685.50

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.

020406080100120-$1.0k-$600-$200$200$600$1.0k$1.3k

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.

020406080-$1.4k-$1.0k-$600-$200$200$600$1.0k$1.3k

Streak Distribution

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

Wins
Losses
2020404060608080123456789101112

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.

77W / 43L

Orders

1,544 orders generated by this run.

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