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Backtest Sample

Three Drives

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

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

Net P&L

$11,644.00

Max Drawdown %

5.59%

Profit Factor

1.21

Win Rate

58.15%

Sharpe Ratio

0.43

Total Trades

184

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
-236
510
4.1k
-1.7k
117
302
-50
·
1.9k
-31
-1.1k
373
4.1k
2021
1.1k
-736
-1.1k
645
-2.5k
-321
-11
193
-1.6k
-227
2.1k
2.3k
-148
2022
-624
1.1k
-1.3k
-13
967
-498
2.5k
2.3k
297
·
1.2k
-176
5.7k
2023
-37
·
-732
·
1.0k
860
-731
1.1k
888
-905
-485
850
1.9k
2024
-516
·
-544
747
1.3k
121
-3.7k
384
1.3k
3.9k
-2.9k
64
81

Detailed Metrics

Sharpe Ratio

0.43

Sortino Ratio

0.65

Profit Factor

1.21

Avg Win / Avg Loss

0.87

Avg Winner

$629.37

Avg Loser

-$723.35

Expectancy

$63.28

Recovery Factor

1.98

Max Drawdown ($)

$5,883.15

Max Drawdown (%)

5.59%

Max DD ($) Trough

381d

Max DD ($) Recovery

571d

Max DD (%) Trough

381d

Max DD (%) Recovery

571d

Commission

$506.00

Winning / Losing

107 / 77

Total Orders

559

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

Three Drives

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

11

Max Consecutive Losses

5

Avg Consecutive Wins

2.5

Avg Consecutive Losses

1.8

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

168

Profitable Days

97

Daily Win Rate

57.74%

Avg Daily Return

$69.31

Std Dev Daily

$914.11

Max Daily Return

$2,834.05

Min Daily Return

-$2,714.85

Max EOD Drawdown

$5,883.15

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-$2.2k-$1.4k-$600$200$1.0k$1.8k$2.6k$3.0k

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.

0102030-$2.8k-$1.8k-$800$200$1.2k$2.2k$3.0k

Streak Distribution

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

Wins
Losses
1010202030301234567891011

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

559 orders generated by this run.

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