Fractiz
Sample Run
Bollinger / Keltner Bands
GC 1D · 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
$29,957.50
Max Drawdown %
28.99%
Profit Factor
1.30
Win Rate
68.42%
Sharpe Ratio
0.25
Total Trades
38
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 | · | 2.8k | -467 | · | · | · | · | 24k | · | -2.4k | 2.5k | 8.4k | 34k |
| 2021 | · | 11k | -8.0k | · | · | 19k | · | -3.7k | · | 626 | 56 | 2.0k | 22k |
| 2022 | 426 | 1.9k | · | -8.8k | 10k | 3.2k | · | 1.2k | · | -4.7k | · | · | 3.7k |
| 2023 | · | · | -15k | -13k | 3.7k | 376 | · | 4.6k | · | · | 5.7k | -804 | -15k |
| 2024 | · | 3.0k | · | · | -21k | · | -3.7k | 2.6k | · | -8.7k | 1.8k | 11k | -15k |
Detailed Metrics
Sharpe Ratio
0.25
Sortino Ratio
0.36
Profit Factor
1.30
Avg Win / Avg Loss
0.60
Avg Winner
$5,021.25
Avg Loser
-$8,382.92
Expectancy
$788.36
Recovery Factor
0.63
Max Drawdown ($)
$47,662.50
Max Drawdown (%)
28.99%
Max DD ($) Trough
786d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
786d
Max DD (%) Recovery
Not yet recovered
Commission
$142.50
Winning / Losing
26 / 12
Total Orders
76
Configuration
Strategy
Bollinger / Keltner Bands
Contracts
GC
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Mode
Bollinger fade
Bollinger period
20
Bollinger std dev
2
Keltner period
20
Keltner ATR multiplier
2
Side
Both sides
Contracts per trade
1
Streaks
Max Consecutive Wins
6
Max Consecutive Losses
3
Avg Consecutive Wins
2.4
Avg Consecutive Losses
1.2
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,291
Days Traded
38
Profitable Days
26
Daily Win Rate
68.42%
Avg Daily Return
$788.36
Std Dev Daily
$8,633.75
Max Daily Return
$23,506.25
Min Daily Return
-$26,153.75
Max EOD Drawdown
$47,662.50
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.
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 38 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
76 orders generated by this run.