Fractiz
Sample Run
Bollinger / Keltner Bands
NQ 1D · 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
$16,785.50
Max Drawdown %
55.69%
Profit Factor
1.09
Win Rate
50.00%
Sharpe Ratio
0.09
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 | · | · | 30k | · | · | -26k | -6.6k | · | -6.8k | · | 5.7k | · | -3.4k |
| 2021 | -8.2k | 1.1k | -253 | · | -6.4k | · | -11k | 57 | -3.6k | · | 21k | 5.3k | -2.0k |
| 2022 | · | -3.6k | · | 17k | · | -14k | · | · | -8.8k | -8.7k | · | · | -18k |
| 2023 | · | · | 20k | -9.5k | 3.0k | · | -32k | 6.9k | · | -83 | · | 28k | 16k |
| 2024 | -11k | -11k | 2.2k | -4.3k | · | 617 | · | 3.0k | · | 37k | 8.6k | -788 | 25k |
Detailed Metrics
Sharpe Ratio
0.09
Sortino Ratio
0.13
Profit Factor
1.09
Avg Win / Avg Loss
1.09
Avg Winner
$10,551.99
Avg Loser
-$9,668.54
Expectancy
$441.72
Recovery Factor
0.23
Max Drawdown ($)
$72,346.00
Max Drawdown (%)
55.69%
Max DD ($) Trough
1202d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1202d
Max DD (%) Recovery
Not yet recovered
Commission
$104.50
Winning / Losing
19 / 19
Total Orders
76
Configuration
Strategy
Bollinger / Keltner Bands
Contracts
NQ
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
4
Max Consecutive Losses
3
Avg Consecutive Wins
1.5
Avg Consecutive Losses
1.5
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
38
Profitable Days
19
Daily Win Rate
50.00%
Avg Daily Return
$441.72
Std Dev Daily
$14,044.52
Max Daily Return
$37,487.25
Min Daily Return
-$32,442.75
Max EOD Drawdown
$72,346.00
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.