Fractiz
Sample Run
Breakout Continuation
GC 1H · 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
-$21,453.75
Max Drawdown %
58.11%
Profit Factor
0.97
Win Rate
32.80%
Sharpe Ratio
-0.21
Total Trades
1,009
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 | 3.0k | 2.9k | 5.7k | 6.0k | -951 | -6.1k | 6.0k | 6.9k | -4.1k | -4.0k | 5.9k | -7.1k | 14k |
| 2021 | -110 | 17k | -11k | -4.0k | -5.0k | -2.2k | -11k | 2.9k | 4.0k | -11k | 5.8k | -7.0k | -22k |
| 2022 | 828 | 3.9k | -3.4k | -5.1k | -2.1k | -6.1k | 816 | -2.0k | 1.9k | 935 | 6.5k | -6.1k | -10k |
| 2023 | -6.0k | -4.1k | -1.7k | -7.0k | 4.2k | -9.1k | -55 | 1.0k | 6.0k | 7.4k | 8.9k | 2.8k | 2.3k |
| 2024 | -11k | 2.9k | 4.9k | -80 | -1.9k | · | · | · | · | · | · | · | -5.6k |
Detailed Metrics
Sharpe Ratio
-0.21
Sortino Ratio
-0.34
Profit Factor
0.97
Avg Win / Avg Loss
1.98
Avg Winner
$1,993.38
Avg Loser
-$1,004.81
Expectancy
-$21.26
Recovery Factor
-0.28
Max Drawdown ($)
$76,595.00
Max Drawdown (%)
58.11%
Max DD ($) Trough
836d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
836d
Max DD (%) Recovery
Not yet recovered
Commission
$3,783.75
Winning / Losing
331 / 678
Total Orders
3,030
Configuration
Strategy
Breakout Continuation
Contracts
GC
Timeframe
1H
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Breakout Period (bars)
20
Take-Profit (points)
20
Stop-Loss (points)
10
Cooldown (bars after entry)
0
Streaks
Max Consecutive Wins
5
Max Consecutive Losses
14
Avg Consecutive Wins
1.5
Avg Consecutive Losses
3.1
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,291
Days Traded
721
Profitable Days
276
Daily Win Rate
38.28%
Avg Daily Return
-$29.76
Std Dev Daily
$1,657.76
Max Daily Return
$7,001.25
Min Daily Return
-$3,031.25
Max EOD Drawdown
$76,595.00
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 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
3,030 orders generated by this run.
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