Fractiz
Sample Run
Breakout Continuation
NQ 1D · 2015-2024 · 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
$212,795.50
Max Drawdown %
39.94%
Profit Factor
1.56
Win Rate
38.46%
Sharpe Ratio
0.55
Total Trades
78
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | · | · | · | · | · | · | · | -7.9k | -8.1k | -7.9k | · | · | -24k |
| 2016 | -7.9k | · | -8.1k | · | · | · | · | · | · | · | · | · | -16k |
| 2017 | · | · | 20k | · | · | · | · | · | · | · | 20k | · | 40k |
| 2018 | · | · | · | · | · | · | 20k | · | · | -8.0k | · | 20k | 32k |
| 2019 | · | · | · | 20k | -8.0k | -8.0k | · | -7.9k | · | · | · | · | -3.7k |
| 2020 | 20k | -7.9k | 4.4k | · | 12k | · | 20k | 20k | -8.0k | -7.9k | -9.1k | · | 43k |
| 2021 | 12k | -8.4k | -7.9k | · | -8.1k | · | 20k | · | · | -16k | 12k | -7.3k | -3.6k |
| 2022 | 12k | -8.1k | · | -7.4k | 39k | -16k | · | 12k | 19k | 20k | · | -7.1k | 63k |
| 2023 | -7.8k | 10k | · | · | 20k | 20k | 12k | -8.0k | -8.0k | -8.0k | -8.9k | 20k | 42k |
| 2024 | 12k | -8.0k | -8.3k | -8.0k | -7.9k | 20k | 12k | 31k | -7.6k | · | 12k | -7.9k | 39k |
Detailed Metrics
Sharpe Ratio
0.55
Sortino Ratio
1.20
Profit Factor
1.56
Avg Win / Avg Loss
2.49
Avg Winner
$19,826.58
Avg Loser
-$7,958.38
Expectancy
$2,728.15
Recovery Factor
5.18
Max Drawdown ($)
$41,083.00
Max Drawdown (%)
39.94%
Max DD ($) Trough
296d
Max DD ($) Recovery
380d
Max DD (%) Trough
203d
Max DD (%) Recovery
820d
Commission
$214.50
Winning / Losing
30 / 48
Total Orders
234
Configuration
Strategy
Breakout Continuation
Contracts
NQ
Timeframe
1D
Date Range
Jan 1, 2015 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Breakout Period (bars)
20
Take-Profit (points)
1000
Stop-Loss (points)
400
Cooldown (bars after entry)
0
Streaks
Max Consecutive Wins
3
Max Consecutive Losses
5
Avg Consecutive Wins
1.7
Avg Consecutive Losses
2.5
Median Consecutive Wins
2
Median Consecutive Losses
2
Daily Performance
Tradeable Days
2,583
Days Traded
78
Profitable Days
30
Daily Win Rate
38.46%
Avg Daily Return
$2,728.15
Std Dev Daily
$13,528.52
Max Daily Return
$20,947.25
Min Daily Return
-$9,562.75
Max EOD Drawdown
$41,083.00
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 78 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
234 orders generated by this run.
Other sample runs for this strategy