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Sample Run

Candlestick Patterns

ES 1D · Bullish Engulfing · 2020-2024 · ES

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

Net P&L

-$19,489.75

Max Drawdown %

36.86%

Profit Factor

0.65

Win Rate

52.63%

Sharpe Ratio

-0.29

Total Trades

19

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
1.6k
·
-19k
·
-603
-3.3k
·
·
·
-9.0k
2.8k
·
-28k
2021
·
·
·
·
2.9k
·
·
·
-4.5k
·
·
·
-1.6k
2022
·
·
·
·
·
·
·
6.5k
-13k
·
8.8k
·
2.2k
2023
·
·
·
·
1.1k
·
5.2k
·
·
-1.5k
·
697
5.6k
2024
·
·
·
·
·
·
2.0k
·
·
·
·
·
2.0k

Detailed Metrics

Sharpe Ratio

-0.29

Sortino Ratio

-0.33

Profit Factor

0.65

Avg Win / Avg Loss

0.58

Avg Winner

$3,592.25

Avg Loser

-$6,156.92

Expectancy

-$1,025.78

Recovery Factor

-0.52

Max Drawdown ($)

$37,465.00

Max Drawdown (%)

36.86%

Max DD ($) Trough

984d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

984d

Max DD (%) Recovery

Not yet recovered

Commission

$52.25

Winning / Losing

10 / 9

Total Orders

38

Configuration

Strategy

Candlestick Patterns

Contracts

ES

Timeframe

1D

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Bullish Engulfing

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

3

Max Consecutive Losses

4

Avg Consecutive Wins

1.7

Avg Consecutive Losses

1.8

Median Consecutive Wins

1.5

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,295

Days Traded

19

Profitable Days

10

Daily Win Rate

52.63%

Avg Daily Return

-$1,025.78

Std Dev Daily

$6,748.41

Max Daily Return

$11,147.25

Min Daily Return

-$19,240.25

Max EOD Drawdown

$37,465.00

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.

0123-$20k-$15k-$10k-$5.0k$0$5.0k$10k$12k

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.

0123-$20k-$15k-$10k-$5.0k$0$5.0k$10k$12k

Streak Distribution

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

Wins
Losses
1122331234

Recent Daily P&L

Last 19 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

10W / 9L

Orders

38 orders generated by this run.

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