Fractiz BETA
← Back to Candlestick Patterns Run backtest

Sample Run

Candlestick Patterns

ES 1D · Bullish Harami · 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

$27,731.00

Max Drawdown %

7.64%

Profit Factor

2.84

Win Rate

75.00%

Sharpe Ratio

0.71

Total Trades

16

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
·
·
1.9k
·
·
·
·
·
·
·
·
·
1.9k
2021
·
·
·
·
·
·
·
·
-6.6k
1.6k
·
·
-5.1k
2022
4.4k
·
4.9k
·
3.7k
·
·
·
·
·
·
-2.4k
11k
2023
·
·
4.4k
·
·
497
·
1.5k
1.8k
·
·
·
8.3k
2024
3.8k
2.7k
·
-4.8k
·
·
·
·
10k
·
·
·
12k

Detailed Metrics

Sharpe Ratio

0.71

Sortino Ratio

1.42

Profit Factor

2.84

Avg Win / Avg Loss

0.95

Avg Winner

$3,567.04

Avg Loser

-$3,768.38

Expectancy

$1,733.19

Recovery Factor

3.52

Max Drawdown ($)

$7,880.50

Max Drawdown (%)

7.64%

Max DD ($) Trough

562d

Max DD ($) Recovery

727d

Max DD (%) Trough

562d

Max DD (%) Recovery

727d

Commission

$44.00

Winning / Losing

12 / 4

Total Orders

32

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 Harami

Hold bars

5

Contracts per trade

1

Edit and run backtest →

Streaks

Max Consecutive Wins

6

Max Consecutive Losses

2

Avg Consecutive Wins

3.0

Avg Consecutive Losses

1.3

Median Consecutive Wins

2.5

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,295

Days Traded

16

Profitable Days

12

Daily Win Rate

75.00%

Avg Daily Return

$1,733.19

Std Dev Daily

$3,951.69

Max Daily Return

$10,322.25

Min Daily Return

-$6,627.75

Max EOD Drawdown

$7,880.50

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.

0123-$7.0k-$4.0k-$1.0k$2.0k$5.0k$8.0k$11k

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-$7.0k-$4.0k-$1.0k$2.0k$5.0k$8.0k$11k

Streak Distribution

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

Wins
Losses
1122123456

Recent Daily P&L

Last 16 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

12W / 4L

Orders

32 orders generated by this run.

Other sample runs for this strategy