Fractiz BETA
← Back to Candlestick Patterns Run backtest

Sample Run

Candlestick Patterns

ES 1D · Piercing Line · 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

$20,361.25

Max Drawdown %

0.78%

Profit Factor

26.28

Win Rate

60.00%

Sharpe Ratio

0.61

Total Trades

5

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
·
·
·
·
·
·
·
·
520
·
13k
·
13k
2021
·
7.3k
·
·
·
·
·
·
·
·
·
·
7.3k
2022
·
·
-28
·
·
·
·
·
·
·
·
·
-28

Detailed Metrics

Sharpe Ratio

0.61

Sortino Ratio

11.54

Profit Factor

26.28

Avg Win / Avg Loss

17.52

Avg Winner

$7,055.58

Avg Loser

-$402.75

Expectancy

$4,072.25

Recovery Factor

26.18

Max Drawdown ($)

$777.75

Max Drawdown (%)

0.78%

Max DD ($) Trough

0d

Max DD ($) Recovery

13d

Max DD (%) Trough

0d

Max DD (%) Recovery

13d

Commission

$13.75

Winning / Losing

3 / 2

Total Orders

10

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

Piercing Line

Hold bars

5

Contracts per trade

1

Edit and run backtest →

Streaks

Max Consecutive Wins

3

Max Consecutive Losses

1

Avg Consecutive Wins

3.0

Avg Consecutive Losses

1.0

Median Consecutive Wins

3

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,295

Days Traded

5

Profitable Days

3

Daily Win Rate

60.00%

Avg Daily Return

$4,072.25

Std Dev Daily

$5,115.00

Max Daily Return

$12,584.75

Min Daily Return

-$777.75

Max EOD Drawdown

$777.75

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.

01-$1.0k$1.5k$4.0k$6.5k$9.0k$12k$13k

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.

01-$1.0k$1.5k$4.0k$6.5k$9.0k$12k$13k

Streak Distribution

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

Wins
Losses
1122123

Recent Daily P&L

Last 5 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

3W / 2L

Orders

10 orders generated by this run.

Other sample runs for this strategy