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Sample Run

Candlestick Patterns

GC 1D · Bullish Engulfing · 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

$19,247.50

Max Drawdown %

19.07%

Profit Factor

1.65

Win Rate

50.00%

Sharpe Ratio

0.38

Total Trades

22

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
·
-2.4k
15k
·
·
·
·
·
·
3.2k
-1.3k
·
14k
2021
·
-4.9k
-2.2k
·
·
·
·
·
·
·
·
-464
-7.6k
2022
-1.9k
·
·
·
·
-2.1k
·
·
·
·
·
-1.6k
-5.6k
2023
·
·
·
·
-3.2k
-4.3k
·
2.4k
·
8.5k
·
·
3.3k
2024
·
1.8k
·
·
-3.1k
·
7.2k
2.7k
·
6.1k
·
·
15k

Detailed Metrics

Sharpe Ratio

0.38

Sortino Ratio

0.85

Profit Factor

1.65

Avg Win / Avg Loss

1.65

Avg Winner

$4,421.70

Avg Loser

-$2,671.93

Expectancy

$874.89

Recovery Factor

0.87

Max Drawdown ($)

$22,071.25

Max Drawdown (%)

19.07%

Max DD ($) Trough

990d

Max DD ($) Recovery

1473d

Max DD (%) Trough

990d

Max DD (%) Recovery

1473d

Commission

$82.50

Winning / Losing

11 / 11

Total Orders

44

Configuration

Strategy

Candlestick Patterns

Contracts

GC

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

4

Max Consecutive Losses

7

Avg Consecutive Wins

2.2

Avg Consecutive Losses

2.2

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

22

Profitable Days

11

Daily Win Rate

50.00%

Avg Daily Return

$874.89

Std Dev Daily

$4,631.55

Max Daily Return

$14,896.25

Min Daily Return

-$4,903.75

Max EOD Drawdown

$22,071.25

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-$5.0k-$2.0k$1.0k$4.0k$7.0k$10k$13k$15k

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-$5.0k-$2.0k$1.0k$4.0k$7.0k$10k$13k$15k

Streak Distribution

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

Wins
Losses
112233441234567

Recent Daily P&L

Last 22 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

11W / 11L

Orders

44 orders generated by this run.

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