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Sample Run

Candlestick Patterns

GC 1D · Bullish Harami · 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

-$3,818.75

Max Drawdown %

14.74%

Profit Factor

0.82

Win Rate

53.85%

Sharpe Ratio

-0.14

Total Trades

13

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
·
·
·
·
·
4.8k
·
·
·
·
·
·
4.8k
2021
·
666
·
·
·
·
·
·
·
·
·
·
666
2022
·
2.2k
1.6k
·
-3.9k
-2.1k
-7.4k
·
·
·
2.3k
·
-7.2k
2023
·
·
2.8k
·
-1.5k
·
·
-2.7k
·
·
-747
·
-2.1k

Detailed Metrics

Sharpe Ratio

-0.14

Sortino Ratio

-0.17

Profit Factor

0.82

Avg Win / Avg Loss

0.70

Avg Winner

$2,487.68

Avg Loser

-$3,538.75

Expectancy

-$293.75

Recovery Factor

-0.24

Max Drawdown ($)

$16,110.00

Max Drawdown (%)

14.74%

Max DD ($) Trough

595d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

595d

Max DD (%) Recovery

Not yet recovered

Commission

$48.75

Winning / Losing

7 / 6

Total Orders

26

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 Harami

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

3

Avg Consecutive Wins

2.3

Avg Consecutive Losses

3.0

Median Consecutive Wins

2

Median Consecutive Losses

3

Daily Performance

Tradeable Days

1,291

Days Traded

13

Profitable Days

7

Daily Win Rate

53.85%

Avg Daily Return

-$293.75

Std Dev Daily

$3,390.47

Max Daily Return

$4,836.25

Min Daily Return

-$7,353.75

Max EOD Drawdown

$16,110.00

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.

012-$7.5k-$5.5k-$3.5k-$1.5k$500$2.5k$4.5k$5.0k

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.

012-$7.5k-$5.5k-$3.5k-$1.5k$500$2.5k$4.5k$5.0k

Streak Distribution

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

Wins
Losses
11221234

Recent Daily P&L

Last 13 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

7W / 6L

Orders

26 orders generated by this run.

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