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Sample Run

Candlestick Patterns

NQ 1D · 2020-2024 · NQ

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

Net P&L

-$25,749.75

Max Drawdown %

34.06%

Profit Factor

0.74

Win Rate

37.93%

Sharpe Ratio

-0.29

Total Trades

29

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
-2.3k
·
6.4k
-11k
·
-5.0k
·
·
3.0k
·
·
·
-9.0k
2021
10.0k
·
·
·
·
·
·
-638
767
-6.7k
·
·
3.4k
2022
5.0k
·
-12k
12k
·
-3.0k
·
·
·
·
7.5k
·
9.9k
2023
·
·
-4.7k
·
-12k
·
2.7k
·
13k
9.5k
-2.3k
·
6.0k
2024
-10k
-1.1k
-9.0k
·
-893
·
-12k
·
·
1.0k
·
-3.6k
-36k

Detailed Metrics

Sharpe Ratio

-0.29

Sortino Ratio

-0.39

Profit Factor

0.74

Avg Win / Avg Loss

1.21

Avg Winner

$6,638.61

Avg Loser

-$5,487.47

Expectancy

-$887.92

Recovery Factor

-0.67

Max Drawdown ($)

$38,347.00

Max Drawdown (%)

34.06%

Max DD ($) Trough

420d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

420d

Max DD (%) Recovery

Not yet recovered

Commission

$79.75

Winning / Losing

11 / 18

Total Orders

58

Configuration

Strategy

Candlestick Patterns

Contracts

NQ

Timeframe

1D

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Bearish Harami

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

3

Max Consecutive Losses

6

Avg Consecutive Wins

1.4

Avg Consecutive Losses

2.0

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

29

Profitable Days

11

Daily Win Rate

37.93%

Avg Daily Return

-$887.92

Std Dev Daily

$7,227.88

Max Daily Return

$12,997.25

Min Daily Return

-$12,432.75

Max EOD Drawdown

$38,347.00

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.

01234-$13k-$9.0k-$5.0k-$1.0k$3.0k$7.0k$11k$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.

01234-$13k-$9.0k-$5.0k-$1.0k$3.0k$7.0k$11k$13k

Streak Distribution

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

Wins
Losses
224466123456

Recent Daily P&L

Last 29 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

11W / 18L

Orders

58 orders generated by this run.

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