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Sample Run

Candlestick Patterns

NQ 1D · Bullish Engulfing · 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

-$3,981.75

Max Drawdown %

51.40%

Profit Factor

0.94

Win Rate

47.06%

Sharpe Ratio

-0.04

Total Trades

17

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
·
-19k
·
-1.3k
·
·
·
·
·
·
·
-18k
2021
·
9.1k
·
-1.1k
·
·
·
·
·
·
·
·
8.0k
2022
·
-3.3k
-14k
-23k
·
·
15k
16k
·
·
-4.4k
·
-13k
2023
·
·
-798
-1.8k
·
·
·
·
·
1.3k
·
15k
13k
2024
·
·
·
·
·
·
6.4k
·
·
·
·
·
6.4k

Detailed Metrics

Sharpe Ratio

-0.04

Sortino Ratio

-0.05

Profit Factor

0.94

Avg Win / Avg Loss

1.06

Avg Winner

$8,091.00

Avg Loser

-$7,634.42

Expectancy

-$234.22

Recovery Factor

-0.08

Max Drawdown ($)

$52,564.25

Max Drawdown (%)

51.40%

Max DD ($) Trough

816d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

816d

Max DD (%) Recovery

Not yet recovered

Commission

$46.75

Winning / Losing

8 / 9

Total Orders

34

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

Bullish Engulfing

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

3

Max Consecutive Losses

4

Avg Consecutive Wins

2.0

Avg Consecutive Losses

3.0

Median Consecutive Wins

2

Median Consecutive Losses

3

Daily Performance

Tradeable Days

1,293

Days Traded

17

Profitable Days

8

Daily Win Rate

47.06%

Avg Daily Return

-$234.22

Std Dev Daily

$10,526.20

Max Daily Return

$15,237.25

Min Daily Return

-$23,042.75

Max EOD Drawdown

$52,564.25

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.

01234-$24k-$18k-$12k-$6.0k$0$6.0k$12k$16k

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-$24k-$18k-$12k-$6.0k$0$6.0k$12k$16k

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

8W / 9L

Orders

34 orders generated by this run.

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