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Sample Run

Candlestick Patterns

NQ 1D · Bullish Harami · 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

$89,901.75

Max Drawdown %

9.71%

Profit Factor

3.67

Win Rate

73.91%

Sharpe Ratio

1.01

Total Trades

23

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
·
·
4.2k
·
·
·
·
·
·
-10k
12k
·
6.1k
2021
·
·
4.4k
·
·
·
·
·
-9.2k
·
·
4.9k
82
2022
-1.3k
13k
·
·
6.1k
4.3k
·
·
·
5.7k
·
·
28k
2023
·
·
14k
352
2.5k
-2.6k
·
·
222
-6.6k
·
9.8k
18k
2024
9.7k
·
·
-3.9k
·
·
·
·
18k
7.9k
5.3k
·
37k

Detailed Metrics

Sharpe Ratio

1.01

Sortino Ratio

2.49

Profit Factor

3.67

Avg Win / Avg Loss

1.29

Avg Winner

$7,271.96

Avg Loser

-$5,620.25

Expectancy

$3,908.77

Recovery Factor

8.89

Max Drawdown ($)

$10,117.75

Max Drawdown (%)

9.71%

Max DD ($) Trough

218d

Max DD ($) Recovery

225d

Max DD (%) Trough

218d

Max DD (%) Recovery

225d

Commission

$63.25

Winning / Losing

17 / 6

Total Orders

46

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 Harami

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

7

Max Consecutive Losses

1

Avg Consecutive Wins

2.4

Avg Consecutive Losses

1.0

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

23

Profitable Days

17

Daily Win Rate

73.91%

Avg Daily Return

$3,908.77

Std Dev Daily

$7,257.84

Max Daily Return

$18,462.25

Min Daily Return

-$10,117.75

Max EOD Drawdown

$10,117.75

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.

01234-$11k-$6.0k-$1.0k$4.0k$9.0k$14k$19k

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-$11k-$6.0k-$1.0k$4.0k$9.0k$14k$19k

Streak Distribution

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

Wins
Losses
2244661234567

Recent Daily P&L

Last 23 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

17W / 6L

Orders

46 orders generated by this run.

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