Fractiz
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
-$33,133.75
Max Drawdown %
33.13%
Profit Factor
0.00
Win Rate
0.00%
Sharpe Ratio
-0.71
Total Trades
5
Monthly Returns
Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | · | -4.6k | · | -2.5k | · | · | · | -143 | · | · | · | · | -7.2k |
| 2023 | -7.3k | · | · | · | · | · | · | · | · | · | · | · | -7.3k |
| 2024 | · | · | · | · | · | · | · | · | · | · | · | -19k | -19k |
Detailed Metrics
Sharpe Ratio
-0.71
Sortino Ratio
-0.71
Profit Factor
0.00
Avg Win / Avg Loss
0.00
Avg Winner
$0.00
Avg Loser
-$6,626.75
Expectancy
-$6,626.75
Recovery Factor
-1.00
Max Drawdown ($)
$33,133.75
Max Drawdown (%)
33.13%
Max DD ($) Trough
1767d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1767d
Max DD (%) Recovery
Not yet recovered
Commission
$13.75
Winning / Losing
0 / 5
Total Orders
10
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
Dark Cloud Cover
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
0
Max Consecutive Losses
5
Avg Consecutive Wins
0.0
Avg Consecutive Losses
5.0
Median Consecutive Wins
0
Median Consecutive Losses
5
Daily Performance
Tradeable Days
1,293
Days Traded
5
Profitable Days
0
Daily Win Rate
0.00%
Avg Daily Return
-$6,626.75
Std Dev Daily
$6,422.15
Max Daily Return
-$142.75
Min Daily Return
-$18,572.75
Max EOD Drawdown
$33,133.75
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.
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.
Streak Distribution
How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.
Recent Daily P&L
Last 5 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
10 orders generated by this run.
Other sample runs for this strategy
-
NQ 1D · Bullish Engulfing · 2020-2024
Net -$3,981.75 · DD 51.40% · PF 0.94
-
ES 1D · Bullish Engulfing · 2020-2024
Net -$19,489.75 · DD 36.86% · PF 0.65
-
GC 1D · Bullish Engulfing · 2020-2024
Net $19,247.50 · DD 19.07% · PF 1.65
-
NQ 1D · Bullish Harami · 2020-2024
Net $89,901.75 · DD 9.71% · PF 3.67
-
ES 1D · Bullish Harami · 2020-2024
Net $27,731.00 · DD 7.64% · PF 2.84
-
GC 1D · Bullish Harami · 2020-2024
Net -$3,818.75 · DD 14.74% · PF 0.82
-
NQ 1D · 2020-2024
Net $31,456.25 · DD 2.56% · PF 13.30
-
ES 1D · Piercing Line · 2020-2024
Net $20,361.25 · DD 0.78% · PF 26.28
-
GC 1D · Piercing Line · 2020-2024
Net $2,786.25 · DD 0.00% · PF 0.00
-
NQ 1D · 2020-2024
Net $7,837.25 · DD 0.00% · PF 0.00
-
NQ 1D · 2020-2024
Net $13,382.25 · DD 0.00% · PF 0.00
-
NQ 1D · 2020-2024
Net -$13,953.25 · DD 19.73% · PF 0.34
-
NQ 1D · 2020-2024
Net $15,905.75 · DD 4.85% · PF 2.45
-
NQ 1D · 2020-2024
Net -$36,492.50 · DD 60.11% · PF 0.71
-
NQ 1D · 2020-2024
Net $6,987.25 · DD 0.00% · PF 0.00
-
NQ 1D · 2020-2024
Net -$1,875.50 · DD 7.53% · PF 0.75
-
NQ 1D · 2020-2024
Net $3,011.75 · DD 9.39% · PF 1.28
-
NQ 1D · 2020-2024
Net $0.00 · DD 0.00% · PF 0.00
-
NQ 1D · 2020-2024
Net -$25,749.75 · DD 34.06% · PF 0.74