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
$3,011.75
Max Drawdown %
9.39%
Profit Factor
1.28
Win Rate
66.67%
Sharpe Ratio
0.08
Total Trades
3
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | 27 | · | · | · | · | · | · | 14k | · | · | 14k |
| 2024 | · | · | · | · | -11k | · | · | · | · | · | · | · | -11k |
Detailed Metrics
Sharpe Ratio
0.08
Sortino Ratio
0.12
Profit Factor
1.28
Avg Win / Avg Loss
0.64
Avg Winner
$6,844.75
Avg Loser
-$10,677.75
Expectancy
$1,003.92
Recovery Factor
0.28
Max Drawdown ($)
$10,677.75
Max Drawdown (%)
9.39%
Max DD ($) Trough
954d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
954d
Max DD (%) Recovery
Not yet recovered
Commission
$8.25
Winning / Losing
2 / 1
Total Orders
6
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
Evening Star
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
1
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.0
Median Consecutive Wins
2
Median Consecutive Losses
1
Daily Performance
Tradeable Days
1,293
Days Traded
3
Profitable Days
2
Daily Win Rate
66.67%
Avg Daily Return
$1,003.92
Std Dev Daily
$9,960.73
Max Daily Return
$13,662.25
Min Daily Return
-$10,677.75
Max EOD Drawdown
$10,677.75
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 3 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
6 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 -$33,133.75 · DD 33.13% · PF 0.00
-
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