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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

-$13,953.25

Max Drawdown %

19.73%

Profit Factor

0.34

Win Rate

33.33%

Sharpe Ratio

-0.35

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.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2020
·
·
·
·
·
·
·
·
·
·
·
7.2k
7.2k
2022
·
·
·
·
·
·
·
·
-15k
·
·
-6.5k
-21k

Detailed Metrics

Sharpe Ratio

-0.35

Sortino Ratio

-0.38

Profit Factor

0.34

Avg Win / Avg Loss

0.68

Avg Winner

$7,197.25

Avg Loser

-$10,575.25

Expectancy

-$4,651.08

Recovery Factor

-0.66

Max Drawdown ($)

$21,150.50

Max Drawdown (%)

19.73%

Max DD ($) Trough

758d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

758d

Max DD (%) Recovery

Not yet recovered

Commission

$8.25

Winning / Losing

1 / 2

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

Morning Star

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

1

Max Consecutive Losses

2

Avg Consecutive Wins

1.0

Avg Consecutive Losses

2.0

Median Consecutive Wins

1

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,293

Days Traded

3

Profitable Days

1

Daily Win Rate

33.33%

Avg Daily Return

-$4,651.08

Std Dev Daily

$9,001.79

Max Daily Return

$7,197.25

Min Daily Return

-$14,607.75

Max EOD Drawdown

$21,150.50

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.

01-$15k-$11k-$7.0k-$3.0k$1.0k$5.0k$8.0k

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.

01-$15k-$11k-$7.0k-$3.0k$1.0k$5.0k$8.0k

Streak Distribution

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

Wins
Losses
1112

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.

1W / 2L

Orders

6 orders generated by this run.

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