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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

$31,456.25

Max Drawdown %

2.56%

Profit Factor

13.30

Win Rate

80.00%

Sharpe Ratio

0.65

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.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2020
·
·
·
·
·
·
·
·
-2.6k
·
·
·
-2.6k
2022
·
·
2.0k
·
·
·
11k
·
·
·
18k
·
31k
2024
·
3.2k
·
·
·
·
·
·
·
·
·
·
3.2k

Detailed Metrics

Sharpe Ratio

0.65

Sortino Ratio

5.43

Profit Factor

13.30

Avg Win / Avg Loss

3.32

Avg Winner

$8,503.50

Avg Loser

-$2,557.75

Expectancy

$6,291.25

Recovery Factor

12.30

Max Drawdown ($)

$2,557.75

Max Drawdown (%)

2.56%

Max DD ($) Trough

0d

Max DD ($) Recovery

660d

Max DD (%) Trough

0d

Max DD (%) Recovery

660d

Commission

$13.75

Winning / Losing

4 / 1

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

Piercing Line

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

1

Avg Consecutive Wins

4.0

Avg Consecutive Losses

1.0

Median Consecutive Wins

4

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

5

Profitable Days

4

Daily Win Rate

80.00%

Avg Daily Return

$6,291.25

Std Dev Daily

$7,228.96

Max Daily Return

$17,772.25

Min Daily Return

-$2,557.75

Max EOD Drawdown

$2,557.75

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.

01-$3.0k$1.0k$5.0k$9.0k$13k$17k$18k

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-$3.0k$1.0k$5.0k$9.0k$13k$17k$18k

Streak Distribution

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

Wins
Losses
111234

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.

4W / 1L

Orders

10 orders generated by this run.

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