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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

$15,905.75

Max Drawdown %

4.85%

Profit Factor

2.45

Win Rate

57.14%

Sharpe Ratio

0.41

Total Trades

7

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2021
-4.8k
·
·
·
·
·
·
5.6k
·
·
·
·
740
2022
·
·
·
·
·
-4.1k
·
4.7k
·
·
·
·
620
2023
3.0k
·
·
·
·
·
-2.1k
·
·
·
·
14k
15k

Detailed Metrics

Sharpe Ratio

0.41

Sortino Ratio

1.05

Profit Factor

2.45

Avg Win / Avg Loss

1.84

Avg Winner

$6,724.75

Avg Loser

-$3,664.42

Expectancy

$2,272.25

Recovery Factor

3.28

Max Drawdown ($)

$4,847.75

Max Drawdown (%)

4.85%

Max DD ($) Trough

0d

Max DD ($) Recovery

213d

Max DD (%) Trough

0d

Max DD (%) Recovery

213d

Commission

$19.25

Winning / Losing

4 / 3

Total Orders

14

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

Three White Soldiers

Hold bars

5

Contracts per trade

1

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Streaks

Max Consecutive Wins

2

Max Consecutive Losses

1

Avg Consecutive Wins

1.3

Avg Consecutive Losses

1.0

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

7

Profitable Days

4

Daily Win Rate

57.14%

Avg Daily Return

$2,272.25

Std Dev Daily

$6,051.58

Max Daily Return

$13,632.25

Min Daily Return

-$4,847.75

Max EOD Drawdown

$4,847.75

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.

012-$5.0k-$2.0k$1.0k$4.0k$7.0k$10k$13k$14k

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.

012-$5.0k-$2.0k$1.0k$4.0k$7.0k$10k$13k$14k

Streak Distribution

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

Wins
Losses
11223312

Recent Daily P&L

Last 7 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

4W / 3L

Orders

14 orders generated by this run.

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