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
-$3,970.00
Max Drawdown %
7.49%
Profit Factor
0.52
Win Rate
37.50%
Sharpe Ratio
-0.34
Total Trades
8
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 | -1.5k | -2.5k | -3.0k | · | · | · | 826 | · | · | · | · | · | -6.1k |
| 2023 | · | · | · | -1.2k | · | · | · | · | · | -164 | 2.7k | · | 1.3k |
| 2024 | · | · | · | · | 816 | · | · | · | · | · | · | · | 816 |
Detailed Metrics
Sharpe Ratio
-0.34
Sortino Ratio
-0.41
Profit Factor
0.52
Avg Win / Avg Loss
0.87
Avg Winner
$1,449.58
Avg Loser
-$1,663.75
Expectancy
-$496.25
Recovery Factor
-0.53
Max Drawdown ($)
$7,492.50
Max Drawdown (%)
7.49%
Max DD ($) Trough
1350d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
1350d
Max DD (%) Recovery
Not yet recovered
Commission
$30.00
Winning / Losing
3 / 5
Total Orders
16
Configuration
Strategy
Gap Trades
Contracts
GC
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Mode
Trade continuation
Gap threshold (%)
0.5
Side
Both sides
Contracts per trade
1
Streaks
Max Consecutive Wins
2
Max Consecutive Losses
3
Avg Consecutive Wins
1.5
Avg Consecutive Losses
2.5
Median Consecutive Wins
1.5
Median Consecutive Losses
2.5
Daily Performance
Tradeable Days
1,291
Days Traded
8
Profitable Days
3
Daily Win Rate
37.50%
Avg Daily Return
-$496.25
Std Dev Daily
$1,780.57
Max Daily Return
$2,706.25
Min Daily Return
-$2,953.75
Max EOD Drawdown
$7,492.50
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.
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 8 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
16 orders generated by this run.