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
$2,629.25
Max Drawdown %
11.99%
Profit Factor
1.12
Win Rate
46.15%
Sharpe Ratio
0.08
Total Trades
13
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 | -3.4k | 4.3k | 2.0k | 2.5k | · | · | · | · | · | -5.3k | · | · | 109 |
| 2022 | · | · | · | 2.3k | -4.9k | -548 | · | · | · | 6.4k | · | · | 3.3k |
| 2024 | · | · | · | · | · | · | · | 1.3k | · | · | · | -2.2k | -821 |
Detailed Metrics
Sharpe Ratio
0.08
Sortino Ratio
0.13
Profit Factor
1.12
Avg Win / Avg Loss
1.31
Avg Winner
$3,963.08
Avg Loser
-$3,021.32
Expectancy
$202.25
Recovery Factor
0.20
Max Drawdown ($)
$13,216.50
Max Drawdown (%)
11.99%
Max DD ($) Trough
791d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
791d
Max DD (%) Recovery
Not yet recovered
Commission
$35.75
Winning / Losing
6 / 7
Total Orders
26
Configuration
Strategy
Gap Trades
Contracts
NQ
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
3
Max Consecutive Losses
3
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.8
Median Consecutive Wins
2
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,293
Days Traded
13
Profitable Days
6
Daily Win Rate
46.15%
Avg Daily Return
$202.25
Std Dev Daily
$3,978.96
Max Daily Return
$7,322.25
Min Daily Return
-$5,317.75
Max EOD Drawdown
$13,216.50
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 13 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
26 orders generated by this run.