Fractiz
Sample Run
Gold/Silver Ratio
GC/SI 1D · 2008-2024 · GC + SI
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
$1,497,635.00
Max Drawdown %
29.82%
Profit Factor
10.77
Win Rate
50.00%
Sharpe Ratio
0.42
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 | · | · | · | · | · | · | · | 637k | · | · | · | · | 637k |
| 2022 | · | · | · | · | · | · | · | · | · | · | · | 224k | 224k |
| 2024 | · | · | · | · | 528k | · | · | · | · | · | · | 108k | 636k |
Detailed Metrics
Sharpe Ratio
0.42
Sortino Ratio
0.00
Profit Factor
10.77
Avg Win / Avg Loss
10.77
Avg Winner
$412,712.50
Avg Loser
-$38,303.75
Expectancy
$187,204.38
Recovery Factor
20.09
Max Drawdown ($)
$74,553.75
Max Drawdown (%)
29.82%
Max DD ($) Trough
0d
Max DD ($) Recovery
0d
Max DD (%) Trough
0d
Max DD (%) Recovery
0d
Commission
$165.00
Winning / Losing
4 / 4
Total Orders
16
Configuration
Strategy
Gold/Silver Ratio
Contracts
GC, SI
Timeframe
1D
Date Range
Feb 1, 2008 - Dec 31, 2024
Initial Capital
$250,000.00
Slippage Model
Realistic
Parameters
Entry Threshold (GSR ≥)
90
Exit Threshold (GSR <)
75
Silver Contracts per 1 Gold
10
Streaks
Max Consecutive Wins
1
Max Consecutive Losses
1
Avg Consecutive Wins
1.0
Avg Consecutive Losses
1.0
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
4,366
Days Traded
4
Profitable Days
4
Daily Win Rate
100.00%
Avg Daily Return
$374,408.75
Std Dev Daily
$215,659.82
Max Daily Return
$636,908.75
Min Daily Return
$108,058.75
Max EOD Drawdown
$0.00
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 4 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.
Other sample runs for this strategy