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
$302,768.75
Max Drawdown %
11.18%
Profit Factor
11.83
Win Rate
50.00%
Sharpe Ratio
0.24
Total Trades
2
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 | · | · | · | · | · | · | 303k | · | · | · | · | · | 303k |
Detailed Metrics
Sharpe Ratio
0.24
Sortino Ratio
0.00
Profit Factor
11.83
Avg Win / Avg Loss
11.83
Avg Winner
$330,712.50
Avg Loser
-$27,943.75
Expectancy
$151,384.38
Recovery Factor
10.83
Max Drawdown ($)
$27,943.75
Max Drawdown (%)
11.18%
Max DD ($) Trough
0d
Max DD ($) Recovery
0d
Max DD (%) Trough
0d
Max DD (%) Recovery
0d
Commission
$41.25
Winning / Losing
1 / 1
Total Orders
4
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 ≥)
100
Exit Threshold (GSR <)
85
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
1
Profitable Days
1
Daily Win Rate
100.00%
Avg Daily Return
$302,768.75
Std Dev Daily
$0.00
Max Daily Return
$302,768.75
Min Daily Return
$302,768.75
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 1 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
4 orders generated by this run.
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