Fractiz
Sample Run
Gold/Silver Ratio
GC/SI 1D · 2008-2024 · wider band · 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
$984,557.50
Max Drawdown %
26.33%
Profit Factor
7.82
Win Rate
50.00%
Sharpe Ratio
0.32
Total Trades
4
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | 687k | · | · | · | · | · | · | · | · | · | · | 687k |
| 2024 | · | · | · | · | · | · | · | · | · | · | · | 297k | 297k |
Detailed Metrics
Sharpe Ratio
0.32
Sortino Ratio
0.00
Profit Factor
7.82
Avg Win / Avg Loss
7.82
Avg Winner
$564,462.50
Avg Loser
-$72,183.75
Expectancy
$246,139.38
Recovery Factor
12.54
Max Drawdown ($)
$78,543.75
Max Drawdown (%)
26.33%
Max DD ($) Trough
1429d
Max DD ($) Recovery
1429d
Max DD (%) Trough
0d
Max DD (%) Recovery
0d
Commission
$82.50
Winning / Losing
2 / 2
Total Orders
8
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 ≥)
85
Exit Threshold (GSR <)
65
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
2
Profitable Days
2
Daily Win Rate
100.00%
Avg Daily Return
$492,278.75
Std Dev Daily
$194,860.00
Max Daily Return
$687,138.75
Min Daily Return
$297,418.75
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 2 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
8 orders generated by this run.
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