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Sample Run

Harmonic Patterns

ES 15m · Bat · 2020-2024 · ES

Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.

Net P&L

$182.75

Max Drawdown %

1.30%

Profit Factor

1.05

Win Rate

64.71%

Sharpe Ratio

0.04

Total Trades

17

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2020
-473
535
·
521
·
·
·
·
·
282
·
·
865
2021
·
633
·
·
·
·
·
·
·
·
·
·
633
2022
·
·
-519
-171
150
146
·
·
85
-456
40
·
-726
2023
·
·
-522
·
·
·
·
·
·
·
·
·
-522
2024
·
·
·
·
242
·
·
·
-308
·
·
·
-66

Detailed Metrics

Sharpe Ratio

0.04

Sortino Ratio

0.05

Profit Factor

1.05

Avg Win / Avg Loss

0.57

Avg Winner

$343.20

Avg Loser

-$598.75

Expectancy

$10.75

Recovery Factor

0.14

Max Drawdown ($)

$1,315.00

Max Drawdown (%)

1.30%

Max DD ($) Trough

1314d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1314d

Max DD (%) Recovery

Not yet recovered

Commission

$46.75

Winning / Losing

11 / 6

Total Orders

51

Configuration

Strategy

Harmonic Patterns

Contracts

ES

Timeframe

15m

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Bat

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

1

Avg Consecutive Wins

2.2

Avg Consecutive Losses

1.0

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,295

Days Traded

17

Profitable Days

11

Daily Win Rate

64.71%

Avg Daily Return

$10.75

Std Dev Daily

$532.43

Max Daily Return

$711.25

Min Daily Return

-$1,233.75

Max EOD Drawdown

$1,315.00

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.

012-$1.3k-$900-$500-$100$300$700$800

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.

012-$1.3k-$900-$500-$100$300$700$800

Streak Distribution

How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.

Wins
Losses
2244661234

Recent Daily P&L

Last 17 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

11W / 6L

Orders

51 orders generated by this run.

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