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Sample Run

Harmonic Patterns

ES 5m · Crab · 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

-$1,032.00

Max Drawdown %

2.47%

Profit Factor

0.74

Win Rate

55.56%

Sharpe Ratio

-0.21

Total Trades

18

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
·
-1.6k
-860
·
·
244
·
115
·
22
·
·
-2.0k
2021
·
·
·
·
-134
·
·
211
·
-396
·
·
-318
2022
426
·
-532
·
·
·
·
·
·
789
·
·
683
2023
·
·
383
·
·
347
·
·
·
137
·
·
868
2024
·
-91
·
·
·
·
-395
·
269
·
·
·
-218

Detailed Metrics

Sharpe Ratio

-0.21

Sortino Ratio

-0.24

Profit Factor

0.74

Avg Win / Avg Loss

0.59

Avg Winner

$294.40

Avg Loser

-$497.00

Expectancy

-$57.33

Recovery Factor

-0.42

Max Drawdown ($)

$2,471.25

Max Drawdown (%)

2.47%

Max DD ($) Trough

762d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

762d

Max DD (%) Recovery

Not yet recovered

Commission

$49.50

Winning / Losing

10 / 8

Total Orders

55

Configuration

Strategy

Harmonic Patterns

Contracts

ES

Timeframe

5m

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

3

Avg Consecutive Wins

2.0

Avg Consecutive Losses

1.6

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,295

Days Traded

18

Profitable Days

10

Daily Win Rate

55.56%

Avg Daily Return

-$57.33

Std Dev Daily

$512.72

Max Daily Return

$789.25

Min Daily Return

-$1,461.75

Max EOD Drawdown

$2,471.25

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.

0123-$1.5k-$1.1k-$700-$300$100$500$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.

0123-$1.5k-$1.1k-$700-$300$100$500$800

Streak Distribution

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

Wins
Losses
1122331234

Recent Daily P&L

Last 18 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

10W / 8L

Orders

55 orders generated by this run.

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