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Sample Run

Harmonic Patterns

ES 15m · Deep 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

$4,240.25

Max Drawdown %

1.10%

Profit Factor

3.09

Win Rate

76.92%

Sharpe Ratio

0.62

Total Trades

13

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
·
-328
·
·
·
·
278
·
·
·
·
·
-50
2021
·
·
·
·
·
·
·
·
·
·
·
528
528
2022
1.9k
·
-1.1k
·
·
138
1.4k
·
·
·
·
·
2.3k
2023
·
·
974
·
·
·
·
605
·
·
·
317
1.9k
2024
-469
·
·
·
·
·
·
·
·
·
·
·
-469

Detailed Metrics

Sharpe Ratio

0.62

Sortino Ratio

1.44

Profit Factor

3.09

Avg Win / Avg Loss

0.93

Avg Winner

$626.65

Avg Loser

-$675.42

Expectancy

$326.17

Recovery Factor

3.76

Max Drawdown ($)

$1,128.75

Max Drawdown (%)

1.10%

Max DD ($) Trough

57d

Max DD ($) Recovery

168d

Max DD (%) Trough

57d

Max DD (%) Recovery

168d

Commission

$35.75

Winning / Losing

10 / 3

Total Orders

39

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

Deep Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

5

Max Consecutive Losses

1

Avg Consecutive Wins

5.0

Avg Consecutive Losses

1.0

Median Consecutive Wins

5

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,295

Days Traded

13

Profitable Days

10

Daily Win Rate

76.92%

Avg Daily Return

$326.17

Std Dev Daily

$770.91

Max Daily Return

$1,910.75

Min Daily Return

-$1,128.75

Max EOD Drawdown

$1,128.75

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-$1.2k-$700-$200$300$800$1.3k$1.8k$2.0k

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-$1.2k-$700-$200$300$800$1.3k$1.8k$2.0k

Streak Distribution

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

Wins
Losses
11223312345

Recent Daily P&L

Last 13 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

10W / 3L

Orders

39 orders generated by this run.

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