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Sample Run

Harmonic Patterns

ES 15m · Gartley · 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

$810.50

Max Drawdown %

1.18%

Profit Factor

1.40

Win Rate

62.50%

Sharpe Ratio

0.23

Total Trades

16

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
·
·
·
·
·
97
741
·
·
·
·
·
839
2021
·
142
·
·
·
·
60
·
·
63
426
·
690
2022
-302
·
651
·
·
140
·
·
·
·
·
·
489
2023
·
·
-647
·
·
·
-265
·
·
106
·
·
-806
2024
·
·
·
-353
107
·
·
-155
·
·
·
·
-401

Detailed Metrics

Sharpe Ratio

0.23

Sortino Ratio

0.40

Profit Factor

1.40

Avg Win / Avg Loss

0.84

Avg Winner

$282.25

Avg Loser

-$335.33

Expectancy

$50.66

Recovery Factor

0.67

Max Drawdown ($)

$1,207.00

Max Drawdown (%)

1.18%

Max DD ($) Trough

803d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

803d

Max DD (%) Recovery

Not yet recovered

Commission

$44.00

Winning / Losing

10 / 6

Total Orders

49

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

Gartley

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

6

Max Consecutive Losses

2

Avg Consecutive Wins

2.5

Avg Consecutive Losses

1.5

Median Consecutive Wins

1.5

Median Consecutive Losses

1.5

Daily Performance

Tradeable Days

1,295

Days Traded

16

Profitable Days

10

Daily Win Rate

62.50%

Avg Daily Return

$50.66

Std Dev Daily

$382.06

Max Daily Return

$741.25

Min Daily Return

-$646.75

Max EOD Drawdown

$1,207.00

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.

01234-$650-$400-$150$100$350$600$750

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.

01234-$650-$400-$150$100$350$600$750

Streak Distribution

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

Wins
Losses
1122123456

Recent Daily P&L

Last 16 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

10W / 6L

Orders

49 orders generated by this run.

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