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Sample Run

Harmonic Patterns

ES 5m · 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

-$4,592.75

Max Drawdown %

4.93%

Profit Factor

0.49

Win Rate

45.28%

Sharpe Ratio

-0.78

Total Trades

53

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
·
-324
-1.3k
-371
6
·
43
-176
·
·
-244
·
-2.4k
2021
·
·
·
·
·
·
-297
-132
35
-342
307
-210
-638
2022
·
-512
25
-285
·
-142
336
·
893
-1.0k
247
-162
-610
2023
89
·
272
-90
-134
·
·
-155
·
-152
-300
265
-205
2024
·
672
·
·
-890
·
60
-473
-429
508
·
-182
-733

Detailed Metrics

Sharpe Ratio

-0.78

Sortino Ratio

-0.88

Profit Factor

0.49

Avg Win / Avg Loss

0.59

Avg Winner

$184.69

Avg Loser

-$311.22

Expectancy

-$86.66

Recovery Factor

-0.93

Max Drawdown ($)

$4,933.50

Max Drawdown (%)

4.93%

Max DD ($) Trough

1656d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1656d

Max DD (%) Recovery

Not yet recovered

Commission

$145.75

Winning / Losing

24 / 29

Total Orders

159

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

Gartley

Strictness

Balanced

Contracts per trade

1

Edit and run backtest →

Streaks

Max Consecutive Wins

4

Max Consecutive Losses

5

Avg Consecutive Wins

2.0

Avg Consecutive Losses

2.2

Median Consecutive Wins

2

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,295

Days Traded

50

Profitable Days

22

Daily Win Rate

44.00%

Avg Daily Return

-$91.86

Std Dev Daily

$355.39

Max Daily Return

$579.75

Min Daily Return

-$1,341.25

Max EOD Drawdown

$4,933.50

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.

0246810-$1.4k-$1.1k-$800-$500-$200$100$400$600

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.

0246810-$1.4k-$1.1k-$800-$500-$200$100$400$600

Streak Distribution

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

Wins
Losses
22446612345

Recent Daily P&L

Last 50 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

22W / 28L

Orders

159 orders generated by this run.

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