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Sample Run

Harmonic Patterns

GC 15m · AB=CD · 2020-2024 · GC

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

Net P&L

$2,638.75

Max Drawdown %

8.70%

Profit Factor

1.05

Win Rate

57.24%

Sharpe Ratio

0.13

Total Trades

283

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
144
-811
-695
-43
-650
-433
779
1.4k
-1.2k
0
-166
628
-1.1k
2021
-684
-2.5k
1.2k
-1000
243
382
-92
1.0k
-1.4k
-146
-888
165
-3.7k
2022
545
2.2k
4.6k
628
-474
-128
559
1.3k
-755
-102
-432
-394
7.5k
2023
-145
950
960
266
483
-56
392
444
173
-841
-405
-507
1.7k
2024
-627
-687
-446
-187
-113
-753
-1.9k
-34
1.6k
-6
1.6k
-271
-1.9k

Detailed Metrics

Sharpe Ratio

0.13

Sortino Ratio

0.19

Profit Factor

1.05

Avg Win / Avg Loss

0.78

Avg Winner

$354.92

Avg Loser

-$453.38

Expectancy

$9.32

Recovery Factor

0.29

Max Drawdown ($)

$9,020.25

Max Drawdown (%)

8.70%

Max DD ($) Trough

616d

Max DD ($) Recovery

776d

Max DD (%) Trough

616d

Max DD (%) Recovery

776d

Commission

$1,061.25

Winning / Losing

162 / 121

Total Orders

854

Configuration

Strategy

Harmonic Patterns

Contracts

GC

Timeframe

15m

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

AB=CD

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

20

Max Consecutive Losses

6

Avg Consecutive Wins

2.6

Avg Consecutive Losses

1.9

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

256

Profitable Days

145

Daily Win Rate

56.64%

Avg Daily Return

$10.31

Std Dev Daily

$556.03

Max Daily Return

$3,054.25

Min Daily Return

-$1,982.75

Max EOD Drawdown

$9,020.25

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.

020406080-$2.0k-$1.2k-$400$400$1.2k$2.0k$2.8k$3.2k

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.

0102030405060-$2.0k-$1.2k-$400$400$1.2k$2.0k$2.8k$3.2k

Streak Distribution

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

Wins
Losses
10102020303040401234567891011121314151617181920

Recent Daily P&L

Last 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

64W / 56L

Orders

854 orders generated by this run.

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