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Sample Run

Harmonic Patterns

GC 15m · Bat · 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

-$693.25

Max Drawdown %

1.89%

Profit Factor

0.80

Win Rate

40.00%

Sharpe Ratio

-0.17

Total Trades

15

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
·
·
596
-471
477
·
·
-554
·
·
·
·
49
2021
511
·
·
·
·
·
-7
·
·
·
·
·
504
2022
·
·
368
·
·
299
·
·
·
·
-420
·
248
2023
·
·
·
·
·
-174
-330
·
-160
536
·
·
-127
2024
·
·
-567
-801
·
·
·
·
·
·
·
·
-1.4k

Detailed Metrics

Sharpe Ratio

-0.17

Sortino Ratio

-0.23

Profit Factor

0.80

Avg Win / Avg Loss

1.20

Avg Winner

$464.75

Avg Loser

-$386.86

Expectancy

-$46.22

Recovery Factor

-0.36

Max Drawdown ($)

$1,914.25

Max Drawdown (%)

1.89%

Max DD ($) Trough

651d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

651d

Max DD (%) Recovery

Not yet recovered

Commission

$56.25

Winning / Losing

6 / 9

Total Orders

46

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

Bat

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

2

Max Consecutive Losses

4

Avg Consecutive Wins

1.2

Avg Consecutive Losses

1.8

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

15

Profitable Days

6

Daily Win Rate

40.00%

Avg Daily Return

-$46.22

Std Dev Daily

$458.74

Max Daily Return

$596.25

Min Daily Return

-$800.75

Max EOD Drawdown

$1,914.25

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.

012-$850-$600-$350-$100$150$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.

012-$850-$600-$350-$100$150$400$600

Streak Distribution

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

Wins
Losses
112233441234

Recent Daily P&L

Last 15 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

6W / 9L

Orders

46 orders generated by this run.

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