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Sample Run

Harmonic Patterns

GC 5m · 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

-$1,072.75

Max Drawdown %

3.05%

Profit Factor

0.85

Win Rate

50.88%

Sharpe Ratio

-0.20

Total Trades

57

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
·
-154
1.1k
-161
-258
·
·
-181
·
541
176
·
1.0k
2021
·
118
·
·
115
·
·
·
-68
-134
-14
283
301
2022
·
·
·
·
·
-543
-223
-87
440
·
·
·
-414
2023
-192
-202
-521
224
·
·
·
-226
-273
·
·
-729
-1.9k
2024
·
·
376
·
-494
677
-257
-302
452
-263
-275
·
-86

Detailed Metrics

Sharpe Ratio

-0.20

Sortino Ratio

-0.28

Profit Factor

0.85

Avg Win / Avg Loss

0.82

Avg Winner

$210.32

Avg Loser

-$256.14

Expectancy

-$18.82

Recovery Factor

-0.35

Max Drawdown ($)

$3,087.25

Max Drawdown (%)

3.05%

Max DD ($) Trough

887d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

887d

Max DD (%) Recovery

Not yet recovered

Commission

$213.75

Winning / Losing

29 / 28

Total Orders

173

Configuration

Strategy

Harmonic Patterns

Contracts

GC

Timeframe

5m

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

7

Max Consecutive Losses

6

Avg Consecutive Wins

2.1

Avg Consecutive Losses

2.0

Median Consecutive Wins

1

Median Consecutive Losses

1.5

Daily Performance

Tradeable Days

1,291

Days Traded

55

Profitable Days

27

Daily Win Rate

49.09%

Avg Daily Return

-$19.50

Std Dev Daily

$323.92

Max Daily Return

$1,081.25

Min Daily Return

-$915.75

Max EOD Drawdown

$3,087.25

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.

051015-$1.0k-$600-$200$200$600$1.0k$1.1k

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.

024681012-$1.0k-$600-$200$200$600$1.0k$1.1k

Streak Distribution

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

Wins
Losses
224466881234567

Recent Daily P&L

Last 55 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

27W / 28L

Orders

173 orders generated by this run.

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