Fractiz BETA
← Back to Harmonic Patterns Run backtest

Sample Run

Harmonic Patterns

GC 15m · Butterfly · 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

-$3,600.50

Max Drawdown %

4.88%

Profit Factor

0.64

Win Rate

64.71%

Sharpe Ratio

-0.30

Total Trades

34

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
·
·
-1.8k
·
365
321
·
·
-511
·
·
·
-1.6k
2021
·
-233
·
·
479
·
86
·
-411
226
·
·
149
2022
-410
-563
548
130
557
·
·
88
·
·
·
-414
-64
2023
-294
40
·
·
761
·
·
·
·
·
·
·
507
2024
·
·
-170
887
·
·
-4.6k
·
·
·
152
1.1k
-2.6k

Detailed Metrics

Sharpe Ratio

-0.30

Sortino Ratio

-0.31

Profit Factor

0.64

Avg Win / Avg Loss

0.35

Avg Winner

$292.20

Avg Loser

-$835.75

Expectancy

-$105.90

Recovery Factor

-0.74

Max Drawdown ($)

$4,882.25

Max Drawdown (%)

4.88%

Max DD ($) Trough

1583d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1583d

Max DD (%) Recovery

Not yet recovered

Commission

$127.50

Winning / Losing

22 / 12

Total Orders

102

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

Butterfly

Strictness

Balanced

Contracts per trade

1

Edit and run backtest →

Streaks

Max Consecutive Wins

7

Max Consecutive Losses

3

Avg Consecutive Wins

2.8

Avg Consecutive Losses

1.5

Median Consecutive Wins

2.5

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

31

Profitable Days

20

Daily Win Rate

64.52%

Avg Daily Return

-$116.15

Std Dev Daily

$961.04

Max Daily Return

$887.25

Min Daily Return

-$4,563.75

Max EOD Drawdown

$4,882.25

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.

0246810-$4.6k-$3.6k-$2.6k-$1.6k-$600$400$1.0k

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.

02468-$4.6k-$3.6k-$2.6k-$1.6k-$600$400$1.0k

Streak Distribution

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

Wins
Losses
2244661234567

Recent Daily P&L

Last 31 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

20W / 11L

Orders

102 orders generated by this run.

Other sample runs for this strategy