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Sample Run

Harmonic Patterns

GC 5m · 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

$924.50

Max Drawdown %

3.13%

Profit Factor

1.10

Win Rate

58.89%

Sharpe Ratio

0.16

Total Trades

90

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
212
·
-961
·
415
546
177
358
39
-245
-364
149
325
2021
-736
265
-219
·
·
184
·
·
-94
-383
-296
-259
-1.5k
2022
·
·
-184
70
67
-259
·
-288
-281
·
·
·
-874
2023
·
522
246
·
·
32
127
-65
118
-563
225
-71
572
2024
·
-192
·
417
·
-745
·
1.4k
·
268
185
1.1k
2.4k

Detailed Metrics

Sharpe Ratio

0.16

Sortino Ratio

0.22

Profit Factor

1.10

Avg Win / Avg Loss

0.77

Avg Winner

$191.14

Avg Loser

-$248.80

Expectancy

$10.27

Recovery Factor

0.29

Max Drawdown ($)

$3,162.50

Max Drawdown (%)

3.13%

Max DD ($) Trough

745d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

745d

Max DD (%) Recovery

Not yet recovered

Commission

$337.50

Winning / Losing

53 / 37

Total Orders

270

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

Butterfly

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

7

Max Consecutive Losses

7

Avg Consecutive Wins

2.5

Avg Consecutive Losses

1.9

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

83

Profitable Days

49

Daily Win Rate

59.04%

Avg Daily Return

$11.14

Std Dev Daily

$288.40

Max Daily Return

$877.25

Min Daily Return

-$852.75

Max EOD Drawdown

$3,162.50

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.

0510152025-$900-$600-$300$0$300$600$900

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.

05101520-$900-$600-$300$0$300$600$900

Streak Distribution

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

Wins
Losses
55101015151234567

Recent Daily P&L

Last 83 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

49W / 34L

Orders

270 orders generated by this run.

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