Fractiz BETA
← Back to Harmonic Patterns Run backtest

Sample Run

Harmonic Patterns

GC 15m · Crab · 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

-$1,492.00

Max Drawdown %

2.11%

Profit Factor

0.37

Win Rate

25.00%

Sharpe Ratio

-0.31

Total Trades

4

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2021
-263
·
·
893
·
·
·
·
·
-256
·
·
375
2022
·
-1.9k
·
·
·
·
·
·
·
·
·
·
-1.9k

Detailed Metrics

Sharpe Ratio

-0.31

Sortino Ratio

-0.35

Profit Factor

0.37

Avg Win / Avg Loss

1.12

Avg Winner

$893.25

Avg Loser

-$795.08

Expectancy

-$373.00

Recovery Factor

-0.70

Max Drawdown ($)

$2,122.50

Max Drawdown (%)

2.11%

Max DD ($) Trough

311d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

311d

Max DD (%) Recovery

Not yet recovered

Commission

$15.00

Winning / Losing

1 / 3

Total Orders

12

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

Crab

Strictness

Balanced

Contracts per trade

1

Edit and run backtest →

Streaks

Max Consecutive Wins

1

Max Consecutive Losses

2

Avg Consecutive Wins

1.0

Avg Consecutive Losses

1.5

Median Consecutive Wins

1

Median Consecutive Losses

1.5

Daily Performance

Tradeable Days

1,291

Days Traded

4

Profitable Days

1

Daily Win Rate

25.00%

Avg Daily Return

-$373.00

Std Dev Daily

$982.42

Max Daily Return

$893.25

Min Daily Return

-$1,866.75

Max EOD Drawdown

$2,122.50

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.

012-$1.9k-$1.4k-$900-$400$100$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.

012-$1.9k-$1.4k-$900-$400$100$600$900

Streak Distribution

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

Wins
Losses
1112

Recent Daily P&L

Last 4 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

1W / 3L

Orders

12 orders generated by this run.

Other sample runs for this strategy