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Sample Run

Harmonic Patterns

GC 5m · 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

-$3,355.00

Max Drawdown %

3.35%

Profit Factor

0.27

Win Rate

33.33%

Sharpe Ratio

-1.12

Total Trades

24

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
-342
·
-282
·
·
363
79
10
·
·
·
·
-171
2021
·
·
·
·
-410
·
·
·
·
·
-128
86
-451
2022
·
·
·
·
-695
·
-450
·
276
·
-284
·
-1.2k
2023
·
·
·
·
·
·
-360
-101
·
·
·
·
-460
2024
·
·
-346
99
-188
247
-321
·
·
-260
-353
·
-1.1k

Detailed Metrics

Sharpe Ratio

-1.12

Sortino Ratio

-1.22

Profit Factor

0.27

Avg Win / Avg Loss

0.54

Avg Winner

$156.00

Avg Loser

-$287.69

Expectancy

-$139.79

Recovery Factor

-1.00

Max Drawdown ($)

$3,355.00

Max Drawdown (%)

3.35%

Max DD ($) Trough

1765d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1765d

Max DD (%) Recovery

Not yet recovered

Commission

$90.00

Winning / Losing

8 / 16

Total Orders

74

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

Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

3

Max Consecutive Losses

4

Avg Consecutive Wins

1.3

Avg Consecutive Losses

2.3

Median Consecutive Wins

1

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,291

Days Traded

24

Profitable Days

8

Daily Win Rate

33.33%

Avg Daily Return

-$139.79

Std Dev Daily

$233.14

Max Daily Return

$363.25

Min Daily Return

-$427.75

Max EOD Drawdown

$3,355.00

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.

01234-$450-$300-$150$0$150$300$400

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.

01234-$450-$300-$150$0$150$300$400

Streak Distribution

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

Wins
Losses
2244661234

Recent Daily P&L

Last 24 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

8W / 16L

Orders

74 orders generated by this run.

Other sample runs for this strategy