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Sample Run

Harmonic Patterns

GC 15m · Cypher · 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

$484.50

Max Drawdown %

1.17%

Profit Factor

1.26

Win Rate

66.67%

Sharpe Ratio

0.17

Total Trades

18

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
-503
·
·
41
·
·
-225
·
·
·
154
208
-324
2022
·
-298
-485
·
·
54
·
·
·
·
·
-118
-846
2023
·
·
·
·
·
·
·
·
·
202
·
577
780
2024
170
·
·
·
·
·
292
7
·
·
404
·
874

Detailed Metrics

Sharpe Ratio

0.17

Sortino Ratio

0.26

Profit Factor

1.26

Avg Win / Avg Loss

0.63

Avg Winner

$194.58

Avg Loser

-$308.42

Expectancy

$26.92

Recovery Factor

0.41

Max Drawdown ($)

$1,169.50

Max Drawdown (%)

1.17%

Max DD ($) Trough

686d

Max DD ($) Recovery

1263d

Max DD (%) Trough

686d

Max DD (%) Recovery

1263d

Commission

$67.50

Winning / Losing

12 / 6

Total Orders

54

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

Cypher

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

6

Max Consecutive Losses

2

Avg Consecutive Wins

2.4

Avg Consecutive Losses

1.2

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

17

Profitable Days

11

Daily Win Rate

64.71%

Avg Daily Return

$28.50

Std Dev Daily

$308.80

Max Daily Return

$627.25

Min Daily Return

-$502.75

Max EOD Drawdown

$1,169.50

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.

01234-$550-$350-$150$50$250$450$650

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-$550-$350-$150$50$250$450$650

Streak Distribution

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

Wins
Losses
11223344123456

Recent Daily P&L

Last 18 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

12W / 6L

Orders

54 orders generated by this run.

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