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Sample Run

Harmonic Patterns

GC 5m · 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

-$389.50

Max Drawdown %

2.18%

Profit Factor

0.92

Win Rate

61.29%

Sharpe Ratio

-0.11

Total Trades

62

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
·
102
54
-253
-857
118
316
-810
-106
-111
·
-237
-1.8k
2021
73
·
141
·
296
198
51
11
-241
-250
·
81
361
2022
·
101
-254
274
·
164
·
·
·
90
-138
-98
141
2023
·
-129
·
·
-362
·
30
·
·
5
-246
147
-554
2024
·
-79
·
·
125
217
125
794
431
·
·
-166
1.4k

Detailed Metrics

Sharpe Ratio

-0.11

Sortino Ratio

-0.14

Profit Factor

0.92

Avg Win / Avg Loss

0.58

Avg Winner

$113.93

Avg Loser

-$196.62

Expectancy

-$6.28

Recovery Factor

-0.18

Max Drawdown ($)

$2,182.00

Max Drawdown (%)

2.18%

Max DD ($) Trough

1318d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1318d

Max DD (%) Recovery

Not yet recovered

Commission

$232.50

Winning / Losing

38 / 24

Total Orders

187

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

Cypher

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

9

Max Consecutive Losses

5

Avg Consecutive Wins

3.8

Avg Consecutive Losses

2.4

Median Consecutive Wins

3.5

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,291

Days Traded

60

Profitable Days

37

Daily Win Rate

61.67%

Avg Daily Return

-$6.49

Std Dev Daily

$201.88

Max Daily Return

$431.25

Min Daily Return

-$810.50

Max EOD Drawdown

$2,182.00

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.

051015-$700-$500-$300-$100$100$300$450

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.

051015-$850-$650-$450-$250-$50$150$350$450

Streak Distribution

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

Wins
Losses
112233123456789

Recent Daily P&L

Last 60 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

37W / 23L

Orders

187 orders generated by this run.

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