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Sample Run

Harmonic Patterns

GC 15m · Deep 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

-$4,181.00

Max Drawdown %

4.71%

Profit Factor

0.30

Win Rate

35.00%

Sharpe Ratio

-0.88

Total Trades

20

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
·
·
·
·
·
554
-216
·
·
-573
-190
71
-353
2022
·
·
-682
·
·
·
-1.2k
·
-998
546
162
·
-2.1k
2023
·
·
-316
·
·
·
·
118
·
·
·
·
-197
2024
-392
·
·
·
·
·
-866
327
-576
·
·
·
-1.5k

Detailed Metrics

Sharpe Ratio

-0.88

Sortino Ratio

-0.95

Profit Factor

0.30

Avg Win / Avg Loss

0.55

Avg Winner

$254.11

Avg Loser

-$458.44

Expectancy

-$209.05

Recovery Factor

-0.88

Max Drawdown ($)

$4,734.50

Max Drawdown (%)

4.71%

Max DD ($) Trough

1534d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1534d

Max DD (%) Recovery

Not yet recovered

Commission

$75.00

Winning / Losing

7 / 13

Total Orders

60

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

Deep Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

2

Max Consecutive Losses

5

Avg Consecutive Wins

1.4

Avg Consecutive Losses

2.6

Median Consecutive Wins

1

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,291

Days Traded

19

Profitable Days

7

Daily Win Rate

36.84%

Avg Daily Return

-$220.05

Std Dev Daily

$428.72

Max Daily Return

$546.25

Min Daily Return

-$997.50

Max EOD Drawdown

$4,734.50

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.

0123-$900-$650-$400-$150$100$350$550

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-$1.0k-$750-$500-$250$0$250$500$550

Streak Distribution

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

Wins
Losses
11223312345

Recent Daily P&L

Last 19 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

7W / 12L

Orders

60 orders generated by this run.

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