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Sample Run

Harmonic Patterns

GC 5m · Gartley · 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

$1,687.50

Max Drawdown %

1.66%

Profit Factor

1.35

Win Rate

59.68%

Sharpe Ratio

0.40

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
·
·
966
·
365
·
250
898
·
-358
-181
279
2.2k
2021
219
-285
300
16
·
·
·
-305
11
-195
·
107
-130
2022
·
·
-53
147
-245
67
-37
-204
-276
178
·
·
-422
2023
·
·
·
·
-245
155
22
-28
·
-103
·
-151
-349
2024
·
-94
·
-264
313
·
-52
485
265
8
·
-294
369

Detailed Metrics

Sharpe Ratio

0.40

Sortino Ratio

0.73

Profit Factor

1.35

Avg Win / Avg Loss

0.91

Avg Winner

$175.87

Avg Loser

-$192.79

Expectancy

$27.22

Recovery Factor

0.99

Max Drawdown ($)

$1,709.25

Max Drawdown (%)

1.66%

Max DD ($) Trough

1111d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1111d

Max DD (%) Recovery

Not yet recovered

Commission

$232.50

Winning / Losing

37 / 25

Total Orders

186

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

Gartley

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

6

Max Consecutive Losses

5

Avg Consecutive Wins

2.6

Avg Consecutive Losses

1.8

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,291

Days Traded

59

Profitable Days

34

Daily Win Rate

57.63%

Avg Daily Return

$28.60

Std Dev Daily

$238.50

Max Daily Return

$966.25

Min Daily Return

-$382.75

Max EOD Drawdown

$1,709.25

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.

0246810-$400-$150$100$350$600$850$1.0k

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.

02468-$400-$150$100$350$600$850$1.0k

Streak Distribution

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

Wins
Losses
22446688123456

Recent Daily P&L

Last 59 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

34W / 25L

Orders

186 orders generated by this run.

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