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Sample Run

Harmonic Patterns

GC 15m · Shark · 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

-$2,808.50

Max Drawdown %

7.95%

Profit Factor

0.93

Win Rate

56.76%

Sharpe Ratio

-0.19

Total Trades

222

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	-447	224	2.3k	-3.5k	-1.3k	-1.0k	550	1.5k	-609	354	438	50	-1.4k
2021	384	708	1.2k	-69	-526	-345	135	284	-435	546	982	-1.1k	1.8k
2022	-348	548	-409	457	-433	-1.1k	188	-369	-1.1k	52	64	364	-2.1k
2023	-729	224	1.1k	-622	-2.4k	132	367	-499	-537	11	105	460	-2.3k
2024	-587	-433	376	-292	-47	661	-354	-1.3k	2.2k	667	584	-195	1.2k

Detailed Metrics

Sharpe Ratio

-0.19

Sortino Ratio

-0.25

Profit Factor

0.93

Avg Win / Avg Loss

0.71

Avg Winner

$315.46

Avg Loser

-$443.30

Expectancy

-$12.65

Recovery Factor

-0.35

Max Drawdown ($)

$8,122.00

Max Drawdown (%)

7.95%

Max DD ($) Trough

1627d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1627d

Max DD (%) Recovery

Not yet recovered

Commission

$832.50

Winning / Losing

126 / 96

Total Orders

669

Configuration

Strategy

Harmonic Patterns

Contracts

Timeframe

15m

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Shark

Strictness

Balanced

Contracts per trade

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Streaks

Max Consecutive Wins

Max Consecutive Losses

Avg Consecutive Wins

2.2

Avg Consecutive Losses

1.7

Median Consecutive Wins

Median Consecutive Losses

Daily Performance

Tradeable Days

1,291

Days Traded

203

Profitable Days

117

Daily Win Rate

57.64%

Avg Daily Return

-$13.83

Std Dev Daily

$470.28

Max Daily Return

$1,386.25

Min Daily Return

-$1,923.75

Max EOD Drawdown

$8,122.00

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.

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.

Streak Distribution

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

Wins

Losses

Recent Daily P&L

Last 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

67W / 53L

Orders

669 orders generated by this run.

ID	Contract	Action	Type	Qty	Price	Status	Commission	Time
1000	NQ-2024H	Buy	Market	1	19,xxx.xx	Filled	$2.75	2024-XX-XX XX:XX:XX
1001	NQ-2024H	Sell	Market	1	19,xxx.xx	Filled	$2.75	2024-XX-XX XX:XX:XX
1002	NQ-2024H	Buy	Market	1	19,xxx.xx	Filled	$2.75	2024-XX-XX XX:XX:XX
1003	NQ-2024H	Sell	Market	1	19,xxx.xx	Filled	$2.75	2024-XX-XX XX:XX:XX
1004	NQ-2024H	Buy	Market	1	19,xxx.xx	Filled	$2.75	2024-XX-XX XX:XX:XX
1005	NQ-2024H	Sell	Market	1	19,xxx.xx	Filled	$2.75	2024-XX-XX XX:XX:XX

Order-level detail

Every fill, every commission, every timestamp.

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