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Sample Run

Harmonic Patterns

NQ 15m · Bat · 2020-2024 · NQ

Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.

Net P&L

-$3,109.75

Max Drawdown %

4.85%

Profit Factor

0.58

Win Rate

60.00%

Sharpe Ratio

-0.45

Total Trades

25

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
·
599
-1.8k
·
·
901
-504
·
·
-358
-404
·
-1.6k
2021
·
·
·
·
·
·
·
·
·
·
-373
·
-373
2022
·
·
·
·
-1.4k
·
·
238
-721
·
·
·
-1.8k
2023
·
46
6
-524
185
·
·
·
837
·
404
395
1.3k
2024
·
-326
-323
·
·
·
·
·
·
·
·
·
-649

Detailed Metrics

Sharpe Ratio

-0.45

Sortino Ratio

-0.51

Profit Factor

0.58

Avg Win / Avg Loss

0.39

Avg Winner

$286.28

Avg Loser

-$740.39

Expectancy

-$124.39

Recovery Factor

-0.64

Max Drawdown ($)

$4,881.55

Max Drawdown (%)

4.85%

Max DD ($) Trough

1147d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1147d

Max DD (%) Recovery

Not yet recovered

Commission

$68.75

Winning / Losing

15 / 10

Total Orders

77

Configuration

Strategy

Harmonic Patterns

Contracts

NQ

Timeframe

15m

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Bat

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

7

Max Consecutive Losses

3

Avg Consecutive Wins

1.9

Avg Consecutive Losses

1.4

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

24

Profitable Days

14

Daily Win Rate

58.33%

Avg Daily Return

-$129.57

Std Dev Daily

$615.68

Max Daily Return

$901.25

Min Daily Return

-$1,831.55

Max EOD Drawdown

$4,881.55

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-$1.9k-$1.4k-$900-$400$100$600$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.

01234-$1.9k-$1.4k-$900-$400$100$600$1.0k

Streak Distribution

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

Wins
Losses
2244661234567

Recent Daily P&L

Last 24 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

14W / 10L

Orders

77 orders generated by this run.

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