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Sample Run

Harmonic Patterns

NQ 5m · 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

-$10,067.35

Max Drawdown %

10.63%

Profit Factor

0.47

Win Rate

46.15%

Sharpe Ratio

-0.77

Total Trades

65

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
-597
-384
-5.6k
·
-398
·
235
-229
84
374
-470
-101
-7.0k
2021
-570
-443
-1.6k
·
·
61
148
19
-668
499
·
-395
-2.9k
2022
915
-595
·
·
677
-753
1.1k
·
1.2k
435
·
-132
2.9k
2023
278
·
-82
15
·
·
-237
312
-255
290
-84
·
238
2024
·
·
·
-394
·
-2.2k
·
·
-523
·
-262
138
-3.2k

Detailed Metrics

Sharpe Ratio

-0.77

Sortino Ratio

-0.84

Profit Factor

0.47

Avg Win / Avg Loss

0.54

Avg Winner

$294.02

Avg Loser

-$539.65

Expectancy

-$154.88

Recovery Factor

-0.95

Max Drawdown ($)

$10,628.45

Max Drawdown (%)

10.63%

Max DD ($) Trough

1774d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1774d

Max DD (%) Recovery

Not yet recovered

Commission

$178.75

Winning / Losing

30 / 35

Total Orders

197

Configuration

Strategy

Harmonic Patterns

Contracts

NQ

Timeframe

5m

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

4

Max Consecutive Losses

6

Avg Consecutive Wins

1.8

Avg Consecutive Losses

2.1

Median Consecutive Wins

2

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,293

Days Traded

65

Profitable Days

30

Daily Win Rate

46.15%

Avg Daily Return

-$154.88

Std Dev Daily

$698.16

Max Daily Return

$1,221.65

Min Daily Return

-$3,864.75

Max EOD Drawdown

$10,628.45

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.

05101520-$4.0k-$3.2k-$2.4k-$1.6k-$800$0$800$1.4k

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.

05101520-$4.0k-$3.2k-$2.4k-$1.6k-$800$0$800$1.4k

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

30W / 35L

Orders

197 orders generated by this run.

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