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Sample Run

Harmonic Patterns

NQ 15m · Butterfly · 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

$1,775.30

Max Drawdown %

6.60%

Profit Factor

1.14

Win Rate

60.53%

Sharpe Ratio

0.13

Total Trades

38

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
·
835
·
·
-385
-1.4k
204
-589
·
-1.1k
-3.4k
·
-5.8k
2021
·
·
958
1.2k
1.9k
·
·
364
·
-659
360
·
4.1k
2022
684
1.4k
2.3k
·
·
209
-1.1k
1.3k
573
·
-461
-324
4.6k
2023
·
·
322
·
·
·
·
·
·
·
·
·
322
2024
·
-717
·
·
1.2k
-313
-216
-2.4k
1.0k
·
60
·
-1.4k

Detailed Metrics

Sharpe Ratio

0.13

Sortino Ratio

0.18

Profit Factor

1.14

Avg Win / Avg Loss

0.74

Avg Winner

$644.68

Avg Loser

-$870.15

Expectancy

$46.72

Recovery Factor

0.27

Max Drawdown ($)

$6,656.25

Max Drawdown (%)

6.60%

Max DD ($) Trough

292d

Max DD ($) Recovery

749d

Max DD (%) Trough

292d

Max DD (%) Recovery

749d

Commission

$104.50

Winning / Losing

23 / 15

Total Orders

114

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

Butterfly

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

8

Max Consecutive Losses

4

Avg Consecutive Wins

2.6

Avg Consecutive Losses

1.9

Median Consecutive Wins

1

Median Consecutive Losses

1.5

Daily Performance

Tradeable Days

1,293

Days Traded

36

Profitable Days

22

Daily Win Rate

61.11%

Avg Daily Return

$49.31

Std Dev Daily

$996.36

Max Daily Return

$2,268.25

Min Daily Return

-$2,741.55

Max EOD Drawdown

$6,656.25

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-$2.8k-$2.0k-$1.2k-$400$400$1.2k$2.0k$2.4k

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.

02468-$2.8k-$2.0k-$1.2k-$400$400$1.2k$2.0k$2.4k

Streak Distribution

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

Wins
Losses
22446612345678

Recent Daily P&L

Last 36 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

22W / 14L

Orders

114 orders generated by this run.

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