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Sample Run

Harmonic Patterns

NQ 5m · 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

-$1,934.30

Max Drawdown %

4.59%

Profit Factor

0.91

Win Rate

59.52%

Sharpe Ratio

-0.17

Total Trades

126

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
5
-552
329
-464
-217
158
209
390
343
282
-336
·
148
2021
-998
·
-119
617
-1.7k
1.7k
·
108
-108
-558
207
3.1k
2.2k
2022
-957
-234
-1.4k
·
-991
2.0k
-682
468
1.1k
-1.1k
-120
-312
-2.2k
2023
229
-616
-182
-96
185
780
12
164
173
-267
-237
72
217
2024
-393
81
28
296
-828
·
204
-280
-1.1k
-282
169
-94
-2.2k

Detailed Metrics

Sharpe Ratio

-0.17

Sortino Ratio

-0.24

Profit Factor

0.91

Avg Win / Avg Loss

0.62

Avg Winner

$261.21

Avg Loser

-$422.06

Expectancy

-$15.35

Recovery Factor

-0.41

Max Drawdown ($)

$4,696.85

Max Drawdown (%)

4.59%

Max DD ($) Trough

1011d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1011d

Max DD (%) Recovery

Not yet recovered

Commission

$346.50

Winning / Losing

75 / 51

Total Orders

381

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

Butterfly

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

8

Max Consecutive Losses

5

Avg Consecutive Wins

2.7

Avg Consecutive Losses

1.8

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

116

Profitable Days

66

Daily Win Rate

56.90%

Avg Daily Return

-$16.68

Std Dev Daily

$456.05

Max Daily Return

$2,109.95

Min Daily Return

-$1,072.90

Max EOD Drawdown

$4,696.85

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-$1.2k-$800-$400$0$400$800$1.2k$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-$1.1k-$600-$100$400$900$1.4k$1.9k$2.2k

Streak Distribution

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

Wins
Losses
5510101515202012345678

Recent Daily P&L

Last 116 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

66W / 50L

Orders

381 orders generated by this run.

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