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Sample Run

Harmonic Patterns

NQ 15m · Crab · 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

-$414.80

Max Drawdown %

3.39%

Profit Factor

0.92

Win Rate

56.25%

Sharpe Ratio

-0.07

Total Trades

16

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
-586
·
·
·
·
·
366
·
·
·
1.1k
-376
519
2021
1.1k
·
102
-204
·
198
·
·
·
·
·
·
1.2k
2022
·
·
·
·
·
-733
·
·
·
-926
·
·
-1.7k
2023
-837
·
·
·
·
·
·
·
·
·
·
·
-837
2024
·
·
353
·
·
-720
746
·
·
·
·
·
379

Detailed Metrics

Sharpe Ratio

-0.07

Sortino Ratio

-0.09

Profit Factor

0.92

Avg Win / Avg Loss

0.72

Avg Winner

$525.72

Avg Loser

-$735.18

Expectancy

-$25.93

Recovery Factor

-0.12

Max Drawdown ($)

$3,470.45

Max Drawdown (%)

3.39%

Max DD ($) Trough

1158d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1158d

Max DD (%) Recovery

Not yet recovered

Commission

$44.00

Winning / Losing

9 / 7

Total Orders

48

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

Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

3

Max Consecutive Losses

3

Avg Consecutive Wins

1.8

Avg Consecutive Losses

1.4

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

16

Profitable Days

9

Daily Win Rate

56.25%

Avg Daily Return

-$25.93

Std Dev Daily

$687.44

Max Daily Return

$1,114.05

Min Daily Return

-$925.75

Max EOD Drawdown

$3,470.45

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.

0123-$1.0k-$600-$200$200$600$1.0k$1.2k

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.

0123-$1.0k-$600-$200$200$600$1.0k$1.2k

Streak Distribution

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

Wins
Losses
11223344123

Recent Daily P&L

Last 16 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

9W / 7L

Orders

48 orders generated by this run.

Other sample runs for this strategy