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Sample Run

Harmonic Patterns

NQ 5m · 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

-$841.60

Max Drawdown %

3.65%

Profit Factor

0.89

Win Rate

46.43%

Sharpe Ratio

-0.11

Total Trades

28

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
·
211
·
-450
·
·
509
-753
·
·
·
·
-483
2021
·
·
-1.8k
-389
·
·
·
·
·
-601
·
134
-2.6k
2022
604
·
-858
·
·
883
373
·
·
·
·
·
1.0k
2023
161
-451
·
·
·
·
·
-295
·
·
·
-298
-883
2024
-245
·
·
362
·
73
1.6k
·
1.1k
-664
·
·
2.2k

Detailed Metrics

Sharpe Ratio

-0.11

Sortino Ratio

-0.17

Profit Factor

0.89

Avg Win / Avg Loss

1.02

Avg Winner

$502.56

Avg Loser

-$491.66

Expectancy

-$30.06

Recovery Factor

-0.23

Max Drawdown ($)

$3,655.10

Max Drawdown (%)

3.65%

Max DD ($) Trough

615d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

615d

Max DD (%) Recovery

Not yet recovered

Commission

$77.00

Winning / Losing

13 / 15

Total Orders

84

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

Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

5

Avg Consecutive Wins

1.9

Avg Consecutive Losses

2.1

Median Consecutive Wins

1

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

28

Profitable Days

13

Daily Win Rate

46.43%

Avg Daily Return

-$30.06

Std Dev Daily

$611.20

Max Daily Return

$1,577.85

Min Daily Return

-$1,276.95

Max EOD Drawdown

$3,655.10

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.

012345-$1.3k-$800-$300$200$700$1.2k$1.6k

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.

012345-$1.3k-$800-$300$200$700$1.2k$1.6k

Streak Distribution

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

Wins
Losses
22446612345

Recent Daily P&L

Last 28 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

13W / 15L

Orders

84 orders generated by this run.

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