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Sample Run

Harmonic Patterns

NQ 15m · Cypher · 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

-$2,491.45

Max Drawdown %

5.49%

Profit Factor

0.65

Win Rate

57.89%

Sharpe Ratio

-0.27

Total Trades

19

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
·
·
-1.4k
·
·
·
·
·
·
-782
·
·
-2.2k
2021
·
·
69
·
·
·
·
172
·
·
236
·
477
2022
-3.0k
-771
·
·
·
·
·
1.2k
·
309
·
-272
-2.5k
2023
342
·
·
827
·
·
-637
-326
·
·
·
·
207
2024
383
·
·
·
·
·
·
90
·
·
1.1k
·
1.6k

Detailed Metrics

Sharpe Ratio

-0.27

Sortino Ratio

-0.31

Profit Factor

0.65

Avg Win / Avg Loss

0.48

Avg Winner

$428.58

Avg Loser

-$900.72

Expectancy

-$131.13

Recovery Factor

-0.45

Max Drawdown ($)

$5,494.05

Max Drawdown (%)

5.49%

Max DD ($) Trough

720d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

720d

Max DD (%) Recovery

Not yet recovered

Commission

$52.25

Winning / Losing

11 / 8

Total Orders

57

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

Cypher

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

3

Max Consecutive Losses

3

Avg Consecutive Wins

2.8

Avg Consecutive Losses

2.0

Median Consecutive Wins

3

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,293

Days Traded

18

Profitable Days

10

Daily Win Rate

55.56%

Avg Daily Return

-$138.41

Std Dev Daily

$942.01

Max Daily Return

$1,171.70

Min Daily Return

-$2,986.95

Max EOD Drawdown

$5,494.05

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.

01234-$3.0k-$2.2k-$1.4k-$600$200$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.

01234-$3.0k-$2.2k-$1.4k-$600$200$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
112233123

Recent Daily P&L

Last 18 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

10W / 8L

Orders

57 orders generated by this run.

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