Fractiz BETA
← Back to Harmonic Patterns Run backtest

Sample Run

Harmonic Patterns

NQ 5m · 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

-$2,364.30

Max Drawdown %

2.41%

Profit Factor

0.69

Win Rate

62.07%

Sharpe Ratio

-0.35

Total Trades

58

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
·
-105
·
-1.1k
-221
228
·
·
-272
36
·
129
-1.3k
2021
-250
·
43
·
30
-204
-2
308
154
-126
161
·
115
2022
92
·
-1.2k
298
1.5k
·
-163
·
-341
-216
·
145
83
2023
4
16
-111
-174
·
·
·
114
24
93
-56
·
-91
2024
78
-99
·
-379
·
·
240
-155
-929
·
·
49
-1.2k

Detailed Metrics

Sharpe Ratio

-0.35

Sortino Ratio

-0.46

Profit Factor

0.69

Avg Win / Avg Loss

0.42

Avg Winner

$144.17

Avg Loser

-$343.38

Expectancy

-$40.76

Recovery Factor

-0.98

Max Drawdown ($)

$2,413.35

Max Drawdown (%)

2.41%

Max DD ($) Trough

1686d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1686d

Max DD (%) Recovery

Not yet recovered

Commission

$159.50

Winning / Losing

36 / 22

Total Orders

175

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

Cypher

Strictness

Balanced

Contracts per trade

1

Edit and run backtest →

Streaks

Max Consecutive Wins

5

Max Consecutive Losses

3

Avg Consecutive Wins

2.3

Avg Consecutive Losses

1.4

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

55

Profitable Days

33

Daily Win Rate

60.00%

Avg Daily Return

-$42.99

Std Dev Daily

$399.06

Max Daily Return

$1,503.45

Min Daily Return

-$1,361.15

Max EOD Drawdown

$2,413.35

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.

0510152025-$1.4k-$900-$400$100$600$1.1k$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.

0510152025-$1.4k-$900-$400$100$600$1.1k$1.6k

Streak Distribution

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

Wins
Losses
551010151512345

Recent Daily P&L

Last 55 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

33W / 22L

Orders

175 orders generated by this run.

Other sample runs for this strategy