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Sample Run

Harmonic Patterns

NQ 15m · Deep 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

$3,609.20

Max Drawdown %

3.78%

Profit Factor

1.46

Win Rate

50.00%

Sharpe Ratio

0.25

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
·
·
3.0k
-781
·
·
·
-305
-1.3k
641
·
222
1.5k
2021
-542
·
4.1k
·
·
·
·
·
·
·
·
·
3.5k
2022
·
·
-897
·
·
·
349
·
·
·
-624
·
-1.2k
2023
·
·
-1.3k
·
·
-444
·
·
·
·
·
·
-1.7k
2024
·
·
·
·
·
·
904
·
·
·
526
·
1.4k

Detailed Metrics

Sharpe Ratio

0.25

Sortino Ratio

0.49

Profit Factor

1.46

Avg Win / Avg Loss

1.46

Avg Winner

$1,427.07

Avg Loser

-$975.93

Expectancy

$225.57

Recovery Factor

0.90

Max Drawdown ($)

$4,017.05

Max Drawdown (%)

3.78%

Max DD ($) Trough

210d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

210d

Max DD (%) Recovery

Not yet recovered

Commission

$44.00

Winning / Losing

8 / 8

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

Deep Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

2

Max Consecutive Losses

3

Avg Consecutive Wins

1.6

Avg Consecutive Losses

2.0

Median Consecutive Wins

2

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,293

Days Traded

16

Profitable Days

8

Daily Win Rate

50.00%

Avg Daily Return

$225.57

Std Dev Daily

$1,579.77

Max Daily Return

$4,081.45

Min Daily Return

-$2,320.15

Max EOD Drawdown

$4,017.05

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.

012-$2.4k-$1.4k-$400$600$1.6k$2.6k$3.6k$4.2k

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.

012-$2.4k-$1.4k-$400$600$1.6k$2.6k$3.6k$4.2k

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

8W / 8L

Orders

48 orders generated by this run.

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