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Sample Run

Harmonic Patterns

NQ 5m · 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

-$1,493.05

Max Drawdown %

4.71%

Profit Factor

0.91

Win Rate

47.62%

Sharpe Ratio

-0.13

Total Trades

63

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
·
-291
·
-1.1k
197
602
56
-1.2k
77
·
-631
55
-2.3k
2021
·
501
-1.2k
·
-1.1k
414
-3
·
25
·
-680
398
-1.6k
2022
2.3k
2.6k
265
·
·
-639
-159
280
-325
-1.0k
-1.1k
·
2.2k
2023
·
-295
·
-889
·
·
·
·
1.2k
·
·
·
43
2024
-446
·
-552
558
·
-382
-489
·
-566
652
476
872
122

Detailed Metrics

Sharpe Ratio

-0.13

Sortino Ratio

-0.21

Profit Factor

0.91

Avg Win / Avg Loss

1.00

Avg Winner

$475.62

Avg Loser

-$477.63

Expectancy

-$23.70

Recovery Factor

-0.31

Max Drawdown ($)

$4,766.90

Max Drawdown (%)

4.71%

Max DD ($) Trough

926d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

926d

Max DD (%) Recovery

Not yet recovered

Commission

$173.25

Winning / Losing

30 / 33

Total Orders

192

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

Deep Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

5

Avg Consecutive Wins

2.0

Avg Consecutive Losses

2.2

Median Consecutive Wins

2

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,293

Days Traded

61

Profitable Days

29

Daily Win Rate

47.54%

Avg Daily Return

-$24.48

Std Dev Daily

$645.10

Max Daily Return

$2,271.45

Min Daily Return

-$1,067.15

Max EOD Drawdown

$4,766.90

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.

02468-$1.1k-$600-$100$400$900$1.4k$1.9k$2.3k

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.

02468-$1.1k-$600-$100$400$900$1.4k$1.9k$2.3k

Streak Distribution

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

Wins
Losses
2244668812345

Recent Daily P&L

Last 61 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

29W / 32L

Orders

192 orders generated by this run.

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