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Sample Run

Harmonic Patterns

NQ 15m · Gartley · 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

-$288.45

Max Drawdown %

1.77%

Profit Factor

0.94

Win Rate

56.52%

Sharpe Ratio

-0.05

Total Trades

23

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
-360
·
914
78
·
·
·
·
-1.3k
-513
46
·
-1.1k
2021
238
·
·
·
·
·
-168
·
·
148
·
·
218
2022
·
348
1.4k
·
·
·
·
-718
1.3k
·
·
·
2.3k
2023
·
·
·
·
-475
86
228
·
·
·
-384
·
-545
2024
·
·
·
·
-150
·
73
-1.1k
·
·
·
·
-1.1k

Detailed Metrics

Sharpe Ratio

-0.05

Sortino Ratio

-0.06

Profit Factor

0.94

Avg Win / Avg Loss

0.73

Avg Winner

$370.76

Avg Loser

-$510.83

Expectancy

-$12.54

Recovery Factor

-0.16

Max Drawdown ($)

$1,780.10

Max Drawdown (%)

1.77%

Max DD ($) Trough

185d

Max DD ($) Recovery

710d

Max DD (%) Trough

185d

Max DD (%) Recovery

710d

Commission

$63.25

Winning / Losing

13 / 10

Total Orders

69

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

Gartley

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

2

Avg Consecutive Wins

2.2

Avg Consecutive Losses

1.4

Median Consecutive Wins

2

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,293

Days Traded

22

Profitable Days

12

Daily Win Rate

54.55%

Avg Daily Return

-$13.11

Std Dev Daily

$591.75

Max Daily Return

$1,399.30

Min Daily Return

-$1,267.35

Max EOD Drawdown

$1,780.10

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.

01234-$1.3k-$900-$500-$100$300$700$1.1k

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-$1.3k-$900-$500-$100$300$700$1.1k$1.4k

Streak Distribution

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

Wins
Losses
112233441234

Recent Daily P&L

Last 22 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

12W / 10L

Orders

69 orders generated by this run.

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