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Sample Run

Harmonic Patterns

NQ 5m · 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

-$5,367.00

Max Drawdown %

7.55%

Profit Factor

0.69

Win Rate

46.25%

Sharpe Ratio

-0.50

Total Trades

80

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
-112
·
-882
567
-292
1.8k
·
275
·
-329
468
·
1.5k
2021
332
-433
72
603
50
·
9
-205
·
-113
304
·
619
2022
-2.4k
-1.2k
-399
-606
·
-10
-342
18
788
2.3k
·
-234
-2.1k
2023
-362
·
·
-129
50
1
411
-683
·
·
-77
·
-788
2024
-534
-205
132
·
-1.2k
·
-838
-336
-501
-73
·
-944
-4.5k

Detailed Metrics

Sharpe Ratio

-0.50

Sortino Ratio

-0.73

Profit Factor

0.69

Avg Win / Avg Loss

0.80

Avg Winner

$326.90

Avg Loser

-$406.10

Expectancy

-$67.09

Recovery Factor

-0.69

Max Drawdown ($)

$7,724.50

Max Drawdown (%)

7.55%

Max DD ($) Trough

1148d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1148d

Max DD (%) Recovery

Not yet recovered

Commission

$220.00

Winning / Losing

37 / 43

Total Orders

240

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

Gartley

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

4

Max Consecutive Losses

5

Avg Consecutive Wins

1.8

Avg Consecutive Losses

2.0

Median Consecutive Wins

1

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,293

Days Traded

75

Profitable Days

33

Daily Win Rate

44.00%

Avg Daily Return

-$71.56

Std Dev Daily

$546.19

Max Daily Return

$2,302.10

Min Daily Return

-$1,337.15

Max EOD Drawdown

$7,724.50

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.

0246810-$1.4k-$900-$400$100$600$1.1k$1.6k$1.9k

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.

05101520-$1.4k-$800-$200$400$1.0k$1.6k$2.2k$2.4k

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

34W / 42L

Orders

240 orders generated by this run.

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