Fractiz BETA
← Back to Harmonic Patterns Run backtest

Sample Run

Harmonic Patterns

NQ 15m · Shark · 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

-$21,317.85

Max Drawdown %

28.48%

Profit Factor

0.63

Win Rate

51.43%

Sharpe Ratio

-0.90

Total Trades

175

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
-655
131
-1.9k
-314
1.3k
-130
226
-802
-3.1k
-264
1.0k
-87
-4.5k
2021
1.0k
·
-760
-185
·
-429
-114
-353
-788
-2.5k
-511
-3.1k
-7.7k
2022
-2.2k
336
-721
-2.7k
-4.6k
1.1k
413
-805
-3.2k
764
-2.1k
-385
-14k
2023
242
-183
-603
-993
141
·
-483
-17
2.0k
376
123
·
614
2024
-1.2k
654
1.1k
600
-343
-772
255
4.3k
5
8
49
-321
4.4k

Detailed Metrics

Sharpe Ratio

-0.90

Sortino Ratio

-1.15

Profit Factor

0.63

Avg Win / Avg Loss

0.59

Avg Winner

$400.67

Avg Loser

-$675.04

Expectancy

-$121.82

Recovery Factor

-0.75

Max Drawdown ($)

$28,594.30

Max Drawdown (%)

28.48%

Max DD ($) Trough

1165d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1165d

Max DD (%) Recovery

Not yet recovered

Commission

$481.25

Winning / Losing

90 / 85

Total Orders

529

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

Shark

Strictness

Balanced

Contracts per trade

1

Edit and run backtest →

Streaks

Max Consecutive Wins

7

Max Consecutive Losses

6

Avg Consecutive Wins

2.3

Avg Consecutive Losses

2.1

Median Consecutive Wins

2

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,293

Days Traded

157

Profitable Days

80

Daily Win Rate

50.96%

Avg Daily Return

-$135.78

Std Dev Daily

$826.47

Max Daily Return

$4,759.05

Min Daily Return

-$2,855.35

Max EOD Drawdown

$28,594.30

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.

020406080-$3.0k-$1.5k$0$1.5k$3.0k$4.5k$5.0k

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.

0102030405060-$3.0k-$1.5k$0$1.5k$3.0k$4.5k$5.0k

Streak Distribution

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

Wins
Losses
551010151520201234567

Recent Daily P&L

Last 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

62W / 58L

Orders

529 orders generated by this run.

Other sample runs for this strategy