Fractiz
Sample Run
NR7 / Inside Day Breakout
GC 1D · 2020-2024 · GC
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
$76,048.75
Max Drawdown %
38.41%
Profit Factor
1.39
Win Rate
47.24%
Sharpe Ratio
0.67
Total Trades
163
Monthly Returns
Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 813 | -1.3k | 6.5k | 2.3k | 2.0k | -9.2k | -7.2k | -12k | 2.6k | 79 | -2.0k | -3.0k | -20k |
| 2021 | 4.8k | 2.6k | 695 | -2.2k | 6.0k | 3.8k | -35 | 7.3k | 5.2k | -838 | -7.9k | -131 | 19k |
| 2022 | 1.7k | 4.5k | 5.9k | 4.4k | -5.4k | 3.7k | 8.4k | 6.2k | 3.5k | 1.8k | 4.9k | 7.0k | 47k |
| 2023 | 2.0k | 4.4k | 1.1k | -474 | -1.7k | 3.5k | 525 | -701 | 7.5k | -1.5k | -3.3k | 2.1k | 13k |
| 2024 | -2.1k | -2.1k | 4.3k | 4.5k | -1.1k | -6.2k | -3.9k | -12k | 16k | 3.4k | 15k | 1.1k | 17k |
Detailed Metrics
Sharpe Ratio
0.67
Sortino Ratio
1.09
Profit Factor
1.39
Avg Win / Avg Loss
1.55
Avg Winner
$3,539.11
Avg Loser
-$2,284.45
Expectancy
$466.56
Recovery Factor
1.61
Max Drawdown ($)
$47,247.50
Max Drawdown (%)
38.41%
Max DD ($) Trough
175d
Max DD ($) Recovery
868d
Max DD (%) Trough
175d
Max DD (%) Recovery
868d
Commission
$611.25
Winning / Losing
77 / 86
Total Orders
472
Configuration
Strategy
NR7 / Inside Day Breakout
Contracts
GC
Timeframe
1D
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Setup pattern
NR7 or Inside Day
Direction
Long and Short
Hold bars
5
Contracts per trade
1
Streaks
Max Consecutive Wins
6
Max Consecutive Losses
8
Avg Consecutive Wins
1.8
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
1.5
Daily Performance
Tradeable Days
1,291
Days Traded
163
Profitable Days
77
Daily Win Rate
47.24%
Avg Daily Return
$466.56
Std Dev Daily
$3,921.65
Max Daily Return
$14,546.25
Min Daily Return
-$16,963.75
Max EOD Drawdown
$47,247.50
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.
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.
Streak Distribution
How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.
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.
Orders
472 orders generated by this run.