Fractiz
Sample Run
NR7 / Inside Day Breakout
NQ 1D · 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
$18,680.00
Max Drawdown %
40.59%
Profit Factor
1.04
Win Rate
44.38%
Sharpe Ratio
0.08
Total Trades
160
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 | -543 | 3.3k | 22k | 12k | -3.6k | -3.9k | 4.9k | 2.8k | -22k | 11k | -20k | 1.3k | 8.1k |
| 2021 | -5.2k | -18k | 6.0k | -121 | 8.0k | 2.7k | -948 | 3.1k | -12k | 425 | 16k | 16k | 15k |
| 2022 | 11k | 35k | -24k | -6.1k | -4.1k | 35k | 8.0k | -47k | -24k | 8.6k | 5.9k | 3.9k | 2.4k |
| 2023 | -12k | 9.2k | -13k | -3.7k | 6.5k | 7.2k | -608 | -7.3k | 15k | -2.7k | 26k | -3.1k | 22k |
| 2024 | -15k | 135 | -9.2k | 21k | -12k | 8.9k | 19k | 13k | -4.6k | -738 | -31k | -18k | -30k |
Detailed Metrics
Sharpe Ratio
0.08
Sortino Ratio
0.12
Profit Factor
1.04
Avg Win / Avg Loss
1.30
Avg Winner
$7,017.25
Avg Loser
-$5,388.14
Expectancy
$116.75
Recovery Factor
0.26
Max Drawdown ($)
$72,617.00
Max Drawdown (%)
40.59%
Max DD ($) Trough
292d
Max DD ($) Recovery
757d
Max DD (%) Trough
292d
Max DD (%) Recovery
757d
Commission
$440.00
Winning / Losing
71 / 89
Total Orders
467
Configuration
Strategy
NR7 / Inside Day Breakout
Contracts
NQ
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
1.9
Avg Consecutive Losses
2.3
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
160
Profitable Days
71
Daily Win Rate
44.38%
Avg Daily Return
$116.75
Std Dev Daily
$7,920.48
Max Daily Return
$20,137.25
Min Daily Return
-$25,107.75
Max EOD Drawdown
$72,617.00
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
467 orders generated by this run.