Fractiz
Sample Run
Opening Range Breakout
NQ 5m · 2023-2024 · 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
$34,631.00
Max Drawdown %
35.26%
Profit Factor
1.07
Win Rate
50.97%
Sharpe Ratio
0.39
Total Trades
516
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -7.7k | -4.5k | -8.7k | -2.6k | -4.0k | 10k | -16k | 25k | -3.4k | 10k | 4.2k | 1.2k | 4.1k |
| 2024 | 6.4k | 7.1k | -26k | 9.9k | -98 | -9.6k | 37k | -3.8k | -4.8k | 16k | -105 | -2.3k | 31k |
Detailed Metrics
Sharpe Ratio
0.39
Sortino Ratio
0.54
Profit Factor
1.07
Avg Win / Avg Loss
1.03
Avg Winner
$2,066.20
Avg Loser
-$2,010.99
Expectancy
$67.11
Recovery Factor
0.96
Max Drawdown ($)
$36,156.50
Max Drawdown (%)
35.26%
Max DD ($) Trough
204d
Max DD ($) Recovery
311d
Max DD (%) Trough
204d
Max DD (%) Recovery
311d
Commission
$1,419.00
Winning / Losing
263 / 253
Total Orders
1,032
Configuration
Strategy
Opening Range Breakout
Contracts
NQ
Timeframe
5m
Date Range
Jan 1, 2023 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Opening window (minutes)
15
Side
Both sides
Contracts per trade
1
Streaks
Max Consecutive Wins
14
Max Consecutive Losses
7
Avg Consecutive Wins
2.0
Avg Consecutive Losses
1.9
Median Consecutive Wins
1
Median Consecutive Losses
1
Daily Performance
Tradeable Days
517
Days Traded
501
Profitable Days
255
Daily Win Rate
50.90%
Avg Daily Return
$69.12
Std Dev Daily
$2,781.44
Max Daily Return
$8,862.25
Min Daily Return
-$16,307.75
Max EOD Drawdown
$36,156.50
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
1,032 orders generated by this run.
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