Fractiz
Sample Run
Volume-confirmed Breakout
GC 5m · 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
$2,635.00
Max Drawdown %
16.33%
Profit Factor
1.01
Win Rate
48.30%
Sharpe Ratio
0.14
Total Trades
884
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -325 | 3.0k | -6.1k | 6.5k | -9.2k | -2.0k | 9.0k | 3.3k | -2.9k | -3.8k | 8.8k | -3.7k | 2.6k |
Detailed Metrics
Sharpe Ratio
0.14
Sortino Ratio
0.20
Profit Factor
1.01
Avg Win / Avg Loss
1.08
Avg Winner
$558.52
Avg Loser
-$516.09
Expectancy
$2.98
Recovery Factor
0.15
Max Drawdown ($)
$17,233.75
Max Drawdown (%)
16.33%
Max DD ($) Trough
61d
Max DD ($) Recovery
125d
Max DD (%) Trough
61d
Max DD (%) Recovery
125d
Commission
$3,315.00
Winning / Losing
427 / 457
Total Orders
1,768
Configuration
Strategy
Volume-confirmed Breakout
Contracts
GC
Timeframe
5m
Date Range
Jan 1, 2024 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Range lookback (bars)
30
Volume multiplier vs prior bar
2.5
Take-profit distance (%)
0.5
Stop distance (%)
0.3
Maximum bars in trade
30
Direction
Both sides
Contracts per trade
1
Streaks
Max Consecutive Wins
12
Max Consecutive Losses
10
Avg Consecutive Wins
1.9
Avg Consecutive Losses
2.0
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
259
Days Traded
259
Profitable Days
123
Daily Win Rate
47.49%
Avg Daily Return
$10.17
Std Dev Daily
$1,191.90
Max Daily Return
$3,868.75
Min Daily Return
-$3,595.00
Max EOD Drawdown
$16,550.00
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
1,768 orders generated by this run.