Strategie90-backtest.list

Strategy90 - data quandl 2007 - 12.1.2017

Current S&P 100 
===== YEAR STATS ====
Year: 2007 Start: 20000.00 End: 24445.71 Percent: 22.23 OrderCount: 510 Profit/Loss: 4445.71
Year: 2008 Start: 24445.71 End: 28551.50 Percent: 16.80 OrderCount: 333 Profit/Loss: 4105.79
Year: 2009 Start: 28551.50 End: 37032.13 Percent: 29.70 OrderCount: 349 Profit/Loss: 8480.63
Year: 2010 Start: 37032.13 End: 42466.80 Percent: 14.68 OrderCount: 489 Profit/Loss: 5434.67
Year: 2011 Start: 42466.80 End: 51677.30 Percent: 21.69 OrderCount: 461 Profit/Loss: 9210.50
Year: 2012 Start: 51677.30 End: 62368.69 Percent: 20.69 OrderCount: 536 Profit/Loss: 10691.40
Year: 2013 Start: 62368.69 End: 75568.87 Percent: 21.16 OrderCount: 526 Profit/Loss: 13200.18
Year: 2014 Start: 75568.87 End: 84950.62 Percent: 12.41 OrderCount: 519 Profit/Loss: 9381.75
Year: 2015 Start: 84950.62 End: 93229.50 Percent: 9.75 OrderCount: 393 Profit/Loss: 8278.88
Year: 2016 Start: 93229.50 End: 108312.76 Percent: 16.18 OrderCount: 510 Profit/Loss: 15083.26
Year: 2017 Start: 108312.76 End: 108535.02 Percent: 0.21 OrderCount: 23 Profit/Loss: 222.26
=================== TEST END ===================
============== Finished ==============: 498561.522ms

== Trades per year (grouped) ==
count	year
331		2007
218		2008
229		2009
319		2010
311		2011
349		2012
343		2013
337		2014
255		2015
332		2016
24		2017

== Drawdown ==
date		capital		lowerLaterCapital	dd
2014-07-23	90138.69	83491.16			7.37
2014-07-24	90138.69	83491.16			7.37

== Trades == 
max		min			# of total
757.12	-1109.48	3048

== Trades count == 
avgProfit	avgLoss		avgTrade	winCount	lossCount 	winPercent
79.12		-95.32		29.04		2173		875			71%

============
============
Old S&P 100
===== YEAR STATS ====
Year: 2008 Start: 22207.58 End: 24378.59 Percent: 9.78 OrderCount: 317 Profit/Loss: 2171.01
Year: 2009 Start: 24378.59 End: 29905.35 Percent: 22.67 OrderCount: 328 Profit/Loss: 5526.76
Year: 2010 Start: 29905.35 End: 35482.28 Percent: 18.65 OrderCount: 467 Profit/Loss: 5576.94
Year: 2011 Start: 35482.28 End: 42239.92 Percent: 19.05 OrderCount: 417 Profit/Loss: 6757.64
Year: 2013 Start: 47673.81 End: 58672.46 Percent: 23.07 OrderCount: 522 Profit/Loss: 10998.66
Year: 2014 Start: 58672.46 End: 63602.53 Percent: 8.40 OrderCount: 509 Profit/Loss: 4930.06
Year: 2015 Start: 63602.53 End: 69973.66 Percent: 10.02 OrderCount: 373 Profit/Loss: 6371.13
Year: 2016 Start: 69973.66 End: 85169.88 Percent: 21.72 OrderCount: 482 Profit/Loss: 15196.22
Year: 2017 Start: 85169.88 End: 85312.15 Percent: 0.17 OrderCount: 22 Profit/Loss: 142.27

== Trades per year (grouped) ==
count	year
311		2007
210		2008
213		2009
302		2010
278		2011
337		2012
341		2013
328		2014
244		2015
312		2016
23		2017

== Drawdowns == 
date		capital		lowerLaterCapital	dd
2008-09-10 	25096.1004	23319.3988			7.07959233
2008-09-05 	25047.9412	23319.3988			6.90093603

== Trades == 
max trade	min trade	# of trades
710.86		-858.20		2899

== Trades count == 
avgProfit	avgLoss		avgTrade	winCount	lossCount	winPercent
62.9289		-72.3118	22.5293		2033		866			70%