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January 9, 2017 21:35
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UltimateOscilator strategy backtest results
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Backtest: 2007 - 2012-09-28 (podle financniku) | |
===== YEAR STATS ==== | |
Year: 2007 Start: 20000.00 End: 22652.24 Percent: 13.26 OrderCount: 0 Profit/Loss: 2652.24 | |
Year: 2008 Start: 22652.24 End: 32192.01 Percent: 42.11 OrderCount: 0 Profit/Loss: 9539.77 | |
Year: 2009 Start: 32192.01 End: 27560.51 Percent: -14.39 OrderCount: 0 Profit/Loss: -4631.50 | |
Year: 2010 Start: 27560.51 End: 28971.64 Percent: 5.12 OrderCount: 0 Profit/Loss: 1411.13 | |
Year: 2011 Start: 28971.64 End: 35281.38 Percent: 21.78 OrderCount: 0 Profit/Loss: 6309.74 | |
Year: 2012 Start: 35281.38 End: 39297.86 Percent: 11.38 OrderCount: 0 Profit/Loss: 4016.48 | |
=================== TEST END =================== | |
============== Finished ==============: 70350.058ms | |
=== Trades per year === | |
2007: 271 | |
2008: 321 | |
2009: 267 | |
2010: 215 | |
2011: 279 | |
2012: 206 | |
======================= | |
Total trades: 1559 | |
Max profit: 1669.2 USD | |
Max loss: -1620.81 USD | |
Avg profit: 68.8768134 USD | |
Avg loss: -102.48717899 USD | |
Avg trade: 12.37835792 USD | |
Avg win: 67.03014753046826% | |
Win count: 1045 | |
Loss count 514 | |
================================= | |
================================= | |
2007 - 2017 (9.1.) | |
===== YEAR STATS ==== | |
Year: 2007 Start: 20000.00 End: 22652.24 Percent: 13.26 OrderCount: 0 Profit/Loss: 2652.24 | |
Year: 2008 Start: 22652.24 End: 32192.01 Percent: 42.11 OrderCount: 0 Profit/Loss: 9539.77 | |
Year: 2009 Start: 32192.01 End: 27560.51 Percent: -14.39 OrderCount: 0 Profit/Loss: -4631.50 | |
Year: 2010 Start: 27560.51 End: 28971.64 Percent: 5.12 OrderCount: 0 Profit/Loss: 1411.13 | |
Year: 2011 Start: 28971.64 End: 35281.38 Percent: 21.78 OrderCount: 0 Profit/Loss: 6309.74 | |
Year: 2012 Start: 35281.38 End: 42162.77 Percent: 19.50 OrderCount: 0 Profit/Loss: 6881.39 | |
Year: 2013 Start: 42162.77 End: 52582.32 Percent: 24.71 OrderCount: 0 Profit/Loss: 10419.55 | |
Year: 2014 Start: 52582.32 End: 63910.07 Percent: 21.54 OrderCount: 0 Profit/Loss: 11327.75 | |
Year: 2015 Start: 63910.07 End: 67836.34 Percent: 6.14 OrderCount: 0 Profit/Loss: 3926.27 | |
Year: 2016 Start: 67836.34 End: 82355.02 Percent: 21.40 OrderCount: 0 Profit/Loss: 14518.68 | |
Year: 2017 Start: 82355.02 End: 84116.11 Percent: 2.14 OrderCount: 0 Profit/Loss: 1761.09 | |
=================== TEST END =================== | |
============== Finished ==============: 118117.659ms | |
=== Trades per year === | |
2007: 271 | |
2008: 321 | |
2009: 267 | |
2010: 215 | |
2011: 279 | |
2012: 315 | |
2013: 246 | |
2014: 305 | |
2015: 300 | |
2016: 293 | |
2017: 18 | |
======================= | |
Total trades: 2831 | |
Max profit: 1669.2 USD | |
Max loss: -1620.81 USD | |
Avg profit: 81.863229 USD | |
Avg loss: -101.66013143 USD | |
Avg trade: 22.65586926 USD | |
Avg win: 67.7145884846344% | |
Win count: 1917 | |
Loss count 913 | |
================================= | |
================================= | |
2015-2017 | |
===== YEAR STATS ==== | |
Year: 2015 Start: 20000.00 End: 21578.42 Percent: 7.89 OrderCount: 0 Profit/Loss: 1578.42 | |
Year: 2016 Start: 21578.42 End: 26182.71 Percent: 21.34 OrderCount: 0 Profit/Loss: 4604.29 | |
Year: 2017 Start: 26182.71 End: 26747.99 Percent: 2.16 OrderCount: 0 Profit/Loss: 565.28 | |
=================== TEST END =================== | |
============== Finished ==============: 24033.810ms | |
=== Trades per year === | |
2015: 303 | |
2016: 293 | |
2017: 18 | |
======================= | |
Total trades: 615 | |
Max profit: 208.05 USD | |
Max loss: -390 USD | |
Avg profit: 37.15009926 USD | |
Avg loss: -38.97393365 USD | |
Avg trade: 10.99021173 USD | |
Avg win: 65.52845528455285% | |
Win count: 403 | |
Loss count 211 | |
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