UO-backtest.list

Scale once - actual S&P 100
===== YEAR STATS ====
Year: 2007 Start: 20000.00 End: 22254.64 Percent: 11.27 OrderCount: 0 Profit/Loss: 2254.64
Year: 2008 Start: 22254.64 End: 29523.27 Percent: 32.66 OrderCount: 0 Profit/Loss: 7268.63
Year: 2009 Start: 29523.27 End: 33331.31 Percent: 12.90 OrderCount: 0 Profit/Loss: 3808.04
Year: 2010 Start: 33331.31 End: 34990.17 Percent: 4.98 OrderCount: 0 Profit/Loss: 1658.86
Year: 2011 Start: 34990.17 End: 40614.19 Percent: 16.07 OrderCount: 0 Profit/Loss: 5624.02
Year: 2012 Start: 40614.19 End: 47645.73 Percent: 17.31 OrderCount: 0 Profit/Loss: 7031.54
Year: 2013 Start: 47645.73 End: 58208.52 Percent: 22.17 OrderCount: 0 Profit/Loss: 10562.79
Year: 2014 Start: 58208.52 End: 67386.46 Percent: 15.77 OrderCount: 0 Profit/Loss: 9177.94
Year: 2015 Start: 67386.46 End: 75452.59 Percent: 11.97 OrderCount: 0 Profit/Loss: 8066.13
Year: 2016 Start: 75452.59 End: 87948.67 Percent: 16.56 OrderCount: 0 Profit/Loss: 12496.08
Year: 2017 Start: 87948.67 End: 89786.89 Percent: 2.09 OrderCount: 0 Profit/Loss: 1838.22
=================== TEST END ===================
============== Finished ==============: 178780.494ms
=== Trades per year ===
2007: 239
2008: 271
2009: 242
2010: 176
2011: 237
2012: 259
2013: 220
2014: 267
2015: 268
2016: 258
2017: 16
=======================
Total trades: 2456
Win count: 1682
Loss count 771
Avg win: 68.48534201954396%
Max profit: 1066.47 USD
Max loss: -1391.25 USD
Avg profit: 86.13851962 USD
Avg loss: -97.40350195 USD
Avg trade: 28.44960864 USD
==== 5 MAX DD ====
Mon Feb 23 2009 15:38:37 GMT+0100 (CET): loss 3231.1500000000015 = 10.40446067%
Wed Feb 18 2009 15:38:37 GMT+0100 (CET): loss 3150.420000000002 = 10.17094597%
Thu Feb 19 2009 15:38:37 GMT+0100 (CET): loss 3150.420000000002 = 10.17094597%
Fri Feb 20 2009 15:38:37 GMT+0100 (CET): loss 3150.420000000002 = 10.17094597%
Wed Feb 11 2009 15:38:36 GMT+0100 (CET): loss 3102.0600000000013 = 10.03047887%


==========================
==========================

Scale once - old S&P 100
===== YEAR STATS ====
Year: 2007 Start: 20000.00 End: 22060.38 Percent: 10.30 OrderCount: 0 Profit/Loss: 2060.38
Year: 2008 Start: 22060.38 End: 27093.16 Percent: 22.81 OrderCount: 0 Profit/Loss: 5032.78
Year: 2009 Start: 27093.16 End: 28401.85 Percent: 4.83 OrderCount: 0 Profit/Loss: 1308.69
Year: 2010 Start: 28401.85 End: 30188.26 Percent: 6.29 OrderCount: 0 Profit/Loss: 1786.41
Year: 2011 Start: 30188.26 End: 33185.89 Percent: 9.93 OrderCount: 0 Profit/Loss: 2997.63
Year: 2012 Start: 33185.89 End: 35407.67 Percent: 6.69 OrderCount: 0 Profit/Loss: 2221.78
Year: 2013 Start: 35407.67 End: 41308.29 Percent: 16.66 OrderCount: 0 Profit/Loss: 5900.62
Year: 2014 Start: 41308.29 End: 44501.73 Percent: 7.73 OrderCount: 0 Profit/Loss: 3193.44
Year: 2015 Start: 44501.73 End: 52066.47 Percent: 17.00 OrderCount: 0 Profit/Loss: 7564.74
Year: 2016 Start: 52066.47 End: 56217.61 Percent: 7.97 OrderCount: 0 Profit/Loss: 4151.14
Year: 2017 Start: 56217.61 End: 55285.94 Percent: -1.66 OrderCount: 0 Profit/Loss: -931.67
=================== TEST END ===================
============== Finished ==============: 179366.628ms
=== Trades per year ===
2007: 206
2008: 260
2009: 211
2010: 156
2011: 210
2012: 221
2013: 196
2014: 226
2015: 252
2016: 190
2017: 13
=======================
Total trades: 2144
Win count: 1450
Loss count 691
Avg win: 67.63059701492537%
Max profit: 743.47 USD
Max loss: -1366.2 USD
Avg profit: 66.56708966 USD
Avg loss: -88.61988423 USD
Avg trade: 16.48105558 USD
==== 5 MAX DD ====
Tue Jan 13 2009 17:45:15 GMT+0100 (CET): loss 4626.57 = 16.77855221%
Wed Jan 14 2009 17:45:15 GMT+0100 (CET): loss 4626.57 = 16.77855221%
Thu Jan 15 2009 17:45:15 GMT+0100 (CET): loss 4626.57 = 16.77855221%
Fri Jan 16 2009 17:45:15 GMT+0100 (CET): loss 4545.09 = 16.53191032%
Tue Jan 20 2009 17:45:15 GMT+0100 (CET): loss 4545.09 = 16.53191032%
Tue Jan 06 2009 17:45:15 GMT+0100 (CET): loss 4403.7199999999975 = 16.10049336%
Wed Jan 07 2009 17:45:15 GMT+0100 (CET): loss 4403.7199999999975 = 16.10049336%
Thu Jan 08 2009 17:45:15 GMT+0100 (CET): loss 4403.7199999999975 = 16.10049336%
Fri Jan 09 2009 17:45:15 GMT+0100 (CET): loss 4403.7199999999975 = 16.10049336%
Mon Jan 12 2009 17:45:15 GMT+0100 (CET): loss 4403.7199999999975 = 16.10049336%