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  • Backtesting Nasdaq Nov-Dic

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    juan changir
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    The document shows a table with 60 entries tracking investment contracts over time. It lists the date, balance, value of contracts, number of positive and negative ticks, commission costs, and total for each entry. The initial capital was $50,000 with a monthly risk of 5% and maximum loss of $2,500. Over the period shown, there were 49 positive ticks for a total gain of $230 and no negative ticks. The overall effectiveness was 38%.

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    The document shows a table with 60 entries tracking investment contracts over time. It lists the date, balance, value of contracts, number of positive and negative ticks, commission costs, and total for each entry. The initial capital was $50,000 with a monthly risk of 5% and maximum loss of $2,500. Over the period shown, there were 49 positive ticks for a total gain of $230 and no negative ticks. The overall effectiveness was 38%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    13 views5 pages

    Backtesting Nasdaq Nov-Dic

    Uploaded by

    juan changir
    The document shows a table with 60 entries tracking investment contracts over time. It lists the date, balance, value of contracts, number of positive and negative ticks, commission costs, and total for each entry. The initial capital was $50,000 with a monthly risk of 5% and maximum loss of $2,500. Over the period shown, there were 49 positive ticks for a total gain of $230 and no negative ticks. The overall effectiveness was 38%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 5

    Capital $50,000 Riesgo Mensual 5% Perdida Máxima

    Valor Ticks por Ticks Ticks Comisión costo por


    N° Fechas Saldo Contrato Contratos Positivos Negativos contrato
    1 11/24/2020 50,000.00 5.00 1 5.00 0.00 5.00
    2 11/24/2020 50,020.00 5.00 1 4.00 0.00 5.00
    3 11/24/2020 50,035.00 5.00 1 40.00 0.00 5.00
    4 50,230.00 5.00 1 0.00 0.00 0.00
    5 50,230.00 5.00 1 0.00 0.00 0.00
    6 50,230.00 5.00 1 0.00 0.00 0.00
    7 50,230.00 5.00 1 0.00 0.00 0.00
    8 50,230.00 5.00 1 0.00 0.00 0.00
    9 50,230.00 5.00 1 0.00 0.00 0.00
    10 50,230.00 5.00 1 0.00 0.00 0.00
    11 50,230.00 5.00 1 0.00 0.00 0.00
    12 50,230.00 5.00 1 0.00 0.00 0.00
    13 50,230.00 5.00 1 0.00 0.00 0.00
    14 50,230.00 5.00 1 0.00 0.00 0.00
    15 50,230.00 5.00 1 0.00 0.00 0.00
    16 50,230.00 5.00 1 0.00 0.00 0.00
    17 50,230.00 5.00 1 0.00 0.00 0.00
    18 50,230.00 5.00 1 0.00 0.00 0.00
    19 50,230.00 5.00 1 0.00 0.00 0.00
    20 50,230.00 5.00 1 0.00 0.00 0.00
    21 50,230.00 5.00 1 0.00 0.00 0.00
    22 50,230.00 5.00 1 0.00 0.00 0.00
    23 50,230.00 5.00 1 0.00 0.00 0.00
    24 50,230.00 5.00 1 0.00 0.00 0.00
    25 50,230.00 5.00 1 0.00 0.00 0.00
    26 50,230.00 5.00 1 0.00 0.00 0.00
    27 50,230.00 5.00 1 0.00 0.00 0.00
    28 50,230.00 5.00 1 0.00 0.00 0.00
    29 50,230.00 5.00 1 0.00 0.00 0.00
    30 50,230.00 5.00 1 0.00 0.00 0.00
    31 50,230.00 5.00 1 0.00 0.00 0.00
    32 50,230.00 5.00 1 0.00 0.00 0.00
    33 50,230.00 5.00 1 0.00 0.00 0.00
    34 50,230.00 5.00 1 0.00 0.00 0.00
    35 50,230.00 5.00 1 0.00 0.00 0.00
    36 50,230.00 5.00 1 0.00 0.00 0.00
    37 50,230.00 5.00 1 0.00 0.00 0.00
    38 50,230.00 5.00 1 0.00 0.00 0.00
    39 50,230.00 5.00 1 0.00 0.00 0.00
    40 50,230.00 5.00 1 0.00 0.00 0.00
    41 50,230.00 5.00 1 0.00 0.00 0.00
    42 50,230.00 5.00 1 0.00 0.00 0.00
    43 50,230.00 5.00 1 0.00 0.00 0.00
    44 50,230.00 5.00 1 0.00 0.00 0.00
    45 50,230.00 5.00 1 0.00 0.00 0.00
    46 50,230.00 5.00 1 0.00 0.00 0.00
    47 50,230.00 5.00 1 0.00 0.00 0.00
    48 50,230.00 5.00 1 0.00 0.00 0.00
    49 50,230.00 5.00 1 0.00 0.00 0.00
    50 50,230.00 5.00 1 0.00 0.00 0.00
    51 50,230.00 5.00 1 0.00 0.00 0.00
    52 50,230.00 5.00 1 0.00 0.00 0.00
    53 50,230.00 5.00 1 0.00 0.00 0.00
    54 50,230.00 5.00 1 0.00 0.00 0.00
    55 50,230.00 5.00 1 0.00 0.00 0.00
    56 50,230.00 5.00 1 0.00 0.00 0.00
    57 50,230.00 5.00 1 0.00 0.00 0.00
    58 50,230.00 5.00 1 0.00 0.00 0.00
    59 50,230.00 5.00 1 0.00 0.00 0.00
    60 50,230.00 5.00 1 0.00 0.00 0.00
    50,230.00
    Total 49.00 0.00
    rdida Máxima $2,500

    Total Comentario
    20.00
    15.00
    195.00 a
    0.00
    0.00
    2
    0.00 38%
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00
    0.00

    230.00
    Efectividad Total
    49.00 0.00
    <

    2
    38%

    1
    62%

    1
    100%

    1 2

    1
    100%

    1 2

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