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Breakout Backtest - Đinh Thu Ngọc
Breakout Backtest - Đinh Thu Ngọc
66
Risk % 2% No of Trades 100.00
Risk $ 1,000,000
Note : Không nhập dữ liệu vào cột màu xám có công thức
Expectancy 0.25
1,000,000 549,451 42.16 41.98 40.16 1.82 0.86 1.29 1.82 16-Jan-18
1,000,000 919,118 15.26 15.15 14.06 1.09 0.75 1.13 1.09 22-Jan-18
1,000,000 625,001 37.01 36.85 35.25 1.60 0.89 1.34 1.60 6-Feb-18
1,000,000 517,867 27.35 27.16 25.23 1.93 0.56 0.84 1.93 25-Jan-18
1,000,000 425,171 49.78 49.55 47.20 2.35 0.95 1.43 2.35 31-Jan-18
1,000,000 1,000,000 13.65 13.55 12.55 1.00 0.37 0.56 1.00 10-Jan-18
1,000,000 1,333,334 14.38 14.30 13.55 0.75 0.37 0.56 0.75 1-Feb-18
1,000,000 250,000 69.27 68.87 64.87 4.00 1.62 2.43 4.00 6-Feb-18
1,000,000 129,871 98.37 97.60 89.90 7.70 3.82 5.73 7.70 19-Jan-18
1,000,000 854,701 29.46 29.34 28.17 1.17 0.59 0.89 1.17 19-Jan-18
1,000,000 1,538,462 12.39 12.32 11.67 0.65 0.38 0.57 0.65 11-Jan-18
1,000,000 1,041,667 25.22 25.12 24.16 0.96 0.57 0.86 0.96 15-Jan-18
1,000,000 1,818,182 13.71 13.65 13.10 0.55 0.37 0.56 0.55 9-Jan-18
1,000,000 387,597 40.33 40.07 37.49 2.58 0.85 1.28 2.58 5-Mar-18
1,000,000 267,380 79.35 78.98 75.24 3.74 1.62 2.43 3.74 26-Jan-18
1,000,000 657,895 27.81 27.66 26.14 1.52 0.46 0.69 1.52 22-Jan-18
1,000,000 1,562,500 16.59 16.53 15.89 0.64 0.42 0.63 0.64 25-Jan-18
1,000,000 1,123,596 13.42 13.33 12.44 0.89 0.29 0.44 0.89 11-Jan-18
1,000,000 1,470,589 12.87 12.80 12.12 0.68 0.41 0.62 0.68 15-Jan-18
1,000,000 454,546 26.09 25.87 23.67 2.20 0.72 1.08 2.20 6-Feb-18
1,000,000 1,111,112 16.93 16.84 15.94 0.90 0.41 0.62 0.90 11-Jan-18
1,000,000 1,818,182 13.91 13.85 13.30 0.55 0.37 0.56 0.55 11-Jan-18
1,000,000 1,108,157 14.89 14.80 13.90 0.90 0.43 0.65 0.90 9-Jan-18
1,000,000 1,315,790 15.11 15.03 14.27 0.76 0.43 0.65 0.76 12-Jan-18
1,000,000 649,351 34.20 34.05 32.51 1.54 0.81 1.22 1.54 18-Jan-18
1,000,000 568,182 32.17 31.99 30.23 1.76 0.49 0.74 1.76 5-Feb-18
1,000,000 970,874 17.98 17.88 16.85 1.03 0.42 0.63 1.03 12-Jan-18
1,000,000 1,607,718 15.33 15.27 14.65 0.62 0.43 0.65 0.62 15-Jan-18
1,000,000 384,616 25.21 24.95 22.35 2.60 1.02 1.53 2.60 5-Feb-18
1,000,000 618,047 54.63 54.47 52.85 1.62 1.31 1.97 1.62 17-Jan-18
1,000,000 1,277,140 17.14 17.07 16.28 0.78 0.42 0.63 0.78 12-Jan-18
1,000,000 398,407 42.47 42.22 39.71 2.51 1.17 1.76 2.51 17-Jan-18
1,000,000 1,497,006 10.12 10.05 9.38 0.67 0.22 0.33 0.67 2-Feb-18
1,000,000 1,085,777 12.96 12.87 11.95 0.92 0.38 0.57 0.92 12-Jan-18
1,000,000 640,615 13.73 13.57 12.01 1.56 0.42 0.63 1.56 14/03/2018
1,000,000 632,912 21.46 21.30 19.72 1.58 0.61 0.92 1.58 22/01/2018
1,000,000 2,777,778 8.67 8.63 8.27 0.36 0.20 0.30 0.36 2/5/2018
1,000,000 1,694,916 13.92 13.86 13.27 0.59 0.42 0.63 0.59 1/19/2018
1,000,000 494,560 29.89 29.69 27.67 2.02 0.62 0.93 2.02 2/12/2018
1,000,000 229,886 70.92 70.48 66.13 4.35 1.61 2.42 4.35 25/01/2018
1,000,000 1,190,477 10.59 10.51 9.67 0.84 0.26 0.39 0.84 06/02/2018
1,000,000 465,117 28.22 28.00 25.85 2.15 0.68 1.02 2.15 1/26/2018
1,000,000 588,236 15.82 15.65 13.95 1.70 0.37 0.56 1.70 2/6/2018
1,000,000 520,834 25.75 25.56 23.64 1.92 0.80 1.20 1.92 2/6/2018
1,000,000 5,000,001 2.93 2.91 2.71 0.20 0.17 0.26 0.20 1/16/2018
1,000,000 348,433 55.99 55.70 52.83 2.87 0.78 1.17 2.87 1/19/2018
1,000,000 574,713 23.37 23.20 21.46 1.74 0.66 0.99 1.74 1/18/2018
1,000,000 820,345 21.75 21.63 20.41 1.22 0.80 1.20 1.22 17/01/2018
1,000,000 2,024,292 9.19 9.14 8.64 0.49 0.26 0.39 0.49 1/15/2018
1,000,000 833,334 14.67 14.55 13.35 1.20 0.39 0.59 1.20 6/3/2018
1,000,000 1,052,632 12.52 12.42 11.47 0.95 0.40 0.60 0.95 2/5/2018
1,000,000 1,176,471 15.39 15.30 14.45 0.85 0.39 0.59 0.85 1/17/2018
1,000,000 487,805 26.11 25.90 23.85 2.05 0.63 0.95 2.05 2/9/2018
1,000,000 2,000,000 9.82 9.77 9.27 0.50 0.31 0.47 0.50 1/29/2018
1,000,000 763,359 22.31 22.18 20.87 1.31 0.80 1.20 1.31 1/16/2018
1,000,000 495,050 56.82 56.62 54.60 2.02 0.80 1.20 2.02 1/16/2018
1,000,000 1,923,077 17.25 17.20 16.68 0.52 0.48 0.72 0.52 1/18/2018
1,000,000 2,500,000 7.75 7.71 7.31 0.40 0.31 0.47 0.40 1/17/2018
1,000,000 2,500,000 4.75 4.71 4.31 0.40 0.19 0.29 0.40 1/18/2018
1,000,000 497,513 15.15 14.95 12.94 2.01 0.41 0.62 2.01 2/6/2018
1,000,000 617,284 32.18 32.02 30.40 1.62 0.72 1.08 1.62 1/18/2018
1,000,000 689,656 26.08 25.93 24.48 1.45 0.72 1.08 1.45 1/25/2018
1,000,000 169,492 103.39 102.80 96.90 5.90 3.83 5.75 5.90 22/1/18
1,000,000 1,000,000 10.85 10.75 9.75 1.00 0.32 0.48 1.00 1/29/2018
1,000,000 1,428,572 10.12 10.05 9.35 0.70 0.19 0.29 0.70 2/6/2018
1,000,000 1,162,791 11.37 11.28 10.42 0.86 0.34 0.51 0.86 1/22/2018
1,000,000 854,701 17.34 17.22 16.05 1.17 0.63 0.95 1.17 1/18/2018
1,000,000 1,111,112 21.14 21.05 20.15 0.90 0.85 1.28 0.90 1/31/2018
1,000,000 625,000 31.01 30.85 29.25 1.60 0.63 0.95 1.60 1/18/2018
1,000,000 230,415 71.87 71.44 67.10 4.34 1.69 2.54 4.34 1/18/2018
1,000,000 819,673 10.42 10.30 9.08 1.22 0.27 0.41 1.22 4/5/2018
1,000,000 625,000 27.01 26.85 25.25 1.60 0.72 1.08 1.60 1/19/2018
1,000,000 129,871 110.37 109.60 101.90 7.70 1.00 1.50 7.70 2/23/2018
1,000,000 588,236 11.92 11.75 10.05 1.70 0.49 0.74 1.70 5/18/2018
1,000,000 1,000,000 10.35 10.25 9.25 0.50 1.00 1.50 1.00 2/6/2018
1,000,000 169,492 89.49 88.90 83.00 5.90 2.6 3.87 5.90 19-Jun-18
1,000,000 909,091 15.76 15.65 14.55 1.10 0.7 1.04 1.10 8-Jun-18
1,000,000 588,236 23.82 23.65 21.95 1.70 0.4 0.66 1.70 19-Jun-18
1,000,000 3,333,334 7.04 7.01 6.71 0.30 0.2 0.32 0.30 21-Jun-18
1,000,000 625,001 21.21 21.05 19.45 1.60 0.3 0.45 1.60 17-Jul-18
1,000,000 769,231 22.78 22.65 21.35 1.30 0.4 0.59 1.30 25-Jul-18
1,000,000 2,000,000 8.46 8.41 7.91 0.50 0.2 0.35 0.50 19-Jun-18
1,000,000 833,334 13.77 13.65 12.45 1.20 0.6 0.89 1.20 5-Jul-18
1,000,000 2,272,728 6.99 6.95 6.51 0.44 0.2 0.29 0.44 23-Aug-18
1,000,000 1,666,667 15.41 15.35 14.75 0.60 0.5 0.80 0.60 28-Sep-18
1,000,000 476,191 45.16 44.95 42.85 2.10 1.0 1.49 2.10 20-Jun-18
1,000,000 294,118 41.29 40.95 37.55 3.40 0.8 1.22 3.40 24-Oct-18
1,000,000 645,162 17.96 17.80 16.25 1.55 0.3 0.45 1.55 30-Jul-18
1,000,000 588,236 27.62 27.45 25.75 1.70 1.0 1.47 1.70 31-Aug-18
1,000,000 1,265,823 36.65 36.57 35.78 0.72 0.79 1.19 0.79 2/7/2018
1,000,000 454,546 30.27 30.05 27.85 2.20 0.82 1.23 2.20 2/8/2018
1,000,000 357,143 38.33 38.05 35.25 2.80 1.00 1.50 2.80 3/12/2018
1,000,000 645,162 35.08 34.92 33.37 1.55 0.81 1.22 1.55 2/26/2018
1,000,000 444,445 29.83 29.60 27.35 2.25 0.88 1.32 2.25 2/28/2018
1,000,000 735,295 24.01 23.87 22.51 1.36 0.72 1.08 1.36 3/7/2018
1,000,000 625,001 34.81 34.65 33.05 1.60 1.0 1.43 1.60 28-Aug-18
1,000,000 571,429 27.23 27.05 25.30 1.75 0.8 1.20 1.75 8-Oct-18
1,000,000 869,566 14.82 14.70 13.55 1.15 0.3 0.51 1.15 15-Oct-18
1,000,000 158,731 106.73 106.10 99.80 6.30 3.8 5.75 6.30 11-Oct-18
1,000,000 1,333,334 12.38 12.30 11.55 0.75 0.5 0.71 0.75 11-Oct-18
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