Backtesting

[Brennen81]

Hello,

I have been requested to back-test my strategy for the past 2 years and am looking for how to easily calculate the outcome.

I already have about 200 trades for each 2012 & 2013 that I would have executed ready to calculate.

Is there any websites or suggestions on where I could easily enter the tickers and trade dates to have it spit out a value?

Thanks
Brennen

 

[kut2k2]

Hello,

I have been requested to back-test my strategy for the past 2 years and am looking for how to easily calculate the outcome.

I already have about 200 trades for each 2012 & 2013 that I would have executed ready to calculate.

Is there any websites or suggestions on where I could easily enter the tickers and trade dates to have it spit out a value?

A value of what? Backtests tend to generate a plethora of values.

The values I prefer are the following. Some are atypical.

Trade Count
Winrate (%)
Total Gain (%)
Total Loss (%)
Profit Factor
Net Gain (%)
Buy&Hold (%)
Expectation
Kelly fraction
SAS

Sorry, I don't know of any website that will calculate these or any other set of values.

 

[Jgills]

You shoukd be able to do all of this in excel fairly easily if you are familiar with excel.

How many different tickers did you trade?

 

[ziyan]

Quantopian.com has a great online backtesting platform and provides you with plenty of stats. But you need to know how to code in Python & their timeframes are limited to days and minutes last time I checked.
Still worth taking a look though.