Strategy Backtester
Backtesting: OneNight w Moving Percentile and Weight
Author: DrKoch
Keep it simple: Buy low. Sell next morning. "Low" is determined by a moving percentile of True range. Aweight is assigned to each position. The following Extensions were used during development of this trading startegy: finantic.Indicators: MovingPercentile finantic.Optimizers: SMAC Optimizer and Grid Optimizer finantic.ScoreCards: The IS/OS ScoreCard and Favourites Scorecard finantic.IndicatorSelection: Find best indicator to use as a weight
Go to My DataSets to define your own DataSets (subscribers only!)
Data Range & Scale
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
Position Sizing
Starting Capital
Benchmark Symbol
Margin Factor
Sizing Method
Metric Strategy Results Benchmark Results (SPY)
Starting Capital 0.00 0.00
Profit 0.00 0.00
Profit % 0.00% 0.00%
APR (Annualized % Return) 0.00% 0.00%
Exposure % 0.00% 0.00%
Sharpe Ratio 0.00% 0.00%
WealthLab Score 0.00% 0.00%
Number of Positions 0.00% 0.00%
Average Profit % 0.00% 0.00%
Profit Factor 0.00% 0.00%
Payoff Ratio 0.00% 0.00%
Average Bars Held 0.00% 0.00%
NSF (Non-Sufficient Funds) Position Count 0.00% 0.00%
Maximum Drawdown 0.00% 0.00%
Maximum Drawdown % 0.00% 0.00%
Recovery Factor 0.00% 0.00%
Win % 0.00% 0.00%
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Annual
The most recent 100 Positions out of 1,234 total are presented here.
Symbol Position Quantity Entry Date Entry Price Exit Date Exit Price Bars Held Profit Profit %
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