Strategy Backtester
Backtesting: Swing Trade Marcelo Sommer
Author: MarceloSommer
Larry Williams EMA 9 approach, with added details. Tips: a) Activate BOT when SPX crosses up DC 20 basis line; b) Stop BOT when SPX crosses down lowest BB 17 close 2 line. Manage lasting positions selling calls or taking profit through your strategy. So you will ride the market in a positive way, avoiding severe drawdowns.
DataSet
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Data Range
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Position Sizing
Starting Capital
Benchmark Symbol
Margin Factor
Sizing Method
Percent
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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