tkirkpatrick1
24 posts
msg #132640
- Ignore tkirkpatrick1 |
11/20/2016 2:35:27 PM
Just want to know if anyone can tell me how well the back testing works? I have been working on few filters.
Shorts
*********************************************************************************
Last Chg(%) Vol Perf(%)
37.74 0.13 800 3.07
32.67 0.18 39,300 1.53
40.76 1.09 120,000 -1.08
39.4 0.41 5,456,800 -4.44
57.98 0.47 861,300 -12.45
33.02 0.61 1,600 -15.87
40.97 0.02 28,600 -17.28
33.46 1.21 950,400 -23.55
33.03 0.06 1,443,500 -24.01
33.5 1.67 7,398,600 -33.46
31.5 11.82 3,846,800 -53.62
*********************************************************************************
Longs
Last Chg(%) Vol Perf(%)
4.8 -3.03 144,900 65.62
3.81 -14.19 817,900 59.84
6.35 -3.05 136,900 58.27
3.24 -17.77 249,100 56.79
6.39 -2.14 327,600 54.46
1.15 -4.17 120,100 52.17
5.45 -11.38 980,400 44.95
10.36 -13.74 595,500 41.7
1.5 -5.06 32,000 39.33
25.9 -7.37 2,520,400 37.95
6.79 -2.72 555,200 36.97
4.7 -6 280,900 32.98
3.73 -2.1 1,522,700 31.9
3.83 -4.01 519,300 31.85
1.1 0 238,800 31.82
10.33 -4.88 221,000 30.98
1.59 -3.64 3,203,100 30.19
7.8 -50.91 3,742,500 29.74
7.47 -1.06 2,367,700 27.44
5.7 -10.24 714,900 27.19
9.1 -22.55 3,535,600 26.7
6.8 0 417,200 26.47
6.12 -4.38 230,000 25.65
1.6 0 19,800 25
22.56 -1.31 84,500 23.67
2.55 -5.56 250,100 23.53
1.7 -3.41 86,100 21.76
1.98 -13.91 811,100 18.69
1.4 -2.78 740,800 17.86
1.12 -7.44 379,600 16.07
98.2 -16.46 1,761,300 15.79
5.64 0 85,000 15.43
5.98 -1.97 3,071,300 14.88
3.75 -1.06 128,600 14.67
4.5 -3.23 465,500 14.44
5.25 -3.67 405,200 14.29
1.44 -15.29 92,900 12.5
3.2 -18.99 396,400 12.5
9.31 -6.81 1,236,700 12.14
1.65 -15.38 1,061,800 12.12
9.42 -1.36 16,654,100 11.89
11.14 -1.42 1,706,600 10.77
2.09 -3.24 287,400 10.05
1.41 -6.62 170,800 9.93
1.52 -10.59 113,900 9.87
1.56 -4.29 71,200 9.62
3.86 -0.26 284,900 9.59
9.83 -6.74 288,900 9.56
3.13 -7.67 54,890,300 9.27
1.86 -0.53 309,300 9.14
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