BACKTEST FORM 3 Years 2015-2017

Download as xlsx, pdf, or txt
Download as xlsx, pdf, or txt
You are on page 1of 31

BACKTEST FORM 3 years 2

1/2/2013 5:00:00 AM BUY 4


1/3/2013 8:00:00 AM SELL 4
1/4/2013 8:00:00 AM SELL 2
1/7/2013 8:00:00 AM SELL 6
1/8/2013 11:00:00 AM BUY 7
1/9/2013 6:00:00 AM BUY 3
1/10/2013 6:00:00 AM BUY 4
1/11/2013 9:00:00 AM SELL 6
1/14/2013 8:00:00 AM BUY 5
1/15/2013 7:00:00 AM BUY 3
1/16/2013 9:00:00 AM SELL 4
1/17/2013 5:00:00 AM SELL 9
1/18/2013 6:00:00 AM BUY 8
1/21/2013 3:00:00 PM SELL 54
1/23/2013 8:00:00 AM SELL 13
1/24/2013 6:00:00 AM SELL 5
1/25/2013 6:00:00 AM BUY 75
1/25/2013 2:00:00 PM SELL 2
1/28/2013 7:00:00 AM BUY 53
1/28/2013 9:00:00 AM SELL 2
1/29/2013 6:00:00 AM BUY 23
1/30/2013 4:00:00 AM BUY 10
1/31/2013 9:00:00 AM SELL 6
2/1/2013 7:00:00 AM BUY 7
2/4/2013 6:00:00 PM BUY 16
2/5/2013 5:00:00 AM BUY 7
2/6/2013 6:00:00 AM BUY 6
1/28/1900 10:00:00 AM SELL 29
2/7/2013 6:00:00 AM BUY 52
2/7/2013 10:00:00 AM SELL 5
2/8/2013 2:00:00 PM SELL 19
2/11/2013 9:00:00 AM SELL 2
2/12/2013 10:00:00 AM SELL 54
2/12/2013 6:00:00 PM BUY 61
2/13/2013 6:00:00 AM SELL 10
2/14/2013 5:00:00 AM BUY 32
2/14/2013 8:00:00 AM SELL 10
2/15/2013 10:00:00 AM SELL 4
2/18/2013 11:00:00 AM SELL 27
2/19/2013 3:00:00 PM SELL 2
2/20/2013 11:00:00 AM SELL 4
2/21/2013 1:00:00 PM BUY 3
2/22/2013 5:00:00 AM BUY 27
2/22/2013 3:00:00 PM SELL 3
2/25/2013 6:00:00 AM BUY 4
2/26/2013 5:00:00 AM SELL 6
2/26/2013 9:00:00 AM BUY 7
2/27/2013 6:00:00 AM SELL 6
2/28/2013 6:00:00 AM BUY 11
2/28/2013 10:00:00 AM SELL 1
3/1/2013 4:00:00 AM SELL 6
3/1/2013 2:00:00 PM BUY 151
3/4/2013 4:00:00 AM SELL 14
3/5/2013 4:00:00 AM BUY 2
3/5/2013 5:00:00 PM SELL 66
3/6/2013 4:00:00 AM BUY 16
3/6/2013 9:00:00 AM SELL 6
3/7/2013 4:00:00 AM BUY 77
3/7/2013 3:00:00 PM SELL 22
3/8/2013 5:00:00 AM BUY 9
3/11/2013 7:00:00 AM BUY 29
3/12/2013 11:00:00 AM BUY 1
3/13/2013 7:00:00 AM BUY 69
3/14/2013 11:00:00 AM SELL 1
3/14/2013 4:00:00 PM BUY 14
3/15/2013 5:00:00 PM BUY 7
3/18/2013 6:00:00 AM SELL 23
3/18/2013 8:00:00 AM BUY 6
3/19/2013 9:00:00 AM SELL 95
3/19/2013 3:00:00 PM BUY 1
3/20/2013 5:00:00 AM BUY
3/20/2013 8:00:00 AM SELL 7
3/21/2013 6:00:00 AM BUY 7
3/22/2013 7:00:00 AM SELL 6
3/25/2013 9:00:00 AM SELL 3
3/26/2013 8:00:00 AM SELL 6
3/27/2013 6:00:00 AM SELL 4
3/27/2013 2:00:00 PM BUY 4
3/28/2013 7:00:00 AM SELL 5
4/1/2013 9:00:00 AM SELL 28
4/1/2013 7:00:00 PM BUY
4/2/2013 8:00:00 AM SELL 6
4/3/2013 6:00:00 PM SELL 2
4/5/2013 11:00:00 AM BUY 3
4/5/2013 8:00:00 AM SELL
4/8/2013 2:00:00 PM SELL 2
4/9/2013 4:00:00 AM BUY 12
4/10/2013 4:00:00 AM BUY
4/10/2013 9:00:00 AM SELL 4
4/11/2013 4:00:00 AM BUY 11
4/12/2013 7:00:00 AM BUY
4/12/2013 9:00:00 AM SELL 3
4/15/2013 4:00:00 AM SELL 6
4/16/2013 6:00:00 AM BUY 2
4/17/2013 4:00:00 AM BUY 7
4/18/2013 9:00:00 AM BUY 2
4/19/2013 4:00:00 AM BUY 3
4/22/2013 4:00:00 AM BUY 7
4/23/2013 4:00:00 AM SELL 4
4/23/2013 5:00:00 AM BUY
4/24/2013 6:00:00 AM BUY 1
4/25/2013 4:00:00 AM BUY 1
4/26/2013 9:00:00 AM SELL 8
4/29/2013 4:00:00 AM BUY 5
4/30/2013 5:00:00 AM SELL 3
4/30/2013 9:00:00 AM BUY 1
5/1/2013 8:00:00 AM SELL 3
5/2/2013 2:00:00 PM BUY 1
5/3/2013 4:00:00 AM BUY 8
5/3/2013 3:00:00 PM SELL 40
5/6/2013 4:00:00 AM BUY
5/6/2013 3:00:00 PM SELL 11
5/7/2013 7:00:00 AM SELL 7
5/8/2013 4:00:00 AM BUY 1
5/9/2013 1:00:00 PM SELL 2
5/10/2013 10:00:00 AM SELL 1
5/13/2013 11:00:00 AM SELL 32
5/14/2013 11:00:00 AM SELL 3
5/15/2013 5:00:00 AM SELL 3
5/16/2013 8:00:00 AM SELL 2
5/17/2013 4:00:00 AM SELL 2
5/20/2013 10:00:00 AM BUY 3
5/21/2013 10:00:00 AM SELL 2
5/22/2013 8:00:00 AM BUY 1
5/22/2013 4:00:00 PM SELL 3
5/23/2013 7:00:00 AM BUY 2
5/24/2013 4:00:00 AM BUY 1
5/24/2013 4:00:00 AM BUY 2
5/24/2013 11:00:00 AM SELL 45
5/27/2013 4:00:00 AM BUY 4
5/28/2013 6:00:00 AM SELL 4
5/29/2013 1:00:00 PM BUY 12
5/30/2013 7:00:00 AM BUY 1
5/31/2013 9:00:00 AM SELL 2
6/3/2013 10:00:00 AM BUY 6
6/4/2013 4:00:00 AM SELL 4
6/5/2013 4:00:00 AM BUY 1
6/14/2013 10:00:00 AM SELL 1
6/17/2013 8:00:00 AM SELL 8
6/18/2013 5:00:00 AM SELL 3
6/19/2013 8:00:00 PM SELL 1
6/20/2013 7:00:00 AM SELL 1
6/21/2013 4:00:00 AM BUY 4
6/24/2013 4:00:00 AM SELL 2
6/25/2013 5:00:00 AM SELL 2
6/26/2013 4:00:00 AM SELL 1
7/1/2013 4:00:00 AM BUY 3
7/2/2013 4:00:00 AM BUY 5
7/2/2013 3:00:00 PM SELL 5
7/3/2013 9:00:00 AM SELL 47
7/3/2013 1:00:00 PM BUY 1
7/4/2013 6:00:00 AM SELL 6
7/5/2013 9:00:00 AM SELL 1
7/8/2013 9:00:00 AM BUY 3
7/9/2013 4:00:00 AM BUY 2
7/10/2013 4:00:00 AM SELL
7/10/2013 9:00:00 AM BUY 2
7/11/2013 7:00:00 AM BUY 1
7/11/2013 4:00:00 PM SELL 15
7/12/2013 5:00:00 AM SELL 3
7/15/2013 8:00:00 AM SELL 2
7/16/2013 4:00:00 AM SELL 36
7/16/2013 9:00:00 AM BUY 3
7/17/2013 7:00:00 AM SELL 3
7/17/2013 3:00:00 PM BUY
7/18/2013 10:00:00 AM BUY 4
7/19/2013 5:00:00 AM BUY 15
7/22/2013 6:00:00 AM BUY 1
7/23/2013 7:00:00 AM SELL 4
7/23/2013 8:00:00 PM BUY 1
7/24/2013 4:00:00 AM SELL 10
7/25/2013 4:00:00 AM BUY 11
7/25/2013 11:00:00 AM SELL 1
7/26/2013 4:00:00 AM BUY 1
7/26/2013 10:00:00 AM SELL 2
7/29/2013 8:00:00 AM SELL 30
7/29/2013 12:00:00 PM BUY 2
7/30/2013 4:00:00 AM BUY 22
7/30/2013 8:00:00 AM SELL 7
7/31/2013 2:00:00 PM SELL 1
8/1/2013 4:00:00 AM SELL 3
8/2/2013 6:00:00 AM SELL 1
8/5/2013 11:00:00 AM SELL 3
8/6/2013 4:00:00 AM SELL 1
8/7/2013 3:00:00 PM BUY 2
8/8/2013 3:00:00 PM BUY 10
8/9/2013 5:00:00 PM BUY 6
8/12/2013 12:00:00 AM BUY 1
8/13/2013 4:00:00 AM BUY 11
8/14/2013 3:00:00 PM BUY 1
8/14/2013 8:00:00 AM SELL
8/15/2013 12:00:00 PM SELL 3
8/15/2013 6:00:00 PM BUY 1
8/16/2013 4:00:00 AM BUY 15
8/19/2013 8:00:00 AM SELL
8/20/2013 8:00:00 AM SELL 7
8/21/2013 5:00:00 AM SELL 2
8/21/2013 3:00:00 PM BUY 2
8/22/2013 6:00:00 AM SELL 3
8/22/2013 11:00:00 AM BUY 3
8/23/2013 9:00:00 AM SELL 5
8/23/2013 4:00:00 PM BUY 6
8/27/2013 4:00:00 AM SELL
8/28/2013 10:00:00 AM BUY 4
8/30/2013 4:00:00 AM SELL 10
9/2/2013 4:00:00 AM BUY 4
9/3/2013 4:00:00 AM SELL 6
9/3/2013 12:00:00 PM BUY 3
9/4/2013 5:00:00 AM SELL 5
9/5/2013 6:00:00 AM SELL 1
9/6/2013 4:00:00 AM BUY 11
9/9/2013 7:00:00 AM SELL 6
9/10/2013 4:00:00 AM SELL 2
9/11/2013 4:00:00 AM BUY
9/11/2013 12:00:00 PM SELL 19
9/12/2013 4:00:00 AM SELL 4
9/13/2013 7:00:00 AM SELL 1
9/16/2013 6:00:00 AM SELL 3
9/17/2013 9:00:00 AM BUY 1
9/17/2013 3:00:00 PM SELL 8
9/18/2013 9:00:00 AM BUY 1
9/19/2013 5:00:00 AM SELL 26
9/19/2013 5:00:00 PM BUY 1
9/20/2013 8:00:00 AM SELL 2
9/24/2013 9:00:00 AM SELL 4
9/25/2013 8:00:00 AM BUY 9
9/25/2013 9:00:00 AM SELL 5
9/26/2013 5:00:00 AM SELL 12
9/27/2013 5:00:00 AM BUY 8
9/30/2013 5:00:00 AM SELL 9
10/1/2013 12:00:00 AM SELL 2
10/2/2013 2:00:00 PM BUY 2
10/3/2013 6:00:00 AM SELL 7
10/3/2013 4:00:00 PM BUY 1
10/4/2013 5:00:00 AM SELL 12
10/4/2013 1:00:00 PM BUY 2
10/7/2013 5:00:00 AM SELL 4
10/7/2013 2:00:00 PM BUY 2
10/8/2013 10:00:00 AM SELL 3
10/9/2013 5:00:00 AM SELL 6
10/10/2013 6:00:00 AM SELL 4
10/11/2013 10:00:00 AM SELL 4
10/14/2013 9:00:00 AM BUY 3
10/15/2013 7:00:00 AM SELL 3
10/15/2013 4:00:00 PM BUY 4
10/16/2013 9:00:00 AM BUY 24
10/17/2013 5:00:00 AM SELL 3
10/17/2013 10:00:00 AM BUY 3
10/18/2013 6:00:00 AM SELL 50
10/21/2013 9:00:00 AM BUY 26
10/21/2013 12:00:00 PM SELL 22
10/22/2013 6:00:00 AM SELL
10/22/2013 3:00:00 PM BUY 1
10/23/2013 5:00:00 AM SELL 5
10/24/2013 9:00:00 AM BUY 4
10/25/2013 5:00:00 AM SELL 8
10/25/2013 4:00:00 PM BUY 3
10/28/2013 8:00:00 AM SELL 23
10/28/2013 3:00:00 PM BUY 1
10/29/2013 8:00:00 AM SELL 1
10/30/2013 8:00:00 AM BUY 4
10/31/2013 6:00:00 AM SELL 6
11/1/2013 9:00:00 AM SELL 1
11/4/2013 5:00:00 AM SELL 28
11/5/2013 5:00:00 AM SELL 4
11/6/2013 8:00:00 AM BUY 28
11/7/2013 5:00:00 AM SELL 9
11/7/2013 7:00:00 AM BUY 6
11/8/2013 9:00:00 AM SELL 5
11/11/2013 9:00:00 AM SELL 17
11/12/2013 6:00:00 AM SELL 11
11/13/2013 3:00:00 PM BUY 6
11/14/2013 8:00:00 AM SELL 5
11/15/2013 7:00:00 AM SELL 2
11/18/2013 9:00:00 AM SELL 4
11/19/2013 7:00:00 AM SELL 29
11/20/2013 6:00:00 AM SELL 7
11/21/2013 5:00:00 AM SELL 10
11/22/2013 5:00:00 AM SELL 24
11/25/2013 5:00:00 AM SELL 3
11/26/2013 9:00:00 AM SELL 4
11/27/2013 4:00:00 PM SELL 2
11/28/2013 7:00:00 AM BUY 7
11/29/2013 9:00:00 AM BUY 4
12/2/2013 5:00:00 AM SELL 4
12/3/2013 5:00:00 AM SELL 28
12/4/2013 5:00:00 AM SELL 3
12/4/2013 3:00:00 PM BUY 3
12/5/2013 7:00:00 AM SELL 3
12/6/2013 5:00:00 AM SELL
12/9/2013 3:00:00 PM BUY 12
12/10/2013 7:00:00 AM BUY 7
12/11/2013 9:00:00 AM SELL 11
12/12/2013 7:00:00 AM SELL 3
12/13/2013 5:00:00 AM SELL 6
12/13/2013 2:00:00 PM BUY 2
12/16/2013 5:00:00 AM SELL 5
12/16/2013 3:00:00 PM BUY 2
12/17/2013 9:00:00 AM SELL 4
12/18/2013 5:00:00 AM SELL 16
12/19/2013 8:00:00 AM SELL 2
12/20/2013 3:00:00 PM BUY 1
12/23/2013 5:00:00 AM SELL 7
12/24/2013 11:00:00 AM BUY 7
12/26/2013 1:00:00 PM SELL 53
12/26/2013 3:00:00 PM BUY 22
12/27/2013 7:00:00 AM BUY 6
12/30/2013 5:00:00 AM SELL 3
12/31/2013 5:00:00 AM SELL 9
12/31/2013 3:00:00 PM BUY 1
FORM 3 years 2015-2017
400 0
400 151
400 0
400 0
400 0
400 0
400 0
400 460
400 217
400 0
400 0
400 600
400 0
400 1000
400 0
400 500
400 1700
400 0
400 940
400 0
400 0
400 0
400 0
400 0
400 114
400 109
400 200
400 1000
-2000 0
400 0
400 0
400 0
400 970
-2000 0
400 208
-2000 0
400 716
400 0
400 0
400 0
400 0
400 300
400 1073
400 0
400 214
400 930
400 860
400 100
-2000 0
400 0
400 180
400 1800
400 50
400 0
400 1060
400 750
400 50
400 1616
400 0
400 500
400 518
400 0
400 1400
400 0
400 100
400 0
400 1500
400 181
400 1500
400 0
-2000 0
400 0
400 100
400 0
400 0
400 0
400 0
400 0
400 160
400 752
-2000 0
400 0
400 0
400 0
-2000 0
400 0
400 304
-2000
400
400 350
-2000
400
400 1200
400 0
400 644
400 0
400 0
400 0
400 0
-2000
400
400
400 1924
400 244
400 0
400 0
400 0
400 0
400 326
400 0
-2000
400
400
400
400
400
400
400
400 0
400
400 0
400
400
400
400
400
400
400
400
400
400 500
400
400
400
400 400
400
400
400
400
400
400
400
400
400
400
400
400
400
400
400
400
400
400
400
400
-2000
400
400
400
400
400
400
400
400
-2000
400
400
400
400
400
400 250
400 800
400
400
400
400
400
400 1000
400 400
400
400
400
400
400
400
400
400 500
400
400 700
400
-2000
400
400
400 700
-2000
400
400
400
400
400
400
400
-2000
400
400
400
400
400
400
400
400
400
400
-2000
400
400
400
400
400
400
400
400 1400
400
400
400
400 800
400
400 800
400 400
400 70
400
400
400
400
400
400
400
400
400
400
400
400 500
400
400
400
400
400
400
400
400
400
-2000
400
400
400 200
400
400
400
400
400
400
400
400
400
400
400
400
400
400 500
400
400 800
400
400
400
400
400
400
400 452
400 600
400
400
400
400
400
400
400
400
400
400
-2000
400
400
400 700
400
400
400
400
400
400
400
400
400
400 600
400
400 1500
400
400 300
400
400 800
400
2015 BAC
2-Jan 17H BUY 1000 10-Jan
12-Jan 5H BUY 1000 15-Jan
15-Jan 9H BUY 1000 24-Jan
24-Jan 13H BUY 1000 25-Jan
2015 BACKTEST H4

You might also like