Strategy Backtester
Backtesting: Shadow Trader
Author: Glitch
I'm considering adding this to my trading MetaStrategy, but only trading one symbol at a time while it is long. It performs well on stocks like SIRI that have been trading in a range. I remember reading a book that called these "Rolling Stocks." The Strategy enters multiple positions and enters when the 8 period RSI crosses under an oversold level. However, it ignores the first such time this happens. It takes trades on SUBSEQUENT crossings before the RSI goes overbought. In effect it maintains a "Shadow Position" = hence the name.
DataSet
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.
Scale
Position Sizing
Starting Capital
Determines how much simulated capital your backtest starts with
Benchmark Symbol
Your strategy results will be compared with a buy and hold of this symbol
Margin Factor
Controls how much leverage to use in the simulated trading account
Sizing Method
Controls how many shares each simulated trade will have
Percent
Each trade will use this percentage of the current simulated account equity
| Metric | Strategy Results | Benchmark Results (SPY) |
|---|---|---|
| Starting Capital | 0.00 | 0.00 |
| Profit | 0.00 | 0.00 |
| Profit % | 0.00% | 0.00% |
| CAGR (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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