Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-04-01 → 2026-09-25 |
|---|---|---|---|
| Strategia | ZAP | Model run | #14 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 46,38% | Rendimento benchmark | 39,78% |
| Alpha vs benchmark | 6,60% | Volatilità | 18,65% |
| Sortino | 1,93 | Calmar | 2,34 |
| Profit Factor | 2,28 | Trade totali | 114 |
| Fees totali | 2.720,98 € | Rischio overfitting | medium |
Linea scura = strategia. Linea grigia = benchmark.
Rendimento annuo composto. È più utile del rendimento totale perché confronta periodi diversi.
Perdita massima dal picco al minimo. Più è negativo, più la strategia è psicologicamente e finanziariamente difficile.
Rapporto tra rendimento e volatilità. Sopra 1 è interessante; sotto 0,5 è debole.
Rapporto tra profitti e perdite. Sopra 1 significa profitti maggiori delle perdite.
Classificazione automatica iniziale. Non è definitiva: serve per capire se la strategia merita analisi più profonda.
Questo è un backtest MVP. È utile per orientarsi, ma non sostituisce una validazione professionale con out-of-sample e walk-forward.
| Asset | Entrata | Uscita | Prezzo entrata | Prezzo uscita | Quantità | PNL netto | Rendimento | Giorni |
|---|---|---|---|---|---|---|---|---|
|
XLE XLE |
2026-09-01 | 2026-09-25 | 64,39 | 62,04 | 226,6938 | -546,18 € | -3,65% | 24 |
|
NKE NKE |
2026-09-01 | 2026-09-25 | 38,12 | 35,75 | 387,9547 | -933,32 € | -6,22% | 24 |
|
CVS CVS |
2026-09-01 | 2026-09-25 | 97,60 | 89,13 | 151,5249 | -1.296,92 € | -8,68% | 24 |
|
CSX CSX |
2026-09-01 | 2026-09-25 | 48,70 | 46,78 | 303,6721 | -597,26 € | -3,94% | 24 |
|
CSCO CSCO |
2026-09-01 | 2026-09-25 | 109,74 | 106,70 | 134,7625 | -424,06 € | -2,77% | 24 |
|
SLB SLB |
2026-09-01 | 2026-09-25 | 56,85 | 51,54 | 260,1149 | -1.395,92 € | -9,35% | 24 |
|
OXY OXY |
2026-09-01 | 2026-09-25 | 60,67 | 56,86 | 243,7521 | -942,95 € | -6,28% | 24 |
|
BMY BMY |
2026-08-03 | 2026-09-25 | 65,47 | 62,86 | 220,9927 | -590,68 € | -3,99% | 53 |
|
INTC INTC |
2026-08-03 | 2026-09-25 | 90,94 | 123,00 | 166,2227 | 5.308,97 € | 35,26% | 53 |
|
FCX FCX |
2026-08-03 | 2026-09-25 | 63,64 | 72,31 | 204,0683 | 1.754,52 € | 13,62% | 53 |
|
USB USB |
2026-08-03 | 2026-09-01 | 63,94 | 61,21 | 216,8855 | -605,37 € | -4,27% | 29 |
|
TXN TXN |
2026-08-03 | 2026-09-01 | 269,04 | 253,34 | 54,5094 | -869,61 € | -5,84% | 29 |
|
CARR CARR |
2026-07-01 | 2026-09-01 | 70,31 | 57,25 | 232,1545 | -3.044,11 € | -18,57% | 62 |
|
BSX BSX |
2026-03-02 | 2026-09-01 | 64,07 | 48,08 | 302,8123 | -4.856,34 € | -24,96% | 183 |
|
BMY BMY |
2026-08-03 | 2026-09-01 | 65,47 | 66,92 | 3,0061 | 4,16 € | 2,21% | 29 |
|
HAL HAL |
2026-02-02 | 2026-09-01 | 32,56 | 36,63 | 462,0026 | 1.864,07 € | 12,50% | 211 |
|
FCX FCX |
2026-08-03 | 2026-09-01 | 63,64 | 72,47 | 26,3716 | 230,95 € | 13,87% | 29 |
|
ZTS ZTS |
2026-06-01 | 2026-09-01 | 76,74 | 77,25 | 190,2101 | 82,41 € | 0,67% | 92 |
|
XLE XLE |
2026-07-01 | 2026-08-03 | 52,50 | 58,44 | 262,2007 | 1.543,37 € | 11,32% | 33 |
|
BSX BSX |
2026-03-02 | 2026-08-03 | 64,07 | 48,43 | 16,8578 | -264,46 € | -24,41% | 154 |
|
T T |
2026-07-01 | 2026-08-03 | 20,21 | 23,59 | 617,9989 | 2.074,63 € | 16,73% | 33 |
|
SLB SLB |
2026-06-01 | 2026-08-03 | 53,34 | 49,06 | 306,8623 | -1.329,30 € | -8,03% | 63 |
|
OXY OXY |
2026-07-01 | 2026-08-03 | 47,72 | 55,22 | 288,4472 | 2.146,16 € | 15,71% | 33 |
|
DOW DOW |
2026-02-02 | 2026-08-03 | 29,77 | 29,55 | 515,3492 | -127,70 € | -0,73% | 182 |
|
NKE NKE |
2026-04-01 | 2026-07-01 | 43,76 | 42,61 | 332,6966 | -396,15 € | -2,62% | 91 |
|
VZ VZ |
2026-05-01 | 2026-07-01 | 47,30 | 41,29 | 322,1898 | -1.952,05 € | -12,72% | 61 |
|
BMY BMY |
2026-05-01 | 2026-07-01 | 57,45 | 55,81 | 278,2719 | -471,75 € | -2,85% | 61 |
|
PYPL PYPL |
2026-06-01 | 2026-07-01 | 44,93 | 43,96 | 336,5274 | -340,93 € | -2,16% | 30 |
|
NKE NKE |
2026-04-01 | 2026-06-01 | 43,76 | 45,45 | 21,4796 | 35,36 € | 3,87% | 61 |
|
NEM NEM |
2026-05-01 | 2026-06-01 | 108,14 | 107,97 | 142,6123 | -40,58 € | -0,16% | 31 |
|
VZ VZ |
2026-05-01 | 2026-06-01 | 47,30 | 46,93 | 3,8395 | -1,61 € | -0,79% | 31 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 88,83 | 87,16 | 173,6235 | -304,76 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,41 | 66,88 | 273,3828 | 2.842,56 € | 18,55% | 31 |
|
CVS CVS |
2026-04-01 | 2026-05-01 | 71,42 | 81,58 | 205,7583 | 2.075,32 € | 14,24% | 30 |
|
CMG CMG |
2026-04-01 | 2026-05-01 | 32,63 | 32,98 | 450,3423 | 142,77 € | 1,07% | 30 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 27,67 | 26,82 | 531,0120 | -464,78 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,67 | 56,33 | 296,7891 | 1.663,81 € | 11,18% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,38 | 41,29 | 16,6531 | 147,67 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 54,89 | 50,15 | 331,1568 | -1.586,94 € | -8,64% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,20 | 78,73 | 209,3282 | 1.768,66 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,16 | 83,44 | 177,0060 | 565,01 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 311,8573 | 774,02 € | 5,56% | 30 |
|
NFLX NFLX |
2026-01-02 | 2026-04-01 | 89,88 | 95,55 | 146,1480 | 815,10 € | 6,31% | 89 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,38 | 37,66 | 9,7773 | 51,27 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,46 | 61,66 | 82,2015 | 669,02 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,50 | 39,82 | 104,8175 | 1.077,40 € | 34,98% | 58 |
|
NOW NOW |
2026-02-02 | 2026-03-02 | 118,00 | 109,42 | 119,4634 | -1.038,07 € | -7,27% | 28 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 90,78 | 81,64 | 155,2915 | -1.431,07 € | -10,06% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,88 | 97,09 | 24,1841 | 172,09 € | 8,03% | 59 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 35,94 | 42,92 | 370,5470 | 2.569,96 € | 19,42% | 59 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 69,6788 | -641,00 € | -6,55% | 28 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,38 | 35,48 | 35,3842 | 108,34 € | 9,56% | 28 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,33 | 26,36 | 546,8885 | 1.092,12 € | 8,32% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 69,3682 | -229,74 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 35,94 | 38,04 | 2,3594 | 4,87 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,12 | 38,51 | 357,5094 | -590,11 € | -4,02% | 185 |
|
CARR CARR |
2025-10-01 | 2026-02-02 | 57,88 | 59,93 | 253,3079 | 503,22 € | 3,54% | 124 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 340,3511 | 3.192,90 € | 23,95% | 31 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 42,69 | 60,48 | 259,9402 | 4.609,65 € | 41,69% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,79 | 43,19 | 320,6924 | 435,23 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,64 | 29,20 | 475,3327 | 1.201,27 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,12 | 37,49 | 12,2248 | -32,64 € | -6,56% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,50 | 26,69 | 527,2208 | -443,59 € | -2,96% | 93 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 42,69 | 51,56 | 36,0909 | 318,49 € | 20,79% | 185 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,29 | 82,86 | 146,2366 | -1.829,60 € | -13,04% | 93 |
|
EL EL |
2025-12-01 | 2026-01-02 | 93,73 | 105,66 | 135,0631 | 1.596,43 € | 12,72% | 32 |
|
ORLY ORLY |
2025-11-03 | 2025-12-01 | 91,70 | 101,24 | 138,0931 | 1.303,43 € | 10,40% | 28 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 60,65 | 63,71 | 208,7896 | 624,90 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,12 | 34,24 | 32,1426 | -190,17 € | -14,66% | 122 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 61,4573 | -1.123,22 € | -8,84% | 28 |
|
FCX FCX |
2025-07-01 | 2025-12-01 | 42,69 | 42,76 | 13,6708 | 0,50 € | 0,19% | 153 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,12 | 41,51 | 315,6228 | 426,33 € | 3,47% | 28 |
|
CRWD CRWD |
2025-10-01 | 2025-11-03 | 124,99 | 137,98 | 82,1799 | 1.056,18 € | 10,39% | 33 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 6,5821 | 19,81 € | 3,22% | 33 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,63 | 22,14 | 509,9221 | -1.284,06 € | -10,13% | 154 |
|
DIS DIS |
2025-09-02 | 2025-10-01 | 116,58 | 111,34 | 100,7280 | -539,44 € | -4,50% | 29 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,07 | 141,58 | 91,9009 | 1.136,90 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 115,97 | 117,09 | 97,6992 | 98,03 € | 0,97% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,23 | 60,90 | 161,9752 | -2.007,68 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,39 | 142,13 | 123,0555 | 5.611,06 € | 47,45% | 29 |
|
KLAC KLAC |
2025-09-02 | 2025-10-01 | 84,18 | 112,28 | 140,9080 | 3.943,75 € | 33,38% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 489,9527 | 8.130,30 € | 86,12% | 61 |
|
CRWD CRWD |
2025-08-01 | 2025-09-02 | 111,67 | 103,38 | 77,5535 | -650,94 € | -7,42% | 32 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 127,6733 | 741,42 € | 6,79% | 32 |
|
T T |
2025-06-02 | 2025-09-02 | 26,46 | 27,77 | 418,7143 | 537,36 € | 4,96% | 92 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 46,86 | 49,09 | 249,5761 | 544,84 € | 4,76% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 84,6763 | 412,86 € | 25,38% | 32 |
|
WMT WMT |
2025-08-01 | 2025-09-02 | 97,44 | 97,03 | 113,8760 | -57,41 € | -0,42% | 32 |
|
FCX FCX |
2025-07-01 | 2025-09-02 | 42,97 | 44,46 | 13,3902 | 19,32 € | 3,46% | 63 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,63 | 23,26 | 32,1615 | -44,86 € | -5,57% | 92 |
|
CTVA CTVA |
2025-07-01 | 2025-08-01 | 74,23 | 70,34 | 15,6785 | -62,15 € | -5,25% | 31 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,09 | 61,80 | 199,6161 | 728,78 € | 6,39% | 31 |
|
BSX BSX |
2025-05-01 | 2025-08-01 | 103,28 | 105,41 | 110,6674 | 223,63 € | 2,06% | 92 |
|
T T |
2025-06-02 | 2025-08-01 | 26,46 | 26,50 | 5,9344 | 0,09 € | 0,16% | 60 |
|
CVS CVS |
2025-07-01 | 2025-08-01 | 66,71 | 60,55 | 173,8180 | -1.081,89 € | -9,24% | 31 |
|
EA EA |
2025-07-01 | 2025-08-01 | 158,44 | 156,46 | 71,9571 | -153,17 € | -1,24% | 31 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 122,5419 | -118,76 € | -0,96% | 29 |
|
SLB SLB |
2025-06-02 | 2025-07-01 | 32,02 | 34,09 | 349,7510 | 712,40 € | 6,47% | 29 |
|
HAL HAL |
2025-06-02 | 2025-07-01 | 19,30 | 20,63 | 549,0887 | 718,60 € | 6,89% | 29 |
|
CMG CMG |
2025-06-02 | 2025-07-01 | 49,84 | 58,24 | 224,6732 | 1.874,17 € | 16,85% | 29 |
|
BK BK |
2025-06-02 | 2025-07-01 | 87,34 | 88,98 | 128,2101 | 198,75 € | 1,88% | 29 |
|
NKE NKE |
2025-05-01 | 2025-06-02 | 54,30 | 59,30 | 197,8795 | 976,33 € | 9,20% | 32 |
|
ANET ANET |
2025-04-01 | 2025-06-02 | 78,49 | 89,78 | 122,3305 | 1.370,13 € | 14,38% | 62 |
|
CTVA CTVA |
2025-04-01 | 2025-06-02 | 62,52 | 70,12 | 175,7340 | 1.323,71 € | 12,16% | 62 |
|
WFC WFC |
2025-04-01 | 2025-06-02 | 69,03 | 72,70 | 154,6432 | 555,66 € | 5,31% | 62 |
|
PYPL PYPL |
2025-04-01 | 2025-06-02 | 65,37 | 70,15 | 152,9731 | 719,98 € | 7,31% | 62 |
|
UBER UBER |
2025-04-01 | 2025-06-02 | 72,99 | 83,64 | 132,8410 | 1.403,65 € | 14,59% | 62 |
|
XLF XLF |
2025-04-01 | 2025-05-01 | 48,65 | 47,67 | 203,4933 | -208,70 € | -2,01% | 30 |
|
NEM NEM |
2025-04-01 | 2025-05-01 | 47,46 | 50,61 | 210,7015 | 652,00 € | 6,63% | 30 |
|
CRWD CRWD |
2025-04-01 | 2025-05-01 | 90,60 | 107,97 | 110,3814 | 1.905,96 € | 19,18% | 30 |
|
UBER UBER |
2025-04-01 | 2025-05-01 | 72,99 | 80,89 | 4,1641 | 32,56 € | 10,82% | 30 |
|
WMT WMT |
2025-04-01 | 2025-05-01 | 87,67 | 96,14 | 114,0627 | 954,92 € | 9,66% | 30 |
|
ANET ANET |
2025-04-01 | 2025-05-01 | 78,49 | 87,84 | 5,0743 | 47,00 € | 11,91% | 30 |
|
NFLX NFLX |
2025-04-01 | 2025-05-01 | 92,84 | 113,35 | 107,7145 | 2.196,91 € | 22,09% | 30 |