Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-02-03 → 2026-07-17 |
|---|---|---|---|
| Strategia | ZAP | Model run | #9 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 39,17% | Rendimento benchmark | 26,47% |
| Alpha vs benchmark | 12,70% | Volatilità | 17,88% |
| Sortino | 1,85 | Calmar | 1,51 |
| Profit Factor | 2,06 | Trade totali | 112 |
| Fees totali | 2.561,08 € | 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 |
2026-07-01 | 2026-07-17 | 52,81 | 57,68 | 255,8514 | 1.231,24 € | 9,22% | 16 |
|
NFLX NFLX |
2026-07-01 | 2026-07-17 | 74,19 | 68,95 | 182,1204 | -966,87 € | -7,06% | 16 |
|
CARR CARR |
2026-07-01 | 2026-07-17 | 72,07 | 68,69 | 187,4777 | -646,55 € | -4,69% | 16 |
|
T T |
2026-07-01 | 2026-07-17 | 20,21 | 21,81 | 606,6185 | 957,72 € | 7,92% | 16 |
|
FCX FCX |
2026-07-01 | 2026-07-17 | 60,38 | 58,38 | 219,5303 | -452,63 € | -3,32% | 16 |
|
SLB SLB |
2026-06-01 | 2026-07-17 | 53,62 | 46,99 | 299,6566 | -1.999,33 € | -12,36% | 46 |
|
ZTS ZTS |
2026-06-01 | 2026-07-17 | 77,18 | 76,56 | 186,4944 | -129,63 € | -0,80% | 46 |
|
BSX BSX |
2026-03-02 | 2026-07-17 | 67,88 | 44,03 | 313,7834 | -7.496,73 € | -35,13% | 137 |
|
HAL HAL |
2026-02-02 | 2026-07-17 | 32,79 | 35,22 | 409,3158 | 978,57 € | 7,40% | 165 |
|
DOW DOW |
2026-02-02 | 2026-07-17 | 30,11 | 29,92 | 500,0561 | -110,75 € | -0,64% | 165 |
|
NKE NKE |
2026-03-02 | 2026-07-01 | 55,54 | 43,06 | 323,1421 | -4.047,83 € | -22,48% | 121 |
|
VZ VZ |
2026-05-01 | 2026-07-01 | 47,30 | 41,29 | 316,2566 | -1.916,11 € | -12,72% | 61 |
|
BMY BMY |
2026-05-01 | 2026-07-01 | 57,45 | 55,81 | 273,1476 | -463,06 € | -2,85% | 61 |
|
PYPL PYPL |
2026-06-01 | 2026-07-01 | 45,04 | 44,07 | 329,5164 | -334,65 € | -2,16% | 30 |
|
NKE NKE |
2026-03-02 | 2026-06-01 | 55,54 | 45,93 | 20,8616 | -201,51 € | -17,31% | 91 |
|
NEM NEM |
2026-05-01 | 2026-06-01 | 108,37 | 108,19 | 139,6949 | -39,83 € | -0,16% | 31 |
|
VZ VZ |
2026-05-01 | 2026-06-01 | 47,30 | 46,93 | 3,7677 | -1,58 € | -0,79% | 31 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 88,83 | 87,16 | 170,4256 | -299,14 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,41 | 66,88 | 268,3475 | 2.790,20 € | 18,55% | 31 |
|
CVS CVS |
2026-04-01 | 2026-05-01 | 71,86 | 82,09 | 200,6765 | 2.036,59 € | 14,24% | 30 |
|
CMG CMG |
2026-03-02 | 2026-05-01 | 35,34 | 32,98 | 441,9390 | -1.055,71 € | -6,67% | 60 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 27,67 | 26,82 | 521,1034 | -456,10 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,98 | 56,62 | 289,7477 | 1.618,67 € | 11,07% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,53 | 41,48 | 16,1771 | 144,12 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 55,47 | 50,27 | 324,1767 | -1.700,46 € | -9,37% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,44 | 78,99 | 204,7267 | 1.735,66 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,33 | 83,62 | 180,5894 | 577,67 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 318,8489 | 791,37 € | 5,56% | 30 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,53 | 37,84 | 25,9033 | 136,46 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,71 | 61,94 | 83,6775 | 684,16 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,84 | 40,28 | 120,9242 | 1.257,39 € | 34,98% | 58 |
|
NOW NOW |
2026-02-02 | 2026-03-02 | 118,00 | 109,42 | 122,1416 | -1.061,34 € | -7,27% | 28 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 91,30 | 82,11 | 157,8666 | -1.463,16 € | -10,06% | 28 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 36,04 | 43,04 | 377,8198 | 2.627,57 € | 19,42% | 59 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 71,2346 | -655,31 € | -6,55% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,88 | 97,09 | 174,1506 | 1.239,19 € | 8,03% | 59 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,53 | 35,64 | 36,0100 | 110,77 € | 9,56% | 28 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,76 | 26,82 | 549,5354 | 1.116,54 € | 8,31% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 70,9233 | -234,89 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 36,04 | 38,15 | 2,4058 | 4,98 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,09 | 38,51 | 365,5243 | -592,89 € | -3,95% | 185 |
|
CARR CARR |
2025-09-02 | 2026-02-02 | 61,08 | 60,15 | 258,0588 | -255,97 € | -1,53% | 153 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 347,9814 | 3.264,48 € | 23,95% | 31 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 40,29 | 60,48 | 265,7678 | 5.350,55 € | 50,12% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,99 | 43,39 | 326,3843 | 444,99 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,76 | 29,33 | 483,7543 | 1.228,23 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,09 | 37,49 | 12,4989 | -33,01 € | -6,49% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,49 | 26,69 | 539,0406 | -449,63 € | -2,94% | 93 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 40,29 | 51,56 | 36,9001 | 414,15 € | 27,99% | 185 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,29 | 82,86 | 149,5150 | -1.870,65 € | -13,04% | 93 |
|
EL EL |
2025-12-01 | 2026-01-02 | 94,05 | 106,02 | 137,6236 | 1.632,22 € | 12,72% | 32 |
|
ORLY ORLY |
2025-11-03 | 2025-12-01 | 91,70 | 101,24 | 141,1920 | 1.332,68 € | 10,40% | 28 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 61,29 | 64,38 | 211,2341 | 638,92 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,09 | 34,24 | 32,8719 | -193,54 € | -14,60% | 122 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 62,8218 | -1.148,16 € | -8,84% | 28 |
|
FCX FCX |
2025-07-01 | 2025-12-01 | 40,29 | 42,76 | 13,9839 | 34,05 € | 6,15% | 153 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,31 | 41,70 | 321,2315 | 435,90 € | 3,47% | 28 |
|
CRWD CRWD |
2025-10-01 | 2025-11-03 | 124,99 | 137,98 | 105,3108 | 1.353,46 € | 10,39% | 33 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 6,4101 | 19,30 € | 3,22% | 33 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,91 | 22,39 | 515,0918 | -1.309,55 € | -10,11% | 154 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,22 | 141,75 | 92,9261 | 1.150,93 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 116,00 | 117,09 | 99,8349 | 97,20 € | 0,94% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,39 | 61,03 | 165,1640 | -2.051,57 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,50 | 142,28 | 125,6121 | 5.733,72 € | 47,45% | 29 |
|
KLAC KLAC |
2025-09-02 | 2025-10-01 | 84,28 | 112,41 | 143,8257 | 4.029,96 € | 33,38% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 500,6634 | 8.308,04 € | 86,12% | 61 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 129,7512 | 753,49 € | 6,79% | 32 |
|
T T |
2025-06-02 | 2025-09-02 | 26,42 | 27,77 | 425,5289 | 561,93 € | 5,10% | 92 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 47,09 | 49,35 | 252,3504 | 555,41 € | 4,78% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 83,3178 | 406,24 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,43 | 97,27 | 115,4529 | -29,72 € | -0,16% | 63 |
|
FCX FCX |
2025-07-01 | 2025-09-02 | 40,19 | 44,46 | 12,1180 | 51,23 € | 10,63% | 63 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,91 | 23,53 | 29,4944 | -41,47 € | -5,55% | 92 |
|
CTVA CTVA |
2025-07-01 | 2025-08-01 | 74,39 | 70,49 | 144,6904 | -574,80 € | -5,25% | 31 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,21 | 61,93 | 201,8798 | 738,58 € | 6,39% | 31 |
|
BSX BSX |
2025-05-01 | 2025-08-01 | 103,25 | 105,41 | 108,8032 | 223,27 € | 2,09% | 92 |
|
T T |
2025-06-02 | 2025-08-01 | 26,42 | 26,50 | 4,8296 | 0,25 € | 0,30% | 60 |
|
WMT WMT |
2025-07-01 | 2025-08-01 | 97,43 | 97,67 | 5,1690 | 0,78 € | 0,25% | 31 |
|
CVS CVS |
2025-06-02 | 2025-08-01 | 61,36 | 60,92 | 175,0712 | -86,45 € | -0,71% | 60 |
|
EA EA |
2025-07-01 | 2025-08-01 | 158,44 | 156,46 | 74,1727 | -157,89 € | -1,24% | 31 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 122,4649 | -118,69 € | -0,96% | 29 |
|
CVS CVS |
2025-06-02 | 2025-07-01 | 61,36 | 67,12 | 7,3183 | 41,73 € | 9,40% | 29 |
|
CSCO CSCO |
2025-06-02 | 2025-07-01 | 62,18 | 67,29 | 133,6387 | 674,27 € | 8,22% | 29 |
|
CMG CMG |
2025-06-02 | 2025-07-01 | 49,84 | 58,24 | 224,5321 | 1.872,99 € | 16,85% | 29 |
|
SLB SLB |
2025-06-02 | 2025-07-01 | 32,18 | 34,26 | 347,7270 | 711,95 € | 6,47% | 29 |
|
HAL HAL |
2025-05-01 | 2025-07-01 | 19,32 | 20,73 | 577,0312 | 801,22 € | 7,29% | 61 |
|
OXY OXY |
2025-06-02 | 2025-07-01 | 40,38 | 41,99 | 39,6904 | 62,50 € | 4,00% | 29 |
|
CTVA CTVA |
2025-03-03 | 2025-06-02 | 59,79 | 70,27 | 172,9766 | 1.800,18 € | 17,52% | 91 |
|
NEM NEM |
2025-04-01 | 2025-06-02 | 47,56 | 55,00 | 209,0173 | 1.542,75 € | 15,64% | 62 |
|
WFC WFC |
2025-03-03 | 2025-06-02 | 74,43 | 73,12 | 151,6705 | -209,73 € | -1,76% | 91 |
|
UBER UBER |
2025-05-01 | 2025-06-02 | 80,89 | 83,64 | 131,0354 | 349,39 € | 3,40% | 32 |
|
NKE NKE |
2025-05-01 | 2025-06-02 | 54,88 | 59,93 | 193,1411 | 963,06 € | 9,20% | 32 |
|
SCHW SCHW |
2025-05-01 | 2025-06-02 | 80,23 | 87,01 | 103,2340 | 690,42 € | 8,44% | 32 |
|
PYPL PYPL |
2025-03-03 | 2025-06-02 | 68,59 | 70,32 | 163,4497 | 271,29 € | 2,52% | 91 |
|
NEM NEM |
2025-04-01 | 2025-05-01 | 47,56 | 50,71 | 2,9446 | 9,13 € | 6,63% | 30 |
|
CRWD CRWD |
2025-04-01 | 2025-05-01 | 90,60 | 107,97 | 111,2728 | 1.921,35 € | 19,18% | 30 |
|
BAC BAC |
2025-03-03 | 2025-05-01 | 43,79 | 39,08 | 249,7242 | -1.185,24 € | -10,75% | 59 |
|
ANET ANET |
2025-04-01 | 2025-05-01 | 78,49 | 87,84 | 8,5094 | 78,82 € | 11,91% | 30 |
|
WMT WMT |
2025-04-01 | 2025-05-01 | 87,88 | 96,37 | 113,3509 | 951,24 € | 9,66% | 30 |
|
NFLX NFLX |
2025-04-01 | 2025-05-01 | 92,84 | 113,35 | 108,5844 | 2.214,65 € | 22,09% | 30 |
|
CSX CSX |
2025-02-03 | 2025-04-01 | 31,78 | 29,01 | 326,1398 | -913,25 € | -8,72% | 57 |
|
HAL HAL |
2025-02-03 | 2025-04-01 | 24,55 | 24,76 | 407,3310 | 76,60 € | 0,87% | 57 |
|
CTVA CTVA |
2025-03-03 | 2025-04-01 | 59,68 | 62,79 | 10,8087 | 32,96 € | 5,22% | 29 |
|
FCX FCX |
2025-02-03 | 2025-04-01 | 35,19 | 37,43 | 293,1727 | 645,32 € | 6,36% | 57 |
|
BMY BMY |
2025-03-03 | 2025-04-01 | 55,78 | 55,48 | 24,3499 | -8,61 € | -0,53% | 29 |
|
NEM NEM |
2025-02-03 | 2025-03-03 | 42,22 | 41,47 | 236,8720 | -186,08 € | -1,76% | 28 |
|
CMG CMG |
2025-02-03 | 2025-03-03 | 58,36 | 54,33 | 171,3502 | -699,85 € | -6,91% | 28 |
|
CMCSA CMCSA |
2025-02-03 | 2025-03-03 | 29,13 | 31,58 | 343,2305 | 829,77 € | 8,41% | 28 |
|
UBER UBER |
2025-02-03 | 2025-03-03 | 67,29 | 74,44 | 148,6105 | 1.051,50 € | 10,63% | 28 |
|
CARR CARR |
2025-02-03 | 2025-03-03 | 62,03 | 62,14 | 161,2040 | 7,40 € | 0,17% | 28 |
|
INTC INTC |
2025-02-03 | 2025-03-03 | 19,38 | 22,74 | 510,8359 | 1.704,79 € | 17,34% | 28 |
|
OXY OXY |
2025-02-03 | 2025-03-03 | 44,95 | 45,03 | 222,4753 | 7,23 € | 0,17% | 28 |