Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-02-03 → 2026-07-24 |
|---|---|---|---|
| Strategia | ZAP | Model run | #10 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 36,04% | Rendimento benchmark | 25,55% |
| Alpha vs benchmark | 10,50% | Volatilità | 17,96% |
| Sortino | 1,73 | Calmar | 1,38 |
| Profit Factor | 1,99 | Trade totali | 113 |
| Fees totali | 2.537,11 € | 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 | 2026-07-24 | 52,81 | 59,71 | 243,1376 | 1.663,13 € | 13,07% | 23 |
|
NFLX NFLX |
2026-07-01 | 2026-07-24 | 74,19 | 70,25 | 173,0705 | -694,92 € | -5,32% | 23 |
|
CARR CARR |
2026-07-01 | 2026-07-24 | 71,81 | 68,63 | 178,8022 | -581,18 € | -4,43% | 23 |
|
T T |
2026-07-01 | 2026-07-24 | 20,21 | 24,06 | 576,4691 | 2.205,88 € | 19,05% | 23 |
|
FCX FCX |
2026-07-01 | 2026-07-24 | 60,38 | 62,31 | 208,2983 | 388,32 € | 3,19% | 23 |
|
SLB SLB |
2026-06-01 | 2026-07-24 | 53,62 | 52,56 | 284,7660 | -313,99 € | -1,96% | 53 |
|
ZTS ZTS |
2026-06-01 | 2026-07-24 | 76,63 | 75,73 | 178,4625 | -174,34 € | -1,18% | 53 |
|
BSX BSX |
2026-03-02 | 2026-07-24 | 68,22 | 44,31 | 298,1909 | -7.143,15 € | -35,05% | 144 |
|
HAL HAL |
2026-02-02 | 2026-07-24 | 32,79 | 33,40 | 388,9761 | 221,49 € | 1,84% | 172 |
|
DOW DOW |
2026-02-02 | 2026-07-24 | 30,02 | 29,95 | 475,2072 | -47,74 € | -0,23% | 172 |
|
NKE NKE |
2026-03-02 | 2026-07-01 | 55,84 | 43,06 | 307,0836 | -3.939,02 € | -22,89% | 121 |
|
VZ VZ |
2026-05-01 | 2026-07-01 | 47,30 | 41,29 | 300,5403 | -1.820,88 € | -12,72% | 61 |
|
BMY BMY |
2026-05-01 | 2026-07-01 | 57,45 | 55,81 | 259,5735 | -440,30 € | -2,86% | 61 |
|
PYPL PYPL |
2026-06-01 | 2026-07-01 | 45,04 | 44,07 | 313,1411 | -318,02 € | -2,16% | 30 |
|
NKE NKE |
2026-03-02 | 2026-06-01 | 55,84 | 45,93 | 19,9267 | -198,47 € | -17,75% | 91 |
|
NEM NEM |
2026-05-01 | 2026-06-01 | 108,37 | 108,19 | 132,7941 | -37,87 € | -0,16% | 31 |
|
VZ VZ |
2026-05-01 | 2026-06-01 | 47,30 | 46,93 | 3,6752 | -1,55 € | -0,79% | 31 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 88,83 | 87,16 | 162,0068 | -284,36 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,41 | 66,88 | 255,0915 | 2.652,37 € | 18,55% | 31 |
|
NOW NOW |
2026-04-01 | 2026-05-01 | 104,04 | 91,16 | 134,2717 | -1.741,66 € | -12,38% | 30 |
|
CMG CMG |
2026-03-02 | 2026-05-01 | 35,34 | 32,98 | 431,0032 | -1.029,68 € | -6,67% | 60 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 27,67 | 26,82 | 508,2087 | -444,82 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,98 | 56,62 | 282,5779 | 1.578,61 € | 11,07% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,53 | 41,48 | 24,7735 | 220,70 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 55,47 | 50,27 | 316,1550 | -1.658,35 € | -9,37% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,44 | 78,99 | 199,6608 | 1.692,71 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,33 | 83,62 | 176,1210 | 563,38 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 310,9595 | 771,79 € | 5,56% | 30 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,53 | 37,84 | 25,2630 | 133,08 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,71 | 61,94 | 81,5905 | 667,10 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,84 | 40,28 | 117,9327 | 1.226,27 € | 34,98% | 58 |
|
NOW NOW |
2026-02-02 | 2026-03-02 | 118,00 | 109,42 | 119,1195 | -1.035,08 € | -7,27% | 28 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 91,30 | 82,11 | 153,9606 | -1.426,95 € | -10,06% | 28 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 36,04 | 43,04 | 368,4716 | 2.562,56 € | 19,42% | 59 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 69,4782 | -639,15 € | -6,55% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,88 | 97,09 | 169,8417 | 1.208,53 € | 8,03% | 59 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,53 | 35,64 | 35,1194 | 108,03 € | 9,56% | 28 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,33 | 26,36 | 545,3142 | 1.088,97 € | 8,32% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 69,1685 | -229,08 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 36,04 | 38,15 | 2,3462 | 4,85 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,12 | 38,51 | 356,4802 | -588,35 € | -4,02% | 185 |
|
CARR CARR |
2025-10-01 | 2026-02-02 | 57,88 | 59,93 | 252,5787 | 501,77 € | 3,54% | 124 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 339,3713 | 3.183,71 € | 23,95% | 31 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 42,50 | 60,48 | 259,1919 | 4.645,25 € | 42,31% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,99 | 43,39 | 318,3086 | 433,98 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,76 | 29,33 | 471,7748 | 1.197,81 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,12 | 37,49 | 12,1896 | -32,54 € | -6,56% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,50 | 26,69 | 525,7031 | -442,32 € | -2,96% | 93 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 42,50 | 51,56 | 35,9870 | 324,36 € | 21,33% | 185 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,29 | 82,86 | 145,8156 | -1.824,34 € | -13,04% | 93 |
|
EL EL |
2025-12-01 | 2026-01-02 | 94,05 | 106,02 | 134,2184 | 1.591,83 € | 12,72% | 32 |
|
ORLY ORLY |
2025-11-03 | 2025-12-01 | 91,70 | 101,24 | 137,6956 | 1.299,68 € | 10,40% | 28 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 61,29 | 64,38 | 206,0032 | 623,10 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,12 | 34,24 | 32,0501 | -189,61 € | -14,66% | 122 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 61,2804 | -1.119,99 € | -8,84% | 28 |
|
FCX FCX |
2025-07-01 | 2025-12-01 | 42,50 | 42,76 | 13,6314 | 3,06 € | 0,63% | 153 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,31 | 41,70 | 313,2767 | 425,10 € | 3,47% | 28 |
|
CRWD CRWD |
2025-10-01 | 2025-11-03 | 124,99 | 137,98 | 81,9420 | 1.053,12 € | 10,39% | 33 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 6,5631 | 19,76 € | 3,22% | 33 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,92 | 22,39 | 502,6201 | -1.278,80 € | -10,12% | 154 |
|
DIS DIS |
2025-09-02 | 2025-10-01 | 116,58 | 111,34 | 100,4409 | -537,90 € | -4,50% | 29 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,22 | 141,75 | 91,5292 | 1.133,63 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 115,97 | 117,09 | 97,4177 | 97,58 € | 0,96% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,39 | 61,03 | 161,1650 | -2.001,90 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,50 | 142,28 | 122,5707 | 5.594,89 € | 47,45% | 29 |
|
KLAC KLAC |
2025-09-02 | 2025-10-01 | 84,28 | 112,41 | 140,3433 | 3.932,39 € | 33,38% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 488,5410 | 8.106,88 € | 86,12% | 61 |
|
CRWD CRWD |
2025-08-01 | 2025-09-02 | 111,67 | 103,38 | 73,9172 | -620,41 € | -7,42% | 32 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 127,2651 | 739,05 € | 6,79% | 32 |
|
T T |
2025-07-01 | 2025-09-02 | 27,31 | 27,77 | 417,3758 | 182,01 € | 1,70% | 63 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 47,10 | 49,35 | 247,5154 | 543,34 € | 4,77% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 84,2510 | 410,79 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,43 | 97,27 | 113,2408 | -29,15 € | -0,16% | 63 |
|
FCX FCX |
2025-07-01 | 2025-09-02 | 42,76 | 44,46 | 13,2633 | 22,04 € | 3,99% | 63 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,92 | 23,53 | 31,5319 | -44,39 € | -5,56% | 92 |
|
CTVA CTVA |
2025-07-01 | 2025-08-01 | 74,39 | 70,49 | 21,1701 | -84,10 € | -5,25% | 31 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,21 | 61,93 | 198,4860 | 726,16 € | 6,39% | 31 |
|
BSX BSX |
2025-05-01 | 2025-08-01 | 103,30 | 105,41 | 110,2699 | 221,17 € | 2,04% | 92 |
|
T T |
2025-07-01 | 2025-08-01 | 27,31 | 26,50 | 5,7478 | -4,79 € | -2,95% | 31 |
|
WMT WMT |
2025-07-01 | 2025-08-01 | 97,43 | 97,67 | 5,3533 | 0,80 € | 0,25% | 31 |
|
CVS CVS |
2025-07-01 | 2025-08-01 | 66,71 | 60,55 | 173,1937 | -1.078,00 € | -9,24% | 31 |
|
EA EA |
2025-07-01 | 2025-08-01 | 158,44 | 156,46 | 72,9258 | -155,24 € | -1,24% | 31 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 122,4649 | -118,69 € | -0,96% | 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 |
|
CMG CMG |
2025-06-02 | 2025-07-01 | 49,84 | 58,24 | 219,4552 | 1.830,64 € | 16,85% | 29 |
|
BK BK |
2025-06-02 | 2025-07-01 | 87,34 | 88,98 | 99,5342 | 154,30 € | 1,88% | 29 |
|
OXY OXY |
2025-06-02 | 2025-07-01 | 40,38 | 41,99 | 39,6904 | 62,50 € | 4,00% | 29 |
|
NKE NKE |
2025-05-01 | 2025-06-02 | 54,88 | 59,93 | 193,1410 | 963,06 € | 9,20% | 32 |
|
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 |
|
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 | 163,4498 | 271,30 € | 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 | 61,81 | 61,92 | 161,7836 | 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 | 7,24 € | 0,17% | 28 |