Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-04-01 → 2026-09-11 |
|---|---|---|---|
| Strategia | ZAP | Model run | #12 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 48,82% | Rendimento benchmark | 38,16% |
| Alpha vs benchmark | 10,66% | Volatilità | 18,80% |
| Sortino | 2,06 | Calmar | 2,53 |
| Profit Factor | 2,41 | Trade totali | 117 |
| Fees totali | 2.821,58 € | 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 | 2026-09-11 | 64,77 | 65,14 | 225,8205 | 68,84 € | 0,57% | 10 |
|
NKE NKE |
2026-09-01 | 2026-09-11 | 38,12 | 36,80 | 388,7520 | -527,46 € | -3,46% | 10 |
|
CVS CVS |
2026-09-01 | 2026-09-11 | 97,60 | 94,66 | 151,8363 | -460,77 € | -3,01% | 10 |
|
CSX CSX |
2026-09-01 | 2026-09-11 | 48,70 | 48,95 | 304,2962 | 61,18 € | 0,51% | 10 |
|
CSCO CSCO |
2026-09-01 | 2026-09-11 | 109,74 | 112,13 | 135,0394 | 307,60 € | 2,18% | 10 |
|
SLB SLB |
2026-09-01 | 2026-09-11 | 56,85 | 56,06 | 260,6495 | -221,83 € | -1,40% | 10 |
|
OXY OXY |
2026-09-01 | 2026-09-11 | 60,67 | 61,46 | 244,2531 | 177,56 € | 1,30% | 10 |
|
INTC INTC |
2026-08-03 | 2026-09-11 | 90,94 | 102,94 | 166,5643 | 1.981,54 € | 13,19% | 39 |
|
FCX FCX |
2026-08-03 | 2026-09-11 | 63,64 | 71,07 | 204,4877 | 1.504,81 € | 11,68% | 39 |
|
BMY BMY |
2026-08-03 | 2026-09-11 | 65,47 | 63,64 | 221,4469 | -419,34 € | -2,80% | 39 |
|
USB USB |
2026-08-03 | 2026-09-01 | 63,94 | 61,21 | 230,1070 | -642,28 € | -4,27% | 29 |
|
TXN TXN |
2026-08-03 | 2026-09-01 | 269,04 | 253,34 | 54,6872 | -872,44 € | -5,84% | 29 |
|
CARR CARR |
2026-07-01 | 2026-09-01 | 70,47 | 57,25 | 232,9118 | -3.092,64 € | -18,76% | 62 |
|
BSX BSX |
2026-03-02 | 2026-09-01 | 62,74 | 48,08 | 303,8001 | -4.467,15 € | -23,36% | 183 |
|
BMY BMY |
2026-08-03 | 2026-09-01 | 65,47 | 66,92 | 3,2826 | 4,54 € | 2,21% | 29 |
|
HAL HAL |
2026-02-02 | 2026-09-01 | 32,71 | 36,63 | 433,7560 | 1.683,55 € | 11,98% | 211 |
|
FCX FCX |
2026-08-03 | 2026-09-01 | 63,64 | 72,47 | 26,7040 | 233,86 € | 13,87% | 29 |
|
ZTS ZTS |
2026-08-03 | 2026-09-01 | 77,10 | 77,25 | 190,8306 | 13,88 € | 0,19% | 29 |
|
XLE XLE |
2026-07-01 | 2026-08-03 | 52,81 | 58,79 | 267,5756 | 1.584,37 € | 11,32% | 33 |
|
SLB SLB |
2026-07-01 | 2026-08-03 | 44,86 | 49,06 | 296,2151 | 1.229,04 € | 9,36% | 33 |
|
BSX BSX |
2026-03-02 | 2026-08-03 | 62,74 | 48,43 | 24,3621 | -349,71 € | -22,80% | 154 |
|
OXY OXY |
2026-07-01 | 2026-08-03 | 47,72 | 55,22 | 273,1433 | 2.032,29 € | 15,71% | 33 |
|
DOW DOW |
2026-06-01 | 2026-08-03 | 32,08 | 29,55 | 529,0396 | -1.357,07 € | -7,90% | 63 |
|
NKE NKE |
2026-04-01 | 2026-07-01 | 43,77 | 42,61 | 331,6816 | -399,50 € | -2,65% | 91 |
|
NEM NEM |
2026-05-01 | 2026-07-01 | 108,13 | 93,11 | 139,6211 | -2.110,74 € | -13,89% | 61 |
|
VZ VZ |
2026-05-01 | 2026-07-01 | 47,30 | 41,29 | 321,2067 | -1.946,01 € | -12,72% | 61 |
|
CMG CMG |
2026-06-01 | 2026-07-01 | 30,55 | 35,00 | 493,4280 | 2.178,49 € | 14,57% | 30 |
|
BMY BMY |
2026-05-01 | 2026-07-01 | 55,50 | 55,81 | 277,4229 | 69,72 € | 0,55% | 61 |
|
PYPL PYPL |
2026-06-01 | 2026-07-01 | 44,93 | 43,96 | 335,5006 | -339,89 € | -2,16% | 30 |
|
NKE NKE |
2026-04-01 | 2026-06-01 | 43,77 | 45,45 | 7,3991 | 12,08 € | 3,83% | 61 |
|
SLB SLB |
2026-03-02 | 2026-06-01 | 50,67 | 54,18 | 269,5341 | 932,76 € | 6,94% | 91 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 88,83 | 87,16 | 170,9297 | -300,03 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,41 | 66,88 | 269,1411 | 2.798,46 € | 18,55% | 31 |
|
PFE PFE |
2026-05-01 | 2026-06-01 | 25,46 | 25,19 | 576,0966 | -168,76 € | -1,05% | 31 |
|
NOW NOW |
2026-04-01 | 2026-05-01 | 104,04 | 91,16 | 141,3279 | -1.833,19 € | -12,38% | 30 |
|
CMG CMG |
2026-04-01 | 2026-05-01 | 32,63 | 32,98 | 454,8427 | 144,19 € | 1,07% | 30 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 27,67 | 26,82 | 536,3186 | -469,42 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,67 | 56,33 | 30,2210 | 169,42 € | 11,18% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,38 | 41,29 | 26,3468 | 233,63 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 54,89 | 50,15 | 334,4661 | -1.602,81 € | -8,64% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,20 | 78,73 | 211,4201 | 1.786,34 € | 12,15% | 30 |
|
DOW DOW |
2026-02-02 | 2026-05-01 | 29,50 | 39,43 | 372,7309 | 3.685,47 € | 33,65% | 88 |
|
NFLX NFLX |
2026-01-02 | 2026-04-01 | 89,88 | 95,55 | 147,6085 | 823,24 € | 6,31% | 89 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,16 | 83,44 | 178,7749 | 570,65 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 314,9737 | 781,75 € | 5,56% | 30 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,38 | 37,66 | 9,8750 | 51,78 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,46 | 61,66 | 83,0230 | 675,71 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,50 | 39,82 | 105,8650 | 1.088,16 € | 34,98% | 58 |
|
NOW NOW |
2026-02-02 | 2026-03-02 | 118,00 | 109,42 | 120,6572 | -1.048,44 € | -7,27% | 28 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 90,78 | 81,64 | 156,8434 | -1.445,37 € | -10,06% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,88 | 97,09 | 24,4258 | 173,81 € | 8,03% | 59 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 35,94 | 42,92 | 374,2500 | 2.595,64 € | 19,42% | 59 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 70,3751 | -647,40 € | -6,55% | 28 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,38 | 35,48 | 35,7378 | 109,42 € | 9,56% | 28 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,33 | 26,36 | 552,3538 | 1.103,03 € | 8,32% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 70,0614 | -232,03 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 35,94 | 38,04 | 2,3830 | 4,92 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,12 | 38,51 | 361,0820 | -596,16 € | -4,02% | 185 |
|
CARR CARR |
2025-10-01 | 2026-02-02 | 57,88 | 59,93 | 255,8393 | 508,25 € | 3,54% | 124 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 343,7523 | 3.224,81 € | 23,95% | 31 |
|
FCX FCX |
2025-08-01 | 2026-02-02 | 39,78 | 60,48 | 262,5378 | 5.418,01 € | 52,03% | 185 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,79 | 43,19 | 323,8972 | 439,58 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,64 | 29,20 | 480,0828 | 1.213,28 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,12 | 37,49 | 12,3470 | -32,97 € | -6,56% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,50 | 26,69 | 532,4895 | -448,03 € | -2,96% | 93 |
|
FCX FCX |
2025-08-01 | 2026-01-02 | 39,78 | 51,56 | 36,4516 | 427,51 € | 29,61% | 154 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,29 | 82,86 | 147,6979 | -1.847,89 € | -13,04% | 93 |
|
EL EL |
2025-12-01 | 2026-01-02 | 93,73 | 105,66 | 136,4128 | 1.612,38 € | 12,72% | 32 |
|
ORLY ORLY |
2025-11-03 | 2025-12-01 | 91,70 | 101,24 | 139,4731 | 1.316,45 € | 10,40% | 28 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 60,65 | 63,71 | 210,8760 | 631,15 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,12 | 34,24 | 32,4639 | -192,08 € | -14,66% | 122 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 62,0714 | -1.134,45 € | -8,84% | 28 |
|
FCX FCX |
2025-08-01 | 2025-12-01 | 39,78 | 42,76 | 13,8074 | 40,59 € | 7,50% | 122 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,12 | 41,51 | 318,7769 | 430,59 € | 3,47% | 28 |
|
CRWD CRWD |
2025-10-01 | 2025-11-03 | 124,99 | 137,98 | 83,0055 | 1.066,79 € | 10,39% | 33 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 6,6478 | 20,01 € | 3,22% | 33 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,60 | 22,14 | 515,0221 | -1.278,51 € | -10,00% | 154 |
|
DIS DIS |
2025-09-02 | 2025-10-01 | 116,58 | 111,34 | 101,7252 | -544,78 € | -4,50% | 29 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,22 | 141,75 | 92,7118 | 1.148,27 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 115,97 | 117,09 | 98,6763 | 99,45 € | 0,97% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,23 | 60,90 | 163,5952 | -2.027,76 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,50 | 142,28 | 124,1543 | 5.667,18 € | 47,45% | 29 |
|
KLAC KLAC |
2025-09-02 | 2025-10-01 | 84,18 | 112,28 | 142,3172 | 3.983,19 € | 33,38% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 494,8530 | 8.211,62 € | 86,12% | 61 |
|
CRWD CRWD |
2025-08-01 | 2025-09-02 | 111,67 | 103,38 | 89,2742 | -749,31 € | -7,42% | 32 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 129,0564 | 749,45 € | 6,79% | 32 |
|
T T |
2025-06-02 | 2025-09-02 | 26,46 | 27,77 | 423,2502 | 542,40 € | 4,95% | 92 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 46,84 | 49,09 | 252,2797 | 556,09 € | 4,81% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 86,0009 | 419,32 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,19 | 97,03 | 115,1096 | -29,56 € | -0,16% | 63 |
|
FCX FCX |
2025-08-01 | 2025-09-02 | 39,60 | 44,46 | 13,7570 | 66,22 € | 12,27% | 32 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,60 | 23,26 | 32,9338 | -44,76 € | -5,43% | 92 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,09 | 61,80 | 200,0005 | 730,18 € | 6,39% | 31 |
|
LRCX LRCX |
2025-07-01 | 2025-08-01 | 96,28 | 95,84 | 113,3415 | -60,46 € | -0,45% | 31 |
|
BSX BSX |
2025-05-01 | 2025-08-01 | 103,29 | 105,41 | 110,8805 | 223,72 € | 2,06% | 92 |
|
T T |
2025-06-02 | 2025-08-01 | 26,46 | 26,50 | 2,2163 | 0,03 € | 0,15% | 60 |
|
WMT WMT |
2025-07-01 | 2025-08-01 | 97,19 | 97,44 | 4,4267 | 0,66 € | 0,25% | 31 |
|
CVS CVS |
2025-07-01 | 2025-08-01 | 66,71 | 60,55 | 174,1527 | -1.083,97 € | -9,24% | 31 |
|
EA EA |
2025-07-01 | 2025-08-01 | 158,44 | 156,46 | 71,4874 | -152,17 € | -1,24% | 31 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 122,5261 | -118,75 € | -0,96% | 29 |
|
SLB SLB |
2025-06-02 | 2025-07-01 | 32,02 | 34,09 | 349,7060 | 712,31 € | 6,47% | 29 |
|
HAL HAL |
2025-06-02 | 2025-07-01 | 19,30 | 20,63 | 549,0890 | 718,60 € | 6,89% | 29 |
|
CMG CMG |
2025-06-02 | 2025-07-01 | 49,84 | 58,24 | 224,6443 | 1.873,93 € | 16,85% | 29 |
|
OXY OXY |
2025-06-02 | 2025-07-01 | 40,19 | 41,80 | 278,5793 | 436,64 € | 4,00% | 29 |
|
NKE NKE |
2025-05-01 | 2025-06-02 | 54,30 | 59,30 | 197,8539 | 976,21 € | 9,20% | 32 |
|
ANET ANET |
2025-04-01 | 2025-06-02 | 78,49 | 89,78 | 122,3146 | 1.369,95 € | 14,38% | 62 |
|
CTVA CTVA |
2025-04-01 | 2025-06-02 | 62,52 | 70,12 | 175,7112 | 1.323,51 € | 12,16% | 62 |
|
WFC WFC |
2025-04-01 | 2025-06-02 | 69,03 | 72,70 | 154,6232 | 555,60 € | 5,31% | 62 |
|
PYPL PYPL |
2025-04-01 | 2025-06-02 | 65,37 | 70,15 | 152,9730 | 719,98 € | 7,31% | 62 |
|
UBER UBER |
2025-04-01 | 2025-06-02 | 72,99 | 83,64 | 132,8238 | 1.403,46 € | 14,59% | 62 |
|
XLF XLF |
2025-04-01 | 2025-05-01 | 48,82 | 47,84 | 204,8239 | -210,80 € | -2,01% | 30 |
|
NEM NEM |
2025-04-01 | 2025-05-01 | 47,46 | 50,61 | 210,7015 | 652,00 € | 6,63% | 30 |
|
NFLX NFLX |
2025-04-01 | 2025-05-01 | 92,84 | 113,35 | 107,7145 | 2.196,91 € | 22,09% | 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 | 4,1813 | 32,69 € | 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 | 3,8161 | 35,35 € | 11,91% | 30 |