Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-01-02 → 2026-05-29 |
|---|---|---|---|
| Strategia | ZAP | Model run | #2 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 48,20% | Rendimento benchmark | 31,27% |
| Alpha vs benchmark | 16,93% | Volatilità | 19,04% |
| Sortino | 2,13 | Calmar | 1,73 |
| Profit Factor | 2,63 | Trade totali | 110 |
| Fees totali | 2.420,28 € | 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 |
|---|---|---|---|---|---|---|---|---|
|
NEM NEM |
2026-05-01 | 2026-05-29 | 108,37 | 109,81 | 138,7446 | 184,98 € | 1,33% | 28 |
|
VZ VZ |
2026-05-01 | 2026-05-29 | 48,11 | 47,81 | 312,5198 | -108,70 € | -0,62% | 28 |
|
BMY BMY |
2026-05-01 | 2026-05-29 | 58,22 | 57,18 | 258,2502 | -283,35 € | -1,79% | 28 |
|
ABT ABT |
2026-05-01 | 2026-05-29 | 89,46 | 85,60 | 168,0676 | -663,13 € | -4,31% | 28 |
|
FCX FCX |
2026-05-01 | 2026-05-29 | 56,55 | 65,71 | 265,8767 | 2.417,96 € | 16,20% | 28 |
|
NKE NKE |
2026-04-01 | 2026-05-29 | 44,62 | 46,23 | 338,6335 | 529,23 € | 3,61% | 58 |
|
DD DD |
2026-03-02 | 2026-05-29 | 49,07 | 48,42 | 326,4487 | -227,35 € | -1,32% | 88 |
|
BSX BSX |
2026-03-02 | 2026-05-29 | 69,17 | 48,31 | 266,1120 | -5.565,10 € | -30,16% | 88 |
|
SLB SLB |
2026-03-02 | 2026-05-29 | 51,23 | 54,55 | 264,1484 | 863,39 € | 6,49% | 88 |
|
DOW DOW |
2026-02-02 | 2026-05-29 | 29,82 | 33,75 | 360,4149 | 1.406,02 € | 13,20% | 116 |
|
CMG CMG |
2026-03-02 | 2026-05-01 | 35,85 | 32,98 | 444,9175 | -1.290,81 € | -8,00% | 60 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 28,05 | 27,19 | 517,5636 | -459,18 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 51,23 | 56,92 | 26,0307 | 146,71 € | 11,11% | 60 |
|
HAL HAL |
2025-11-03 | 2026-05-01 | 26,88 | 41,66 | 382,0436 | 5.631,42 € | 55,00% | 179 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 55,30 | 50,44 | 325,2892 | -1.598,42 € | -8,79% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,44 | 78,99 | 206,1065 | 1.747,36 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,52 | 83,81 | 178,3394 | 571,79 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 315,6020 | 783,31 € | 5,56% | 30 |
|
HAL HAL |
2025-11-03 | 2026-04-01 | 26,88 | 38,00 | 19,1090 | 211,80 € | 41,38% | 149 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,82 | 40,28 | 104,0638 | 1.084,86 € | 35,10% | 58 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,89 | 97,09 | 168,9669 | 1.199,52 € | 8,01% | 59 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 36,04 | 43,04 | 366,5737 | 2.549,36 € | 19,42% | 59 |
|
VZ VZ |
2026-02-02 | 2026-03-02 | 43,95 | 49,24 | 318,1804 | 1.667,64 € | 12,04% | 28 |
|
NOW NOW |
2026-02-02 | 2026-03-02 | 118,00 | 109,42 | 118,5060 | -1.029,75 € | -7,27% | 28 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 101,0602 | -929,68 € | -6,55% | 28 |
|
HAL HAL |
2025-11-03 | 2026-03-02 | 26,88 | 35,80 | 26,8538 | 238,53 € | 33,18% | 119 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,78 | 26,82 | 533,1781 | 1.072,66 € | 8,23% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 68,8122 | -228,02 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 36,04 | 38,15 | 3,1890 | 6,60 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,26 | 38,51 | 355,4660 | -635,60 € | -4,35% | 185 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 338,4058 | 3.174,65 € | 23,95% | 31 |
|
HAL HAL |
2025-11-03 | 2026-02-02 | 26,88 | 32,67 | 24,3917 | 140,52 € | 21,56% | 91 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 43,10 | 60,63 | 257,8287 | 4.502,36 € | 40,65% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 42,18 | 43,59 | 315,9437 | 432,75 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,88 | 29,46 | 18,0458 | 46,01 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,26 | 37,49 | 12,1586 | -34,13 € | -6,88% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,91 | 27,05 | 517,1663 | -458,17 € | -3,08% | 93 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 43,10 | 51,69 | 35,8007 | 305,46 € | 19,91% | 185 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,33 | 82,86 | 145,4022 | -1.824,58 € | -13,08% | 93 |
|
CARR CARR |
2025-09-02 | 2026-01-02 | 61,84 | 53,10 | 233,8523 | -2.056,35 € | -14,13% | 122 |
|
EL EL |
2025-12-01 | 2026-01-02 | 94,05 | 106,02 | 133,8379 | 1.587,32 € | 12,72% | 32 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 61,84 | 64,96 | 204,4664 | 623,99 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,26 | 34,24 | 33,6647 | -203,80 € | -14,95% | 122 |
|
KMB KMB |
2025-11-03 | 2025-12-01 | 99,81 | 105,93 | 126,6879 | 761,80 € | 6,13% | 28 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 61,3836 | -1.121,87 € | -8,84% | 28 |
|
FCX FCX |
2025-07-01 | 2025-12-01 | 43,10 | 42,87 | 14,8710 | -4,13 € | -0,54% | 153 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,49 | 41,90 | 312,2795 | 425,71 € | 3,47% | 28 |
|
NEE NEE |
2025-10-01 | 2025-11-03 | 77,61 | 80,68 | 100,3519 | 299,80 € | 3,95% | 33 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 7,3250 | 22,05 € | 3,22% | 33 |
|
CARR CARR |
2025-09-02 | 2025-11-03 | 62,34 | 57,41 | 0,2285 | -1,14 € | -7,91% | 62 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,90 | 22,39 | 525,3721 | -1.327,74 € | -10,06% | 154 |
|
DIS DIS |
2025-09-02 | 2025-10-01 | 117,48 | 112,19 | 104,1788 | -562,19 € | -4,50% | 29 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,38 | 141,92 | 95,5585 | 1.184,94 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 116,02 | 117,09 | 101,8274 | 96,69 € | 0,92% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,56 | 61,17 | 168,0730 | -2.092,52 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,56 | 142,38 | 128,0289 | 5.848,16 € | 47,45% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 510,6556 | 8.473,85 € | 86,12% | 61 |
|
WFC WFC |
2025-08-01 | 2025-09-02 | 76,11 | 80,49 | 122,3202 | 526,43 € | 5,76% | 32 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 131,7524 | 765,11 € | 6,79% | 32 |
|
T T |
2025-06-02 | 2025-09-02 | 26,84 | 28,14 | 426,3829 | 542,25 € | 4,84% | 92 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 47,33 | 49,60 | 254,9181 | 565,90 € | 4,79% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 82,3326 | 401,44 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,43 | 97,27 | 117,2336 | -30,17 € | -0,16% | 63 |
|
FCX FCX |
2025-07-01 | 2025-09-02 | 43,34 | 44,57 | 11,0419 | 13,08 € | 2,84% | 63 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,90 | 23,53 | 27,6137 | -38,41 € | -5,49% | 92 |
|
CTVA CTVA |
2025-07-01 | 2025-08-01 | 74,56 | 70,65 | 12,2054 | -48,60 € | -5,25% | 31 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,21 | 61,93 | 204,3535 | 747,63 € | 6,39% | 31 |
|
WMT WMT |
2025-07-01 | 2025-08-01 | 97,43 | 97,67 | 4,8663 | 0,73 € | 0,25% | 31 |
|
SHOP SHOP |
2025-07-01 | 2025-08-01 | 112,67 | 118,60 | 105,5795 | 613,56 € | 5,26% | 31 |
|
CVS CVS |
2025-06-02 | 2025-08-01 | 61,36 | 60,92 | 177,2164 | -87,51 € | -0,71% | 60 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 124,4825 | -120,64 € | -0,96% | 29 |
|
DD DD |
2025-06-02 | 2025-07-01 | 27,15 | 29,35 | 419,0327 | 912,09 € | 8,13% | 29 |
|
CVS CVS |
2025-06-02 | 2025-07-01 | 61,36 | 67,12 | 8,1780 | 46,63 € | 9,40% | 29 |
|
CSCO CSCO |
2025-06-02 | 2025-07-01 | 62,41 | 67,55 | 182,0017 | 921,72 € | 8,22% | 29 |
|
SLB SLB |
2025-06-02 | 2025-07-01 | 32,35 | 34,44 | 351,6123 | 723,68 € | 6,47% | 29 |
|
HAL HAL |
2025-06-02 | 2025-07-01 | 19,48 | 20,82 | 584,0530 | 771,17 € | 6,89% | 29 |
|
OXY OXY |
2025-06-02 | 2025-07-01 | 40,56 | 42,19 | 280,4393 | 443,62 € | 4,00% | 29 |
|
ANET ANET |
2025-05-01 | 2025-06-02 | 87,84 | 89,78 | 123,3130 | 228,16 € | 2,21% | 32 |
|
NKE NKE |
2025-05-01 | 2025-06-02 | 55,37 | 60,46 | 195,6246 | 984,17 € | 9,20% | 32 |
|
CTVA CTVA |
2025-03-03 | 2025-06-02 | 59,89 | 70,43 | 176,3622 | 1.846,66 € | 17,60% | 91 |
|
NEM NEM |
2025-04-01 | 2025-06-02 | 47,56 | 55,00 | 213,5994 | 1.576,57 € | 15,64% | 62 |
|
WFC WFC |
2025-03-03 | 2025-06-02 | 74,59 | 73,12 | 154,9954 | -239,61 € | -1,97% | 91 |
|
PYPL PYPL |
2025-03-03 | 2025-06-02 | 69,18 | 70,55 | 164,1304 | 213,15 € | 1,98% | 91 |
|
UBER UBER |
2025-04-01 | 2025-06-02 | 72,99 | 83,64 | 133,9079 | 1.414,92 € | 14,59% | 62 |
|
XLF XLF |
2025-04-01 | 2025-05-01 | 48,99 | 48,01 | 215,8918 | -222,97 € | -2,01% | 30 |
|
NEM NEM |
2025-04-01 | 2025-05-01 | 47,56 | 50,71 | 8,0411 | 24,93 € | 6,63% | 30 |
|
UBER UBER |
2025-04-01 | 2025-05-01 | 72,99 | 80,89 | 11,0062 | 86,06 € | 10,82% | 30 |
|
BMY BMY |
2025-03-03 | 2025-05-01 | 56,15 | 47,25 | 188,5169 | -1.687,27 € | -15,86% | 59 |
|
BAC BAC |
2025-03-03 | 2025-05-01 | 44,05 | 39,29 | 260,6698 | -1.250,89 € | -10,81% | 59 |
|
WMT WMT |
2025-04-01 | 2025-05-01 | 87,88 | 96,37 | 120,3592 | 1.010,05 € | 9,66% | 30 |
|
NFLX NFLX |
2025-03-03 | 2025-05-01 | 97,37 | 113,35 | 111,0899 | 1.762,29 € | 16,41% | 59 |
|
CSX CSX |
2025-02-03 | 2025-04-01 | 31,66 | 29,01 | 344,9795 | -924,33 € | -8,37% | 57 |
|
CTVA CTVA |
2025-03-03 | 2025-04-01 | 59,81 | 62,93 | 12,7702 | 39,03 € | 5,22% | 29 |
|
SCHW SCHW |
2025-03-03 | 2025-04-01 | 76,89 | 76,45 | 23,5999 | -12,26 € | -0,58% | 29 |
|
AMD AMD |
2025-03-03 | 2025-04-01 | 98,23 | 102,78 | 110,1174 | 489,72 € | 4,63% | 29 |
|
HAL HAL |
2025-02-03 | 2025-04-01 | 24,63 | 24,87 | 447,5076 | 93,48 € | 0,95% | 57 |
|
NEM NEM |
2025-01-02 | 2025-03-03 | 37,57 | 41,47 | 250,4979 | 968,17 € | 10,40% | 60 |
|
CMG CMG |
2025-01-02 | 2025-03-03 | 59,77 | 54,33 | 181,2071 | -995,58 € | -9,10% | 60 |
|
CMCSA CMCSA |
2025-02-03 | 2025-03-03 | 29,53 | 32,01 | 358,0956 | 877,51 € | 8,41% | 28 |
|
UBER UBER |
2025-02-03 | 2025-03-03 | 67,29 | 74,44 | 157,1592 | 1.111,99 € | 10,63% | 28 |
|
CARR CARR |
2025-01-02 | 2025-03-03 | 66,48 | 62,14 | 170,4771 | -750,26 € | -6,53% | 60 |
|
INTC INTC |
2025-02-03 | 2025-03-03 | 19,38 | 22,74 | 545,6783 | 1.821,07 € | 17,34% | 28 |
|
FCX FCX |
2025-01-02 | 2025-03-03 | 36,95 | 34,97 | 299,6647 | -604,97 € | -5,37% | 60 |
|
CVS CVS |
2025-01-02 | 2025-02-03 | 41,69 | 53,43 | 239,8396 | 2.800,64 € | 28,13% | 32 |
|
NEM NEM |
2025-01-02 | 2025-02-03 | 37,57 | 42,22 | 15,6976 | 72,34 € | 12,38% | 32 |
|
LRCX LRCX |
2025-01-02 | 2025-02-03 | 71,70 | 79,37 | 139,4764 | 1.058,78 € | 10,70% | 32 |
|
SCHW SCHW |
2025-01-02 | 2025-02-03 | 72,44 | 81,18 | 136,6627 | 1.183,50 € | 12,07% | 32 |
|
AMD AMD |
2025-01-02 | 2025-02-03 | 120,63 | 114,27 | 82,8981 | -536,70 € | -5,27% | 32 |
|
PYPL PYPL |
2025-01-02 | 2025-02-03 | 85,72 | 89,03 | 116,6566 | 376,01 € | 3,86% | 32 |
|
EL EL |
2025-01-02 | 2025-02-03 | 72,19 | 80,77 | 138,5208 | 1.176,97 € | 11,88% | 32 |