Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-01-02 → 2026-06-18 |
|---|---|---|---|
| Strategia | ZAP | Model run | #5 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 52,55% | Rendimento benchmark | 29,91% |
| Alpha vs benchmark | 22,64% | Volatilità | 18,60% |
| Sortino | 2,13 | Calmar | 1,82 |
| Profit Factor | 2,59 | Trade totali | 113 |
| Fees totali | 2.660,99 € | 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 |
|---|---|---|---|---|---|---|---|---|
|
CMG CMG |
2026-06-01 | 2026-06-18 | 30,55 | 32,49 | 514,2345 | 980,91 € | 6,35% | 17 |
|
HAL HAL |
2026-06-01 | 2026-06-18 | 39,18 | 34,93 | 401,3688 | -1.721,16 € | -10,85% | 17 |
|
ZTS ZTS |
2026-06-01 | 2026-06-18 | 77,56 | 78,71 | 179,1219 | 191,89 € | 1,48% | 17 |
|
NEM NEM |
2026-05-01 | 2026-06-18 | 108,37 | 103,79 | 145,3642 | -680,41 € | -4,22% | 48 |
|
VZ VZ |
2026-05-01 | 2026-06-18 | 48,11 | 45,37 | 329,4983 | -917,78 € | -5,70% | 48 |
|
BMY BMY |
2026-05-01 | 2026-06-18 | 58,07 | 54,00 | 286,2048 | -1.180,39 € | -7,01% | 48 |
|
NKE NKE |
2026-04-01 | 2026-06-18 | 44,23 | 45,20 | 342,4114 | 318,30 € | 2,20% | 78 |
|
DD DD |
2026-03-02 | 2026-06-18 | 49,05 | 47,71 | 330,4676 | -460,06 € | -2,74% | 108 |
|
BSX BSX |
2026-03-02 | 2026-06-18 | 68,05 | 45,29 | 327,7815 | -7.476,62 € | -33,45% | 108 |
|
DOW DOW |
2026-02-02 | 2026-06-18 | 30,57 | 31,73 | 453,3570 | 512,40 € | 3,80% | 136 |
|
DD DD |
2026-03-02 | 2026-06-01 | 49,05 | 47,59 | 14,7519 | -22,31 € | -2,99% | 91 |
|
NKE NKE |
2026-04-01 | 2026-06-01 | 44,23 | 45,93 | 18,8978 | 31,35 € | 3,85% | 61 |
|
NEM NEM |
2026-05-01 | 2026-06-01 | 108,37 | 108,19 | 1,3581 | -0,39 € | -0,16% | 31 |
|
VZ VZ |
2026-05-01 | 2026-06-01 | 48,11 | 47,73 | 0,9913 | -0,42 € | -0,79% | 31 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 89,46 | 87,78 | 177,7315 | -314,19 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,55 | 67,04 | 281,1646 | 2.930,57 € | 18,55% | 31 |
|
CMG CMG |
2026-03-02 | 2026-05-01 | 34,79 | 32,98 | 470,5214 | -865,00 € | -5,19% | 60 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 28,05 | 27,19 | 547,3481 | -485,60 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,95 | 56,62 | 308,4871 | 1.731,29 € | 11,13% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,53 | 41,48 | 405,7482 | 3.614,70 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 55,11 | 50,27 | 345,1428 | -1.685,59 € | -8,77% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,44 | 78,99 | 217,9675 | 1.847,91 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,33 | 83,62 | 188,1834 | 601,96 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 332,2568 | 824,65 € | 5,56% | 30 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,53 | 37,84 | 18,3705 | 96,77 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,71 | 61,94 | 89,1802 | 729,15 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,79 | 40,28 | 117,9097 | 1.232,50 € | 35,23% | 58 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 91,30 | 82,11 | 161,3436 | -1.495,38 € | -10,06% | 28 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 36,04 | 43,04 | 386,1414 | 2.685,45 € | 19,42% | 59 |
|
VZ VZ |
2026-02-02 | 2026-03-02 | 43,95 | 49,24 | 335,1648 | 1.756,66 € | 12,04% | 28 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 69,5077 | -639,42 € | -6,55% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,88 | 97,09 | 177,9864 | 1.266,20 € | 8,02% | 59 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,53 | 35,64 | 28,6526 | 88,13 € | 9,56% | 28 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,82 | 26,82 | 561,6391 | 1.107,82 € | 8,06% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 72,4854 | -240,07 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 36,04 | 38,15 | 2,5469 | 5,27 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,19 | 38,51 | 373,6598 | -641,85 € | -4,18% | 185 |
|
CARR CARR |
2025-10-01 | 2026-02-02 | 58,14 | 60,15 | 263,8024 | 512,08 € | 3,44% | 124 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 355,7264 | 3.337,14 € | 23,95% | 31 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 43,00 | 60,63 | 271,0251 | 4.760,21 € | 40,98% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,99 | 43,39 | 333,6487 | 454,90 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,76 | 29,33 | 499,9051 | 1.269,24 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,19 | 37,49 | 12,7869 | -34,99 € | -6,72% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,94 | 27,05 | 543,6447 | -499,22 € | -3,19% | 93 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 43,00 | 51,69 | 37,6378 | 324,94 € | 20,20% | 185 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,38 | 82,86 | 152,8466 | -1.926,81 € | -13,13% | 93 |
|
EL EL |
2025-12-01 | 2026-01-02 | 94,05 | 106,02 | 140,6902 | 1.668,59 € | 12,72% | 32 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 61,29 | 64,38 | 218,2864 | 660,25 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,19 | 34,24 | 38,1667 | -228,37 € | -14,80% | 122 |
|
MDLZ MDLZ |
2025-11-03 | 2025-12-01 | 55,65 | 55,41 | 240,4175 | -72,36 € | -0,44% | 28 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 64,9933 | -1.187,85 € | -8,84% | 28 |
|
FCX FCX |
2025-07-01 | 2025-12-01 | 43,00 | 42,87 | 17,7683 | -3,14 € | -0,31% | 153 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,31 | 41,70 | 331,9562 | 450,45 € | 3,47% | 28 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 8,1396 | 24,50 € | 3,22% | 33 |
|
CARR CARR |
2025-10-01 | 2025-11-03 | 58,77 | 57,41 | 0,8811 | -1,25 € | -2,32% | 33 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,86 | 22,39 | 537,0706 | -1.336,36 € | -9,92% | 154 |
|
DIS DIS |
2025-09-02 | 2025-10-01 | 117,48 | 112,19 | 106,4898 | -574,67 € | -4,50% | 29 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,38 | 141,92 | 97,6864 | 1.211,33 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 116,03 | 117,09 | 104,0949 | 98,59 € | 0,92% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,39 | 61,03 | 172,2115 | -2.139,11 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,50 | 142,28 | 130,9720 | 5.978,38 € | 47,45% | 29 |
|
KLAC KLAC |
2025-09-02 | 2025-10-01 | 84,28 | 112,41 | 149,9627 | 4.201,92 € | 33,38% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 522,0265 | 8.662,54 € | 86,12% | 61 |
|
WFC WFC |
2025-08-01 | 2025-09-02 | 76,11 | 80,49 | 138,1281 | 594,47 € | 5,76% | 32 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 134,6250 | 781,79 € | 6,79% | 32 |
|
T T |
2025-06-02 | 2025-09-02 | 26,85 | 28,14 | 435,6792 | 549,00 € | 4,80% | 92 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 47,06 | 49,35 | 261,8294 | 584,08 € | 4,84% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 83,8904 | 409,03 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,43 | 97,27 | 119,7896 | -30,83 € | -0,16% | 63 |
|
FCX FCX |
2025-07-01 | 2025-09-02 | 43,31 | 44,57 | 11,1538 | 13,59 € | 2,92% | 63 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,86 | 23,53 | 27,9717 | -37,81 € | -5,34% | 92 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,21 | 61,93 | 206,8673 | 756,83 € | 6,39% | 31 |
|
BSX BSX |
2025-05-01 | 2025-08-01 | 103,19 | 105,41 | 106,4294 | 225,05 € | 2,15% | 92 |
|
WMT WMT |
2025-07-01 | 2025-08-01 | 97,43 | 97,67 | 3,8123 | 0,57 € | 0,25% | 31 |
|
SHOP SHOP |
2025-07-01 | 2025-08-01 | 112,67 | 118,60 | 106,8782 | 621,11 € | 5,26% | 31 |
|
CVS CVS |
2025-07-01 | 2025-08-01 | 67,12 | 60,92 | 20,5111 | -128,46 € | -9,24% | 31 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 126,0196 | -122,13 € | -0,96% | 29 |
|
DD DD |
2025-06-02 | 2025-07-01 | 27,15 | 29,35 | 424,2068 | 923,36 € | 8,13% | 29 |
|
CMG CMG |
2025-06-02 | 2025-07-01 | 49,84 | 58,24 | 231,0494 | 1.927,36 € | 16,85% | 29 |
|
SLB SLB |
2025-06-02 | 2025-07-01 | 32,18 | 34,26 | 357,8202 | 732,62 € | 6,47% | 29 |
|
HAL HAL |
2025-06-02 | 2025-07-01 | 19,39 | 20,73 | 583,6375 | 767,36 € | 6,89% | 29 |
|
OXY OXY |
2025-06-02 | 2025-07-01 | 40,38 | 41,99 | 285,2134 | 449,09 € | 4,00% | 29 |
|
NKE NKE |
2025-05-01 | 2025-06-02 | 54,88 | 59,93 | 200,1199 | 997,86 € | 9,20% | 32 |
|
CTVA CTVA |
2025-03-03 | 2025-06-02 | 59,75 | 70,27 | 179,2269 | 1.872,00 € | 17,60% | 91 |
|
NEM NEM |
2025-04-01 | 2025-06-02 | 47,56 | 55,00 | 216,5698 | 1.598,49 € | 15,64% | 62 |
|
WFC WFC |
2025-03-03 | 2025-06-02 | 74,54 | 73,12 | 157,1508 | -235,02 € | -1,91% | 91 |
|
PYPL PYPL |
2025-03-03 | 2025-06-02 | 69,00 | 70,32 | 163,8827 | 205,27 € | 1,92% | 91 |
|
UBER UBER |
2025-05-01 | 2025-06-02 | 80,89 | 83,64 | 135,7702 | 362,01 € | 3,40% | 32 |
|
XLF XLF |
2025-04-01 | 2025-05-01 | 48,99 | 48,01 | 218,6176 | -225,79 € | -2,01% | 30 |
|
NEM NEM |
2025-04-01 | 2025-05-01 | 47,56 | 50,71 | 8,6401 | 26,79 € | 6,63% | 30 |
|
BMY BMY |
2025-03-03 | 2025-05-01 | 56,15 | 47,25 | 190,8971 | -1.708,50 € | -15,85% | 59 |
|
BAC BAC |
2025-03-03 | 2025-05-01 | 43,79 | 39,08 | 265,3324 | -1.258,81 € | -10,75% | 59 |
|
ANET ANET |
2025-04-01 | 2025-05-01 | 78,49 | 87,84 | 136,4611 | 1.263,92 € | 11,91% | 30 |
|
WMT WMT |
2025-04-01 | 2025-05-01 | 87,88 | 96,37 | 121,8788 | 1.022,80 € | 9,66% | 30 |
|
NFLX NFLX |
2025-04-01 | 2025-05-01 | 92,84 | 113,35 | 113,9832 | 2.324,76 € | 22,09% | 30 |
|
CSX CSX |
2025-02-03 | 2025-04-01 | 31,66 | 29,01 | 346,3327 | -929,26 € | -8,38% | 57 |
|
CTVA CTVA |
2025-03-03 | 2025-04-01 | 59,68 | 62,79 | 11,3837 | 34,71 € | 5,22% | 29 |
|
AMD AMD |
2025-03-03 | 2025-04-01 | 98,23 | 102,78 | 17,8027 | 79,17 € | 4,63% | 29 |
|
HAL HAL |
2025-02-03 | 2025-04-01 | 24,53 | 24,76 | 451,1743 | 93,85 € | 0,95% | 57 |
|
FCX FCX |
2025-01-02 | 2025-04-01 | 36,88 | 37,52 | 310,5706 | 188,12 € | 1,74% | 89 |
|
NEM NEM |
2025-01-02 | 2025-03-03 | 37,57 | 41,47 | 251,4840 | 971,97 € | 10,40% | 60 |
|
CMG CMG |
2025-01-02 | 2025-03-03 | 59,76 | 54,33 | 181,9204 | -998,49 € | -9,09% | 60 |
|
CMCSA CMCSA |
2025-02-03 | 2025-03-03 | 29,53 | 32,01 | 359,5053 | 880,96 € | 8,41% | 28 |
|
UBER UBER |
2025-02-03 | 2025-03-03 | 67,29 | 74,44 | 157,7779 | 1.116,37 € | 10,63% | 28 |
|
CARR CARR |
2025-01-02 | 2025-03-03 | 66,46 | 62,14 | 171,1482 | -750,23 € | -6,50% | 60 |
|
INTC INTC |
2025-02-03 | 2025-03-03 | 19,38 | 22,74 | 547,8264 | 1.828,24 € | 17,34% | 28 |
|
CVS CVS |
2025-01-02 | 2025-02-03 | 41,69 | 53,43 | 239,8396 | 2.800,63 € | 28,13% | 32 |
|
NEM NEM |
2025-01-02 | 2025-02-03 | 37,57 | 42,22 | 14,7114 | 67,79 € | 12,38% | 32 |
|
LRCX LRCX |
2025-01-02 | 2025-02-03 | 71,65 | 79,31 | 139,5747 | 1.058,78 € | 10,70% | 32 |
|
KLAC KLAC |
2025-01-02 | 2025-02-03 | 62,96 | 73,21 | 157,2422 | 1.599,41 € | 16,27% | 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 | 85,44 | 88,74 | 117,0411 | 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 |