Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-01-02 → 2026-06-26 |
|---|---|---|---|
| Strategia | ZAP | Model run | #6 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 49,20% | Rendimento benchmark | 27,38% |
| Alpha vs benchmark | 21,82% | Volatilità | 18,38% |
| Sortino | 2,02 | Calmar | 1,68 |
| Profit Factor | 2,45 | Trade totali | 115 |
| Fees totali | 2.717,79 € | 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 |
|---|---|---|---|---|---|---|---|---|
|
SLB SLB |
2026-06-01 | 2026-06-26 | 54,46 | 46,76 | 53,1564 | -412,03 € | -14,15% | 25 |
|
HAL HAL |
2026-06-01 | 2026-06-26 | 39,18 | 33,94 | 402,5850 | -2.122,53 € | -13,37% | 25 |
|
PYPL PYPL |
2026-06-01 | 2026-06-26 | 45,04 | 44,14 | 350,2237 | -331,19 € | -2,00% | 25 |
|
ZTS ZTS |
2026-06-01 | 2026-06-26 | 77,56 | 76,24 | 179,3386 | -250,40 € | -1,70% | 25 |
|
VZ VZ |
2026-05-01 | 2026-06-26 | 48,11 | 46,34 | 330,4967 | -600,29 € | -3,68% | 56 |
|
BMY BMY |
2026-05-01 | 2026-06-26 | 58,22 | 57,03 | 273,6993 | -341,31 € | -2,04% | 56 |
|
NKE NKE |
2026-04-01 | 2026-06-26 | 44,23 | 40,70 | 343,4489 | -1.225,24 € | -7,97% | 86 |
|
BSX BSX |
2026-03-02 | 2026-06-26 | 67,30 | 44,47 | 282,0314 | -6.450,11 € | -33,92% | 116 |
|
DOW DOW |
2026-02-02 | 2026-06-26 | 30,57 | 28,83 | 454,7307 | -802,66 € | -5,68% | 144 |
|
DD DD |
2026-04-01 | 2026-06-01 | 45,66 | 47,59 | 348,7455 | 655,33 € | 4,22% | 61 |
|
NKE NKE |
2026-04-01 | 2026-06-01 | 44,23 | 45,93 | 18,6538 | 30,94 € | 3,85% | 61 |
|
NEM NEM |
2026-05-01 | 2026-06-01 | 108,37 | 108,19 | 147,0446 | -41,93 € | -0,16% | 31 |
|
VZ VZ |
2026-05-01 | 2026-06-01 | 48,11 | 47,73 | 0,7187 | -0,31 € | -0,79% | 31 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 89,46 | 87,78 | 178,1218 | -314,88 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,55 | 67,04 | 281,7821 | 2.937,00 € | 18,55% | 31 |
|
CMG CMG |
2026-04-01 | 2026-05-01 | 32,63 | 32,98 | 471,6766 | 149,53 € | 1,07% | 30 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 28,05 | 27,19 | 548,6919 | -486,79 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,93 | 56,62 | 309,2445 | 1.742,65 € | 11,18% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,53 | 41,48 | 406,7443 | 3.623,57 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 54,90 | 50,27 | 345,9902 | -1.618,43 € | -8,43% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,44 | 78,99 | 218,5026 | 1.852,45 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,33 | 83,62 | 184,9868 | 591,74 € | 4,09% | 30 |
|
BMY BMY |
2026-03-02 | 2026-04-01 | 61,70 | 61,10 | 240,8424 | -160,13 € | -0,98% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 326,6128 | 810,64 € | 5,56% | 30 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,53 | 37,84 | 10,1700 | 53,57 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,71 | 61,94 | 87,6653 | 716,77 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,79 | 40,28 | 108,4964 | 1.134,10 € | 35,23% | 58 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 91,30 | 82,11 | 158,6029 | -1.469,98 € | -10,06% | 28 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 36,04 | 43,04 | 379,5821 | 2.639,83 € | 19,42% | 59 |
|
VZ VZ |
2026-02-02 | 2026-03-02 | 43,95 | 49,24 | 329,4715 | 1.726,82 € | 12,04% | 28 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 68,3270 | -628,56 € | -6,55% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,88 | 97,09 | 174,9629 | 1.244,69 € | 8,02% | 59 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,53 | 35,64 | 28,1659 | 86,64 € | 9,56% | 28 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,82 | 26,82 | 552,0986 | 1.089,01 € | 8,06% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 71,2541 | -236,00 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 36,04 | 38,15 | 2,5036 | 5,18 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,19 | 38,51 | 367,3125 | -631,04 € | -4,18% | 185 |
|
CARR CARR |
2025-10-01 | 2026-02-02 | 58,14 | 60,15 | 259,3212 | 503,38 € | 3,44% | 124 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 349,6837 | 3.280,45 € | 23,95% | 31 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 43,03 | 60,63 | 266,4212 | 4.672,06 € | 40,90% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,99 | 43,39 | 327,9810 | 447,17 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,76 | 29,33 | 491,4133 | 1.247,67 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,19 | 37,49 | 12,5697 | -34,40 € | -6,72% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,94 | 27,05 | 534,4099 | -490,74 € | -3,19% | 93 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 43,03 | 51,69 | 36,9985 | 318,41 € | 20,12% | 185 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,38 | 82,86 | 150,2503 | -1.894,08 € | -13,13% | 93 |
|
EL EL |
2025-12-01 | 2026-01-02 | 94,05 | 106,02 | 138,3004 | 1.640,25 € | 12,72% | 32 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 61,29 | 64,38 | 214,5784 | 649,04 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,19 | 34,24 | 37,5184 | -224,50 € | -14,80% | 122 |
|
MDLZ MDLZ |
2025-11-03 | 2025-12-01 | 55,65 | 55,41 | 236,3336 | -71,14 € | -0,44% | 28 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 63,8892 | -1.167,67 € | -8,84% | 28 |
|
FCX FCX |
2025-07-01 | 2025-12-01 | 43,03 | 42,87 | 17,4665 | -3,56 € | -0,37% | 153 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,31 | 41,70 | 326,3173 | 442,80 € | 3,47% | 28 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 8,0014 | 24,09 € | 3,22% | 33 |
|
CARR CARR |
2025-10-01 | 2025-11-03 | 58,77 | 57,41 | 0,8661 | -1,23 € | -2,32% | 33 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,90 | 22,39 | 527,9438 | -1.332,74 € | -10,05% | 154 |
|
DIS DIS |
2025-09-02 | 2025-10-01 | 117,48 | 112,19 | 104,6886 | -564,95 € | -4,50% | 29 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,22 | 141,75 | 96,1408 | 1.190,74 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 116,02 | 117,09 | 102,3259 | 97,21 € | 0,92% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,39 | 61,03 | 169,2850 | -2.102,76 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,50 | 142,28 | 128,7463 | 5.876,79 € | 47,45% | 29 |
|
KLAC KLAC |
2025-09-02 | 2025-10-01 | 84,28 | 112,41 | 147,4143 | 4.130,52 € | 33,38% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 513,1554 | 8.515,33 € | 86,12% | 61 |
|
WFC WFC |
2025-08-01 | 2025-09-02 | 76,11 | 80,49 | 123,1171 | 529,86 € | 5,76% | 32 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 132,4088 | 768,92 € | 6,79% | 32 |
|
T T |
2025-06-02 | 2025-09-02 | 26,83 | 28,14 | 428,5072 | 548,92 € | 4,88% | 92 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 47,09 | 49,35 | 257,5192 | 569,12 € | 4,80% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 82,7872 | 403,65 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,43 | 97,27 | 117,8177 | -30,32 € | -0,16% | 63 |
|
FCX FCX |
2025-07-01 | 2025-09-02 | 43,34 | 44,57 | 11,1211 | 13,20 € | 2,84% | 63 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,90 | 23,53 | 27,7970 | -38,58 € | -5,48% | 92 |
|
XLF XLF |
2025-07-01 | 2025-08-01 | 51,86 | 50,61 | 16,7733 | -21,66 € | -2,39% | 31 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,21 | 61,93 | 205,2383 | 750,87 € | 6,39% | 31 |
|
BSX BSX |
2025-05-01 | 2025-08-01 | 103,30 | 105,41 | 114,0212 | 229,04 € | 2,05% | 92 |
|
WMT WMT |
2025-07-01 | 2025-08-01 | 97,43 | 97,67 | 4,8109 | 0,72 € | 0,25% | 31 |
|
SHOP SHOP |
2025-07-01 | 2025-08-01 | 112,67 | 118,60 | 106,0366 | 616,22 € | 5,26% | 31 |
|
CVS CVS |
2025-07-01 | 2025-08-01 | 67,12 | 60,92 | 177,9837 | -1.114,67 € | -9,24% | 31 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 125,0514 | -121,20 € | -0,96% | 29 |
|
CMG CMG |
2025-06-02 | 2025-07-01 | 49,84 | 58,24 | 227,7842 | 1.900,12 € | 16,85% | 29 |
|
DD DD |
2025-06-02 | 2025-07-01 | 26,16 | 28,29 | 436,7917 | 916,26 € | 8,13% | 29 |
|
SLB SLB |
2025-06-02 | 2025-07-01 | 32,18 | 34,26 | 355,0710 | 726,99 € | 6,47% | 29 |
|
HAL HAL |
2025-05-01 | 2025-07-01 | 19,32 | 20,73 | 547,5998 | 762,44 € | 7,32% | 61 |
|
OXY OXY |
2025-06-02 | 2025-07-01 | 40,38 | 41,99 | 283,0221 | 445,64 € | 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 | 1.598,50 € | 15,64% | 62 |
|
WFC WFC |
2025-03-03 | 2025-06-02 | 74,54 | 73,12 | 157,1509 | -235,02 € | -1,91% | 91 |
|
FCX FCX |
2025-05-01 | 2025-06-02 | 35,99 | 39,69 | 0,4976 | 1,82 € | 10,27% | 32 |
|
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 | 48,82 | 47,84 | 219,3834 | -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 | -1.258,82 € | -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 |
|
PYPL PYPL |
2025-03-03 | 2025-05-01 | 69,01 | 64,85 | 163,4431 | -690,67 € | -6,03% | 59 |
|
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 | 310,5707 | 188,12 € | 1,74% | 89 |
|
NEM NEM |
2025-01-02 | 2025-03-03 | 37,57 | 41,47 | 251,4841 | 971,98 € | 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 | 2.800,64 € | 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 |