Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-02-03 → 2026-07-02 |
|---|---|---|---|
| Strategia | ZAP | Model run | #7 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 41,57% | Rendimento benchmark | 26,73% |
| Alpha vs benchmark | 14,84% | Volatilità | 18,10% |
| Sortino | 1,98 | Calmar | 1,66 |
| Profit Factor | 2,21 | Trade totali | 114 |
| Fees totali | 2.588,92 € | 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 | 2026-07-02 | 52,81 | 53,22 | 265,7505 | 94,81 € | 0,78% | 1 |
|
USB USB |
2026-07-01 | 2026-07-02 | 61,96 | 61,73 | 25,6309 | -7,48 € | -0,37% | 1 |
|
CARR CARR |
2026-07-01 | 2026-07-02 | 72,07 | 70,07 | 194,7313 | -403,11 € | -2,78% | 1 |
|
T T |
2026-07-01 | 2026-07-02 | 20,48 | 20,58 | 622,0055 | 49,40 € | 0,49% | 1 |
|
FCX FCX |
2026-07-01 | 2026-07-02 | 60,53 | 60,97 | 226,3217 | 85,78 € | 0,73% | 1 |
|
SLB SLB |
2026-06-01 | 2026-07-02 | 53,62 | 45,13 | 311,2505 | -2.655,35 € | -15,83% | 31 |
|
ZTS ZTS |
2026-06-01 | 2026-07-02 | 77,19 | 74,80 | 193,7099 | -477,15 € | -3,09% | 31 |
|
BSX BSX |
2026-03-02 | 2026-07-02 | 67,35 | 45,14 | 325,9239 | -7.251,90 € | -32,97% | 122 |
|
HAL HAL |
2026-02-02 | 2026-07-02 | 32,79 | 32,96 | 425,1525 | 58,95 € | 0,52% | 150 |
|
DOW DOW |
2026-02-02 | 2026-07-02 | 28,97 | 27,71 | 519,4035 | -669,05 € | -4,35% | 150 |
|
NKE NKE |
2026-03-02 | 2026-07-01 | 55,82 | 43,06 | 335,6854 | -4.296,74 € | -22,85% | 121 |
|
VZ VZ |
2026-05-01 | 2026-07-01 | 48,11 | 41,99 | 323,0260 | -1.990,48 € | -12,72% | 61 |
|
CMG CMG |
2026-06-01 | 2026-07-01 | 30,55 | 35,00 | 0,7903 | 3,49 € | 14,57% | 30 |
|
BMY BMY |
2026-05-01 | 2026-07-01 | 57,45 | 55,81 | 283,7502 | -481,87 € | -2,86% | 61 |
|
PYPL PYPL |
2026-06-01 | 2026-07-01 | 45,04 | 44,07 | 342,3070 | -347,64 € | -2,16% | 30 |
|
NKE NKE |
2026-03-02 | 2026-06-01 | 55,82 | 45,93 | 18,8375 | -187,11 € | -17,71% | 91 |
|
NEM NEM |
2026-05-01 | 2026-06-01 | 108,37 | 108,19 | 145,2547 | -41,42 € | -0,16% | 31 |
|
VZ VZ |
2026-05-01 | 2026-06-01 | 48,11 | 47,73 | 4,1579 | -1,78 € | -0,79% | 31 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 89,46 | 87,78 | 175,9537 | -311,05 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,55 | 67,04 | 278,3522 | 2.901,25 € | 18,55% | 31 |
|
CVS CVS |
2026-04-01 | 2026-05-01 | 71,86 | 82,09 | 208,6924 | 2.117,94 € | 14,24% | 30 |
|
CMG CMG |
2026-04-01 | 2026-05-01 | 32,63 | 32,98 | 459,5919 | 145,70 € | 1,07% | 30 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 27,67 | 26,82 | 541,9185 | -474,32 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,96 | 56,62 | 301,3215 | 1.690,50 € | 11,12% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,53 | 41,48 | 16,8758 | 150,34 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 55,00 | 50,27 | 337,1257 | -1.609,75 € | -8,59% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,44 | 78,99 | 212,9044 | 1.804,99 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,52 | 83,81 | 183,6836 | 588,92 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 325,0594 | 806,79 € | 5,56% | 30 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,53 | 37,84 | 18,6081 | 98,03 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,71 | 61,94 | 275,3932 | 2.251,66 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 28,25 | 40,28 | 115,9525 | 1.389,75 € | 42,56% | 58 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 91,30 | 82,11 | 156,4265 | -1.449,81 € | -10,06% | 28 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 36,04 | 43,04 | 374,3733 | 2.603,60 € | 19,42% | 59 |
|
VZ VZ |
2026-02-02 | 2026-03-02 | 43,95 | 49,24 | 324,9503 | 1.703,13 € | 12,04% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,92 | 97,09 | 172,5620 | 1.221,06 € | 7,98% | 59 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,53 | 35,64 | 15,1356 | 46,56 € | 9,56% | 28 |
|
PFE PFE |
2026-02-02 | 2026-03-02 | 26,23 | 26,82 | 480,9522 | 270,99 € | 2,25% | 28 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,86 | 200,87 | 70,2763 | -224,10 € | -1,47% | 59 |
|
DOW DOW |
2026-02-02 | 2026-03-02 | 28,25 | 30,29 | 17,1927 | 34,51 € | 7,21% | 28 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 36,04 | 38,15 | 4,4787 | 9,26 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,09 | 38,51 | 364,2038 | -590,95 € | -3,95% | 185 |
|
CARR CARR |
2025-09-02 | 2026-02-02 | 61,11 | 60,15 | 257,1265 | -263,76 € | -1,58% | 153 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 346,7242 | 3.252,69 € | 23,95% | 31 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 40,39 | 60,63 | 264,1664 | 5.330,32 € | 50,11% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,99 | 43,39 | 325,2052 | 443,38 € | 3,35% | 31 |
|
NKE NKE |
2025-11-03 | 2026-01-02 | 61,84 | 62,86 | 199,3808 | 190,97 € | 1,65% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,09 | 37,49 | 14,0539 | -37,12 € | -6,49% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,49 | 26,69 | 539,3749 | -449,90 € | -2,94% | 93 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,29 | 82,86 | 149,6077 | -1.871,81 € | -13,04% | 93 |
|
SLB SLB |
2025-12-01 | 2026-01-02 | 35,91 | 39,76 | 352,7387 | 1.341,88 € | 10,70% | 32 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 40,39 | 51,69 | 37,9558 | 426,91 € | 27,98% | 185 |
|
EL EL |
2025-12-01 | 2026-01-02 | 94,05 | 106,02 | 137,7089 | 1.633,23 € | 12,72% | 32 |
|
ORLY ORLY |
2025-11-03 | 2025-12-01 | 91,70 | 101,24 | 141,2795 | 1.333,50 € | 10,40% | 28 |
|
NKE NKE |
2025-11-03 | 2025-12-01 | 61,84 | 64,96 | 10,1098 | 30,85 € | 5,04% | 28 |
|
CMG CMG |
2025-08-01 | 2025-12-01 | 40,09 | 34,24 | 32,8923 | -193,68 € | -14,60% | 122 |
|
BA BA |
2025-11-03 | 2025-12-01 | 204,55 | 186,46 | 62,8608 | -1.148,87 € | -8,84% | 28 |
|
HAL HAL |
2025-11-03 | 2025-12-01 | 26,76 | 26,22 | 484,0543 | -274,85 € | -2,02% | 28 |
|
FCX FCX |
2025-07-01 | 2025-12-01 | 40,39 | 42,87 | 13,9587 | 34,03 € | 6,14% | 153 |
|
OXY OXY |
2025-11-03 | 2025-12-01 | 40,31 | 41,70 | 321,4307 | 436,17 € | 3,47% | 28 |
|
CRWD CRWD |
2025-10-01 | 2025-11-03 | 124,99 | 137,98 | 105,3761 | 1.354,30 € | 10,39% | 33 |
|
UBER UBER |
2025-10-01 | 2025-11-03 | 96,61 | 99,72 | 6,4141 | 19,31 € | 3,22% | 33 |
|
DOW DOW |
2025-06-02 | 2025-11-03 | 24,91 | 22,39 | 515,4112 | -1.310,37 € | -10,11% | 154 |
|
XLK XLK |
2025-09-02 | 2025-10-01 | 129,22 | 141,75 | 92,9838 | 1.151,64 € | 9,69% | 29 |
|
NFLX NFLX |
2025-08-01 | 2025-10-01 | 116,00 | 117,09 | 99,8968 | 97,26 € | 0,94% | 61 |
|
CTVA CTVA |
2025-09-02 | 2025-10-01 | 73,56 | 61,17 | 164,8864 | -2.052,85 € | -16,84% | 29 |
|
LRCX LRCX |
2025-09-02 | 2025-10-01 | 96,50 | 142,28 | 125,6900 | 5.737,28 € | 47,45% | 29 |
|
KLAC KLAC |
2025-09-02 | 2025-10-01 | 84,28 | 112,41 | 143,9149 | 4.032,46 € | 33,38% | 29 |
|
INTC INTC |
2025-08-01 | 2025-10-01 | 19,31 | 35,94 | 500,9738 | 8.313,19 € | 86,12% | 61 |
|
UBER UBER |
2025-08-01 | 2025-09-02 | 86,91 | 92,81 | 129,8318 | 753,96 € | 6,79% | 32 |
|
T T |
2025-06-02 | 2025-09-02 | 26,78 | 28,14 | 420,1675 | 562,28 € | 5,10% | 92 |
|
BAC BAC |
2025-07-01 | 2025-09-02 | 47,09 | 49,35 | 252,5073 | 555,75 € | 4,78% | 63 |
|
INTC INTC |
2025-08-01 | 2025-09-02 | 19,31 | 24,21 | 83,3703 | 406,50 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,43 | 97,27 | 115,5247 | -29,73 € | -0,16% | 63 |
|
FCX FCX |
2025-07-01 | 2025-09-02 | 40,29 | 44,57 | 12,0966 | 51,22 € | 10,62% | 63 |
|
DOW DOW |
2025-06-02 | 2025-09-02 | 24,91 | 23,53 | 29,5136 | -41,49 € | -5,55% | 92 |
|
CTVA CTVA |
2025-07-01 | 2025-08-01 | 74,56 | 70,65 | 144,2750 | -574,48 € | -5,25% | 31 |
|
NEM NEM |
2025-07-01 | 2025-08-01 | 58,21 | 61,93 | 202,0061 | 739,04 € | 6,39% | 31 |
|
BSX BSX |
2025-05-01 | 2025-08-01 | 103,25 | 105,41 | 108,8732 | 223,41 € | 2,09% | 92 |
|
T T |
2025-06-02 | 2025-08-01 | 26,78 | 26,86 | 4,7703 | 0,25 € | 0,30% | 60 |
|
WMT WMT |
2025-07-01 | 2025-08-01 | 97,43 | 97,67 | 5,1727 | 0,78 € | 0,25% | 31 |
|
CVS CVS |
2025-06-02 | 2025-08-01 | 61,36 | 60,92 | 175,1807 | -86,50 € | -0,71% | 60 |
|
EA EA |
2025-07-01 | 2025-08-01 | 158,44 | 156,46 | 74,2191 | -157,99 € | -1,24% | 31 |
|
ORLY ORLY |
2025-06-02 | 2025-07-01 | 91,38 | 90,50 | 122,5420 | -118,76 € | -0,96% | 29 |
|
CVS CVS |
2025-06-02 | 2025-07-01 | 61,36 | 67,12 | 7,3237 | 41,76 € | 9,40% | 29 |
|
CSCO CSCO |
2025-06-02 | 2025-07-01 | 62,41 | 67,55 | 133,0312 | 673,71 € | 8,22% | 29 |
|
CMG CMG |
2025-06-02 | 2025-07-01 | 49,84 | 58,24 | 224,6735 | 1.874,17 € | 16,85% | 29 |
|
SLB SLB |
2025-06-02 | 2025-07-01 | 32,18 | 34,26 | 347,9460 | 712,40 € | 6,47% | 29 |
|
HAL HAL |
2025-05-01 | 2025-07-01 | 19,32 | 20,73 | 577,3947 | 801,73 € | 7,29% | 61 |
|
OXY OXY |
2025-06-02 | 2025-07-01 | 40,38 | 41,99 | 40,0069 | 62,99 € | 4,00% | 29 |
|
CTVA CTVA |
2025-03-03 | 2025-06-02 | 59,93 | 70,43 | 172,6891 | 1.801,35 € | 17,52% | 91 |
|
NEM NEM |
2025-04-01 | 2025-06-02 | 47,56 | 55,00 | 209,1508 | 1.543,74 € | 15,64% | 62 |
|
WFC WFC |
2025-03-03 | 2025-06-02 | 74,42 | 73,12 | 151,7673 | -209,37 € | -1,76% | 91 |
|
UBER UBER |
2025-05-01 | 2025-06-02 | 80,89 | 83,64 | 131,1191 | 349,61 € | 3,40% | 32 |
|
NKE NKE |
2025-05-01 | 2025-06-02 | 55,37 | 60,46 | 191,5504 | 963,68 € | 9,20% | 32 |
|
SCHW SCHW |
2025-05-01 | 2025-06-02 | 80,23 | 87,01 | 103,1546 | 689,89 € | 8,44% | 32 |
|
PYPL PYPL |
2025-03-03 | 2025-06-02 | 68,59 | 70,32 | 163,5541 | 271,78 € | 2,53% | 91 |
|
NEM NEM |
2025-04-01 | 2025-05-01 | 47,56 | 50,71 | 2,9637 | 9,19 € | 6,63% | 30 |
|
CRWD CRWD |
2025-04-01 | 2025-05-01 | 90,60 | 107,97 | 111,3529 | 1.922,73 € | 19,18% | 30 |
|
BAC BAC |
2025-03-03 | 2025-05-01 | 43,79 | 39,08 | 249,9039 | -1.185,48 € | -10,74% | 59 |
|
ANET ANET |
2025-04-01 | 2025-05-01 | 78,49 | 87,84 | 8,4170 | 77,96 € | 11,91% | 30 |
|
WMT WMT |
2025-04-01 | 2025-05-01 | 87,88 | 96,37 | 113,5790 | 953,15 € | 9,66% | 30 |
|
NFLX NFLX |
2025-04-01 | 2025-05-01 | 92,84 | 113,35 | 108,6626 | 2.216,24 € | 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 | 59,81 | 62,93 | 10,6686 | 32,61 € | 5,22% | 29 |
|
FCX FCX |
2025-02-03 | 2025-04-01 | 35,28 | 37,52 | 292,4628 | 645,32 € | 6,36% | 57 |
|
CARR CARR |
2025-02-03 | 2025-04-01 | 62,04 | 62,42 | 164,5623 | 52,41 € | 0,61% | 57 |
|
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 |
|
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 |