Verifica storica della strategia e confronto con benchmark
| Tipo backtest | ML Backtest | Periodo | 2025-02-03 → 2026-07-10 |
|---|---|---|---|
| Strategia | ZAP | Model run | #8 |
| Benchmark | SPY | Status | completed |
| Rendimento totale strategia | 39,50% | Rendimento benchmark | 28,46% |
| Alpha vs benchmark | 11,05% | Volatilità | 18,13% |
| Sortino | 1,87 | Calmar | 1,55 |
| Profit Factor | 2,12 | Trade totali | 110 |
| Fees totali | 2.511,04 € | 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 | 2026-07-10 | 52,81 | 55,08 | 256,0101 | 567,04 € | 4,30% | 9 |
|
CARR CARR |
2026-07-01 | 2026-07-10 | 72,07 | 69,34 | 187,5939 | -525,14 € | -3,79% | 9 |
|
FCX FCX |
2026-07-01 | 2026-07-10 | 60,53 | 61,52 | 219,1346 | 203,46 € | 1,64% | 9 |
|
SLB SLB |
2026-06-01 | 2026-07-10 | 54,46 | 47,76 | 272,6756 | -1.841,16 € | -12,31% | 39 |
|
PYPL PYPL |
2026-06-01 | 2026-07-10 | 45,04 | 46,32 | 306,7823 | 378,00 € | 2,84% | 39 |
|
ZTS ZTS |
2026-06-01 | 2026-07-10 | 77,18 | 75,56 | 186,6100 | -316,13 € | -2,10% | 39 |
|
BSX BSX |
2026-03-02 | 2026-07-10 | 67,88 | 44,77 | 313,9780 | -7.269,27 € | -34,04% | 130 |
|
HAL HAL |
2026-02-02 | 2026-07-10 | 32,79 | 34,39 | 409,5697 | 639,58 € | 4,87% | 158 |
|
DOW DOW |
2026-02-02 | 2026-07-10 | 30,11 | 29,03 | 500,3662 | -555,70 € | -3,59% | 158 |
|
NKE NKE |
2026-03-02 | 2026-07-01 | 55,54 | 43,06 | 323,3425 | -4.050,34 € | -22,48% | 121 |
|
VZ VZ |
2026-05-01 | 2026-07-01 | 47,30 | 41,29 | 316,4528 | -1.917,29 € | -12,72% | 61 |
|
BMY BMY |
2026-05-01 | 2026-07-01 | 57,45 | 55,81 | 273,3169 | -463,35 € | -2,85% | 61 |
|
PYPL PYPL |
2026-06-01 | 2026-07-01 | 45,04 | 44,07 | 22,9384 | -23,30 € | -2,16% | 30 |
|
NKE NKE |
2026-03-02 | 2026-06-01 | 55,54 | 45,93 | 20,8745 | -201,63 € | -17,31% | 91 |
|
NEM NEM |
2026-05-01 | 2026-06-01 | 108,37 | 108,19 | 139,7815 | -39,86 € | -0,16% | 31 |
|
VZ VZ |
2026-05-01 | 2026-06-01 | 47,30 | 46,93 | 3,7700 | -1,59 € | -0,79% | 31 |
|
ABT ABT |
2026-05-01 | 2026-06-01 | 89,46 | 87,78 | 169,3237 | -299,33 € | -1,88% | 31 |
|
FCX FCX |
2026-05-01 | 2026-06-01 | 56,55 | 67,04 | 267,8637 | 2.791,93 € | 18,55% | 31 |
|
CVS CVS |
2026-04-01 | 2026-05-01 | 71,86 | 82,09 | 200,8010 | 2.037,85 € | 14,24% | 30 |
|
CMG CMG |
2026-03-02 | 2026-05-01 | 35,34 | 32,98 | 442,2130 | -1.056,36 € | -6,67% | 60 |
|
CMCSA CMCSA |
2026-04-01 | 2026-05-01 | 27,67 | 26,82 | 521,4265 | -456,39 € | -3,07% | 30 |
|
SLB SLB |
2026-03-02 | 2026-05-01 | 50,98 | 56,62 | 289,9273 | 1.619,67 € | 11,07% | 60 |
|
HAL HAL |
2026-02-02 | 2026-05-01 | 32,53 | 41,48 | 16,1871 | 144,21 € | 27,51% | 88 |
|
PYPL PYPL |
2025-12-01 | 2026-05-01 | 55,47 | 50,27 | 324,3777 | -1.701,52 € | -9,37% | 151 |
|
EL EL |
2026-04-01 | 2026-05-01 | 70,44 | 78,99 | 204,8537 | 1.736,73 € | 12,15% | 30 |
|
CTVA CTVA |
2026-03-02 | 2026-04-01 | 80,33 | 83,62 | 180,7014 | 578,03 € | 4,09% | 30 |
|
INTC INTC |
2026-03-02 | 2026-04-01 | 45,50 | 48,03 | 319,0466 | 791,86 € | 5,56% | 30 |
|
HAL HAL |
2026-02-02 | 2026-04-01 | 32,53 | 37,84 | 25,9194 | 136,54 € | 16,31% | 58 |
|
OXY OXY |
2026-03-02 | 2026-04-01 | 53,71 | 61,94 | 83,7294 | 684,59 € | 15,34% | 30 |
|
DOW DOW |
2026-02-02 | 2026-04-01 | 29,84 | 40,28 | 120,9992 | 1.258,17 € | 34,98% | 58 |
|
NOW NOW |
2026-02-02 | 2026-03-02 | 118,00 | 109,42 | 122,2173 | -1.062,00 € | -7,27% | 28 |
|
WFC WFC |
2026-02-02 | 2026-03-02 | 91,30 | 82,11 | 157,9645 | -1.464,06 € | -10,06% | 28 |
|
CSX CSX |
2026-01-02 | 2026-03-02 | 36,04 | 43,04 | 378,0541 | 2.629,20 € | 19,42% | 59 |
|
ANET ANET |
2026-02-02 | 2026-03-02 | 138,37 | 129,30 | 71,2788 | -655,71 € | -6,55% | 28 |
|
NFLX NFLX |
2026-01-02 | 2026-03-02 | 89,88 | 97,09 | 174,2586 | 1.239,96 € | 8,03% | 59 |
|
HAL HAL |
2026-02-02 | 2026-03-02 | 32,53 | 35,64 | 36,0324 | 110,83 € | 9,56% | 28 |
|
PFE PFE |
2026-01-02 | 2026-03-02 | 24,76 | 26,82 | 549,8762 | 1.117,23 € | 8,31% | 59 |
|
EA EA |
2026-01-02 | 2026-03-02 | 203,98 | 200,87 | 70,9673 | -235,03 € | -1,53% | 59 |
|
CSX CSX |
2026-01-02 | 2026-02-02 | 36,04 | 38,15 | 2,4073 | 4,98 € | 5,85% | 31 |
|
CMG CMG |
2025-08-01 | 2026-02-02 | 40,09 | 38,51 | 365,7510 | -593,46 € | -3,95% | 185 |
|
CARR CARR |
2025-09-02 | 2026-02-02 | 61,08 | 60,15 | 258,2189 | -256,13 € | -1,53% | 153 |
|
INTC INTC |
2026-01-02 | 2026-02-02 | 39,38 | 48,81 | 348,1972 | 3.266,50 € | 23,95% | 31 |
|
FCX FCX |
2025-07-01 | 2026-02-02 | 40,39 | 60,63 | 265,2887 | 5.352,97 € | 50,11% | 216 |
|
OXY OXY |
2026-01-02 | 2026-02-02 | 41,99 | 43,39 | 326,5867 | 445,27 € | 3,35% | 31 |
|
HAL HAL |
2025-11-03 | 2026-01-02 | 26,76 | 29,33 | 484,0543 | 1.228,99 € | 9,60% | 60 |
|
CMG CMG |
2025-08-01 | 2026-01-02 | 40,09 | 37,49 | 12,5066 | -33,04 € | -6,49% | 154 |
|
CMCSA CMCSA |
2025-10-01 | 2026-01-02 | 27,49 | 26,69 | 539,3748 | -449,90 € | -2,94% | 93 |
|
FCX FCX |
2025-07-01 | 2026-01-02 | 40,39 | 51,69 | 36,8335 | 414,28 € | 27,98% | 185 |
|
UBER UBER |
2025-10-01 | 2026-01-02 | 95,29 | 82,86 | 149,6077 | -1.871,81 € | -13,04% | 93 |
|
EL EL |
2025-12-01 | 2026-01-02 | 94,05 | 106,02 | 137,7090 | 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 | 61,29 | 64,38 | 211,3651 | 639,32 € | 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 |
|
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 | 92,9839 | 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 | 73,39 | 61,03 | 165,2664 | -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 | 26,42 | 27,77 | 425,7934 | 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 | 83,3704 | 406,50 € | 25,38% | 32 |
|
WMT WMT |
2025-07-01 | 2025-09-02 | 97,43 | 97,27 | 115,5247 | -29,74 € | -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 | 74,39 | 70,49 | 144,6075 | -574,47 € | -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 | 26,42 | 26,50 | 4,8342 | 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 | 62,18 | 67,29 | 133,5288 | 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 | 577,3946 | 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 | 59,79 | 70,27 | 173,0871 | 1.801,35 € | 17,52% | 91 |
|
NEM NEM |
2025-04-01 | 2025-06-02 | 47,56 | 55,00 | 209,1508 | 1.543,73 € | 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 | 54,88 | 59,93 | 193,2644 | 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 | 163,5542 | 271,78 € | 2,53% | 91 |
|
NEM NEM |
2025-04-01 | 2025-05-01 | 47,56 | 50,71 | 2,9636 | 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 | -1.185,47 € | -10,74% | 59 |
|
ANET ANET |
2025-04-01 | 2025-05-01 | 78,49 | 87,84 | 8,4169 | 77,96 € | 11,91% | 30 |
|
WMT WMT |
2025-04-01 | 2025-05-01 | 87,88 | 96,37 | 113,5791 | 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 | 59,68 | 62,79 | 10,6931 | 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 | 7,23 € | 0,17% | 28 |