Hello, I have been requested to back-test my strategy for the past 2 years and am looking for how to easily calculate the outcome. I already have about 200 trades for each 2012 & 2013 that I would have executed ready to calculate. Is there any websites or suggestions on where I could easily enter the tickers and trade dates to have it spit out a value? Thanks Brennen
A value of what? Backtests tend to generate a plethora of values. The values I prefer are the following. Some are atypical. Trade Count Winrate (%) Total Gain (%) Total Loss (%) Profit Factor Net Gain (%) Buy&Hold (%) Expectation Kelly fraction SAS Sorry, I don't know of any website that will calculate these or any other set of values.
You shoukd be able to do all of this in excel fairly easily if you are familiar with excel. How many different tickers did you trade?
Quantopian.com has a great online backtesting platform and provides you with plenty of stats. But you need to know how to code in Python & their timeframes are limited to days and minutes last time I checked. Still worth taking a look though.