Enter tickers one by one together with Initial Capital or “n” tickers and Initial Capital will be
divided by “n” for each ticker. Click on add ticker(s) will always move chosen tickers to the table
Or upload tickers filtered from any relevant page through backtesting button.
Date, transaction fee, risk-free return and benchmark ticker is valid for all entered tickers.
Choose long or short trade.
Choose one of the methods offered and prepared, or design your own method by using Custom.
Value – currently daily and value type – one of the OHLC.
Prepared methods are ready to be adapted by period parameters.
Customized method is ready to be adapted by choosing:
Final Capital is calculated as Capital from Trading + sum of Dividends – sum of Fees. Capital from Trading
is Initial Capital capitalized by trading.
Sharpe Ratio is calculated as (Annual Return % - Risk Free Return %) / Annualized Standard Deviation
Calmar Ratio is calculated as Annual Return % / (Max Drawdown % in absolute value)
P/L Ratio is calculated as (Total Gain / Number of Winning Trades) / (Total Loss / Number of
If there are only profitable trades then P/L Ratio is calculated as (Total Gain / Number of Winning
Trades) / 1 and if there are only losing trades then 1 / (Total Loss / Number of Losing Trades)
APPT is calculated as (Number of Winning Trades / Number of Trades) * (Total Gain / Number of
Winning Trades) - (Number of Losing Trades / Number of Trades) * (Total Loss / Number of
If there are only profitable trades then APPT is calculated as (Total Gain / Number of Winning
Trades) and if there are only losing trades then (Total Loss / Number of Losing Trades).
Alpha is calculated as Annual Return % - Risk Free Return % - Beta * (Annual Benchmark Return %
- Risk Free Return %)
Beta is calculated as Covariance (returns, Benchmark returns) / Variance (Benchmark returns)
Copyright (c) 2020. All rights reserved. Before deciding to trade you should carefully consider your investment objectives, level of experience and your risk appetite. Forex and Tradegate quotes are realtime. Prices may not be accurate and may differ from the actual market price. Prices on the website are indicative and solely for informational purposes, not for trading purposes or advice. Please be aware of the risks associated with trading the on financial markets, it is one of the riskiest investment forms. Past performance does not guarantee future profits. We take no responsibility for any losses that may arise as a result of the data contained on this website. The content and the website are provided "as is", without any warranties. In no event will Finscreener.com, its employees, owners, directors, affiliates, partners, data provider, third party or anyone else liable to anyone else for any decision made regarding information on this website.