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
underneath.

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:

Short trade is directly doing short sell or cover buy at testing process.
Change any of set up parameter and run with changed one any time until reset button is used.
It is recommended to test here the American Markets, although other markets are also available.
Historical data starts differently, American Markets from 2007. Exact date check on Historical quotes.
Delete the ticker from the table before pressing the “Run” button.

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
Losing Trades).
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
Losing Trades).
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)