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Back-testing Result

Strategy Settings

Conditions Settings:

Market: Specify the market to which the strategy applies.

Factor Pool: Define the pool of factors or indicators that the strategy will consider when making decisions.

Period: Set the time frame or historical period for analyzing data and making trading decisions.

Buy Conditions:

Max Holdings: Determine the maximum number of positions or assets that the strategy can hold at any given time.

Order Based on Volume: Decide whether buy orders should be executed based on descending or ascending volume.

Risk Control:

Take Profit: Set the profit percentage at which the strategy will automatically close a position to secure gains.

Stop Loss: Define the maximum allowable loss percentage, triggering an automatic position closure to limit losses.

Holding Days: Specify the maximum number of days a position can be held before it is automatically closed.

These strategy settings provide the foundation for configuring and customizing your trading strategy, allowing you to adapt it to your specific trading goals and risk tolerance.

Rating Report

A "Rating Report" provides two key performance metrics for evaluating investment or trading strategies:

Max Expected Annualized Return: This metric represents the maximum expected annual return that a strategy is projected to achieve based on historical data and calculations. It offers an estimate of the strategy's potential profitability over a year.

Max Success Rate: The success rate indicates the highest percentage of successful or profitable trades that the strategy has historically achieved. It represents the strategy's ability to generate winning trades compared to losing ones.

These metrics are crucial for investors and traders as they help assess the potential returns and reliability of a particular strategy. The Max Expected Annualized Return gives an idea of the strategy's profit potential, while the Max Success Rate provides insight into its historical success in generating profitable trades. Both metrics are valuable for making informed investment decisions and evaluating the effectiveness of a trading or investment approach.

Back-testing Statistic

Provide select up to 3 years historical data

Holding Days: The number of days a trade is held within the back-testing period.

Total Trades: The total number of trades executed during the back-testing period.

Profit and Loss (P&L): The cumulative financial result of all trades, indicating the overall profit or loss generated by the trading strategy.

Profit and Loss Ratio: The ratio of total profits to total losses, helping assess the strategy's overall profitability.

Avg Gain Loss %: The average percentage gain or loss per trade, providing insights into the average profitability of each trade.

Interval Return: The return on investment (ROI) over specified intervals, helping evaluate performance over different time frames.

Annualized Return: The return on investment annualized to a yearly rate, allowing for comparisons with other investments.

Top Loss Percentage: The maximum percentage loss incurred on a single trade during the back-testing period.

Top Gain Percentage: The maximum percentage gain achieved on a single trade during the back-testing period.

These back-testing statistics provide valuable insights into the performance and risk associated with a trading strategy, helping traders and investors make informed decisions and refine their strategies for better results.

Profit and Loss Stocks Statistic

It provided the stocks profit and loss distribution rate and pie chart as 0 ~ 5%, 5% ~ 10%, 10% ~ 20%, and greater than 20%, -5% ~ 0, -10% ~ -5%, -20% ~ -10% and Less than -20%.

Historical Trades Record

"Historical Trades Record" refer to all the trades executed for a specified Back-testing Period.

Code: The financial instrument.

Name: The financial instrument name.

Bought Date: The date when the trade was executed to buy.

Sold Date: The date when the trade was executed to sell.

Bought Price: The price at which the trade was entered.

Sold Price: The price at which a trade was closed.

Profit or Loss: The financial result of a trade, indicating whether it was profitable or incurred a loss.

Profit or Loss %: The financial result of the trade, indicating whether it was profitable or incurred a loss by percentage.

Sold Reason: A position is closed based on Holding Days, Take Profit or Stop Loss

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