An Easy Way to use Excel to Backtest a Trading Strategy – Part 2

Renko Capital Graph

Continuing on from the previous article about how to use excel to backtest a trading strategy.

For further information about backtesting trading strategies in Excel see the next article in this series: Use Excel to Backtest a Trading Strategy using an ATR Stop-loss.

Formulas Used

Gross Profit =sumif(range,”>0″)
Gross Loss =sumif(range,”<0″)
Net Profit =sum(range)
Number of Winning Trades =countif(range,”>0″)
Number of Losing Trades =countif(range,”<0″)
% Winning Trades =no. winning trades/no. winning trades+no. losing trades
Largest Profitable Trade =max(range)
Largest Losing Trade =min(range)
Number years trading =sum(no. winning trades+no. losing trades)
Percentage Profit p/a =((profit end/profit start)^(1/no. years trading))-1

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