Swing Trading Fixed Profit Backtester Tool

Use this interactive tool to backtest BTFDBot's oversold strategies for different years and stock types. There is also a monthly backtester for longer term trend following strategies.

The time period selector selects the period the trades were entered. Losses will not be realised until two calendar years after the buy date. This normally results in most of the significant losses being booked in years where the market boomed (e.g. 2021) rather than major bear market years (e.g. 2022).






All Trades help:
Win rate: 92.98%
Average profit per trade: 7.32%.
Number of trades: 57
Average CAGR: 0%
Maximum Drawdown: -34.17%
Average Maximum Drawdown: -4.81%

Simulator Trades help:
Starting balance: $1000. Final balance: $1208.25
S&P 500 final balance: $1016.39
Final risk-free balance: $1040.00
Average % Cash: 81.26%
Sharpe Ratio: 0.31

Expectancy Calculations:
(Win% x Avg Win) + (Breakeven% x Avg Breakeven) – (Loss% x Avg Loss): (92.98% x 8.69%) + (3.51% x 0.62%) – (3.51% x 22.32%) = 7.32%

Backtest Simulator Trades
Tranche Start Trades End Result
1 $100 WIX  PPG  INSM  HSIC   $148.96 48.96%
2 $100 SCHW  HRZN   $108.46 8.46%
3 $100 BAC  SHAK   $116.38 16.38%
4 $100 PFG  CBRE   $116.69 16.69%
5 $100 AXP  LULU   $118.50 18.50%
6 $100 JPM  ACI   $116.73 16.73%
7 $100 V  UA  LKQ   $129.63 29.63%
8 $100 SLM   $107.93 7.93%
9 $100 COF  MRNA   $125.27 25.27%
10 $100 MA  HAS   $119.68 19.68%
$1000 $1208.25 20.83%

All Trades

Win/Loss chart key: square: win square: breakeven square: loss

Table key: select_check_box: profitable with CAGR above 15% select_check_box : profitable with CAGR between 5 and 15%
select_check_box : profitable but CAGR was below 5% disabled_by_default : losing trade (not profitable in a 2 year timeframe) electric_bolt : high CAGR trade schedule : open trade

No. Stock Signal and Score Signal Date Buy Price Max. DD Performance Profit / Loss Running Avg
1 Wix.com (WIX) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.998   FIRE SALE 24 Feb 2022 $83.26 select_check_box electric_boltelectric_boltelectric_bolt 8.26% 8.26 %
2 Charles Schwab (SCHW) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.97   07 Mar 2022 $77.38 -1.23% select_check_box electric_boltelectric_boltelectric_bolt 8.10% 8.18 %
3 Bank Of America (BAC) open_in_new Rate of Change   HIGH   smart_toy0.971   09 Mar 2022 $40.68 -0.48% select_check_box electric_boltelectric_boltelectric_bolt 8.17% 8.18 %
4 Principal Financial Group (PFG) open_in_new Rate of Change   HIGH   smart_toy0.962   10 Mar 2022 $65.40 select_check_box electric_boltelectric_boltelectric_bolt 8.34% 8.22 %
5 American Express (AXP) open_in_new Rate of Change   HIGH   smart_toy0.977   10 Mar 2022 $167.60 select_check_box electric_boltelectric_boltelectric_bolt 9.53% 8.48 %
6 JPMorgan Chase (JPM) open_in_new Rate of Change   HIGH   smart_toy0.969   10 Mar 2022 $131.86 -1.55% select_check_box electric_boltelectric_boltelectric_bolt 8.03% 8.41 %
7 Visa (V) open_in_new Rate of Change   HIGH   smart_toy0.973   10 Mar 2022 $197.44 select_check_box electric_boltelectric_boltelectric_bolt 9.10% 8.5 %
8 SLM (SLM) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.957   11 Mar 2022 $17.40 -8.85% select_check_box electric_bolt 7.90% 8.43 %
9 Capital One (COF) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.972   11 Mar 2022 $130.78 -0.84% select_check_box electric_boltelectric_bolt 8.81% 8.47 %
10 Mastercard (MA) open_in_new Rate of Change   HIGH   smart_toy0.96   11 Mar 2022 $327.41 select_check_box electric_boltelectric_boltelectric_bolt 10.91% 8.72 %
11 PPG Industries (PPG) open_in_new Rate of Change   HIGH   smart_toy0.995   FIRE SALE 11 Mar 2022 $120.93 select_check_box electric_boltelectric_boltelectric_bolt 7.57% 8.61 %
12 McDonalds (MCD) open_in_new Rate of Change   HIGH   smart_toy0.976   11 Mar 2022 $225.80 select_check_box electric_boltelectric_boltelectric_bolt 9.50% 8.68 %
13 Horizon Technology Finance (HRZN) open_in_new Rate of Change   HIGH   smart_toy0.986   15 Mar 2022 $13.56 -26.37% select_check_box 0.33% 8.04 %
14 Newell Brands (NWL) open_in_new Rate of Change   HIGH   smart_toy0.98   15 Mar 2022 $21.70 -1.17% select_check_box electric_bolt 8.50% 8.07 %
15 PepsiCo (PEP) open_in_new Rate of Change   HIGH   smart_toy0.988   15 Mar 2022 $158.16 select_check_box electric_boltelectric_bolt 8.22% 8.08 %
16 Flowers Foods (FLO) open_in_new Rate of Change   HIGH   smart_toy0.983   16 Mar 2022 $25.05 -0.28% select_check_box electric_boltelectric_bolt 8.76% 8.13 %
17 MarketAxess Holdings (MKTX) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.845   FIRE SALE 20 Apr 2022 $267.49 -16.95% select_check_box 9.26% 8.19 %
18 DENTSPLY Sirona (XRAY) open_in_new Rate of Change   HIGH   smart_toy0.849   FIRE SALE 04 May 2022 $41.24 -34.17% disabled_by_default -31.25% 6 %
19 American States Water (AWR) open_in_new Rate of Change   HIGH   smart_toy0.824   05 May 2022 $76.60 -6.22% select_check_box electric_bolt 7.83% 6.1 %
20 Lululemon Athletica (LULU) open_in_new Rate of Change   HIGH   smart_toy0.979   FIRE SALE 12 May 2022 $289.50 -10.96% select_check_box electric_bolt 8.18% 6.2 %
21 Under Armour (UA) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.978   FIRE SALE 12 May 2022 $9.38 select_check_box electric_boltelectric_boltelectric_bolt 10.07% 6.39 %
22 Pan American Silver (PAAS) open_in_new Rate of Change   HIGH   smart_toy0.992   12 May 2022 $21.24 select_check_box electric_boltelectric_boltelectric_bolt 7.91% 6.46 %
23 Prospect Capital (PSEC) open_in_new Rate of Change   HIGH   smart_toy0.978   12 May 2022 $7.51 -10.25% select_check_box electric_bolt 7.92% 6.52 %
24 S&P Global (SPGI) open_in_new Rate of Change   HIGH   smart_toy0.983   FIRE SALE 12 May 2022 $326.32 select_check_box electric_boltelectric_boltelectric_bolt 7.58% 6.56 %
25 Insmed (INSM) open_in_new Rate of Change   HIGH   smart_toy0.973   FIRE SALE 13 May 2022 $17.84 select_check_box electric_boltelectric_boltelectric_bolt 17.12% 6.99 %
26 Shake Shack (SHAK) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.975   FIRE SALE 13 May 2022 $45.73 -15.72% select_check_box electric_bolt 7.59% 7.01 %
27 Zscaler (ZS) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.995   FIRE SALE 13 May 2022 $147.73 -12.33% select_check_box electric_boltelectric_bolt 7.96% 7.04 %
28 Emerson Electric Company (EMR) open_in_new Rate of Change   HIGH   smart_toy0.976   13 May 2022 $83.44 -0.49% select_check_box electric_boltelectric_bolt 7.51% 7.06 %
29 WhiteHorse Finance (WHF) open_in_new Rate of Change   HIGH   smart_toy0.948   17 May 2022 $13.99 -10.22% select_check_box electric_bolt 7.97% 7.09 %
30 Walmart (WMT) open_in_new Rate of Change   HIGH   smart_toy0.989   24 May 2022 $40.89 -2.86% select_check_box electric_bolt 7.91% 7.12 %
31 Steven Madden (SHOO) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.983   25 May 2022 $34.54 select_check_box electric_boltelectric_boltelectric_bolt 8.21% 7.15 %
32 Regeneron Pharmaceuticals (REGN) open_in_new Rate of Change   HIGH   smart_toy0.974   17 Jun 2022 $573.28 select_check_box electric_bolt 9.06% 7.21 %
33 CBRE Group (CBRE) open_in_new Rate of Change   HIGH   smart_toy0.985   FIRE SALE 22 Jun 2022 $70.64 select_check_box electric_boltelectric_boltelectric_bolt 7.69% 7.23 %
34 Henry Schein (HSIC) open_in_new Rate of Change   HIGH   smart_toy0.961   22 Jun 2022 $74.88 -11.45% select_check_box 8.23% 7.26 %
35 Xcel Energy (XEL) open_in_new Rate of Change   HIGH   smart_toy0.983   22 Jun 2022 $65.11 select_check_box electric_boltelectric_boltelectric_bolt 7.77% 7.27 %
36 Fortis (FTS) open_in_new Rate of Change   HIGH   smart_toy0.97   22 Jun 2022 $45.01 -20.42% disabled_by_default -13.39% 6.7 %
37 Black Hills (BKH) open_in_new Rate of Change   HIGH   smart_toy0.991   22 Jun 2022 $68.10 select_check_box electric_boltelectric_boltelectric_bolt 7.94% 6.73 %
38 Consolidated Edison (ED) open_in_new Rate of Change   HIGH   smart_toy0.987   22 Jun 2022 $88.36 select_check_box electric_boltelectric_boltelectric_bolt 9.11% 6.79 %
39 Alliant Energy (LNT) open_in_new Rate of Change   HIGH   smart_toy0.971   23 Jun 2022 $56.08 select_check_box electric_boltelectric_bolt 8.46% 6.84 %
40 Fidus Investment (FDUS) open_in_new Rate of Change   HIGH   smart_toy0.98   24 Jun 2022 $17.73 -1.69% select_check_box electric_boltelectric_bolt 10.52% 6.93 %
41 WhiteHorse Finance (WHF) open_in_new Rate of Change   HIGH   smart_toy0.969   24 Jun 2022 $12.68 select_check_box electric_boltelectric_boltelectric_bolt 7.92% 6.95 %
42 Gladstone Capital (GLAD) open_in_new Rate of Change   HIGH   smart_toy0.971   27 Jun 2022 $19.91 select_check_box electric_boltelectric_bolt 8.24% 6.98 %
43 Kohls (KSS) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.903   FIRE SALE 08 Jul 2022 $28.84 -7.16% select_check_box electric_boltelectric_bolt 8.27% 7.01 %
44 National Beverage (FIZZ) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.898   26 Sep 2022 $40.44 -3.82% select_check_box electric_boltelectric_bolt 7.58% 7.03 %
45 Alliant Energy (LNT) open_in_new Rate of Change   HIGH   smart_toy0.953   04 Oct 2022 $54.76 -16.28% select_check_box 0.90% 6.89 %
46 Xcel Energy (XEL) open_in_new Rate of Change   HIGH   smart_toy0.963   04 Oct 2022 $66.08 -11.52% select_check_box electric_bolt 7.51% 6.9 %
47 Fortis (FTS) open_in_new Rate of Change   HIGH   smart_toy0.99   04 Oct 2022 $39.37 -9.02% select_check_box 7.77% 6.92 %
48 Consolidated Edison (ED) open_in_new Rate of Change   HIGH   smart_toy0.984   04 Oct 2022 $88.44 -9.15% select_check_box electric_bolt 8.40% 6.95 %
49 Black Hills (BKH) open_in_new Rate of Change   HIGH   smart_toy0.929   14 Oct 2022 $62.20 -1.12% select_check_box electric_boltelectric_bolt 8.33% 6.98 %
50 Albertsons (ACI) open_in_new bubble_chart Rate of Change   HIGH   smart_toy0.946   FIRE SALE 27 Oct 2022 $20.42 -5.41% select_check_box 8.05% 7 %
51 Alliant Energy (LNT) open_in_new Rate of Change   HIGH   smart_toy0.962   06 Oct 2023 $47.35 select_check_box electric_boltelectric_bolt 9.71% 7.06 %
52 Black Hills (BKH) open_in_new Rate of Change   HIGH   smart_toy0.978   FIRE SALE 06 Oct 2023 $47.50 select_check_box electric_boltelectric_bolt 8.49% 7.08 %
53 Consolidated Edison (ED) open_in_new Rate of Change   HIGH   smart_toy0.968   06 Oct 2023 $84.06 select_check_box electric_boltelectric_bolt 8.56% 7.11 %
54 Hasbro (HAS) open_in_new Rate of Change   HIGH   smart_toy0.89   FIRE SALE 01 Nov 2023 $45.52 -5.67% select_check_box electric_bolt 7.90% 7.13 %
55 Moderna Inc (MRNA) open_in_new Rate of Change   HIGH   smart_toy0.878   FIRE SALE 01 Nov 2023 $75.71 -10.46% select_check_box electric_boltelectric_bolt 15.14% 7.27 %
56 LKQ Corp (LKQ) open_in_new Rate of Change   HIGH   smart_toy0.899   02 Nov 2023 $43.19 select_check_box electric_bolt 7.89% 7.28 %
57 Henry Schein (HSIC) open_in_new Rate of Change   HIGH   smart_toy0.882   07 Nov 2023 $62.73 select_check_box electric_boltelectric_boltelectric_bolt 9.17% 7.32 %

 

Strategy summary: buy stocks at Rate of Change buy signal and sell if it reaches the specified percentage profit target. If it doesn't reach the profit target after 365 days then adjust the profit target to the buy price. Wait for another 365 days for the stock to reach this new breakeven target. If it doesn't reach the breakeven target then sell at whatever price the stock is at. This strategy does not use stop losses. Full details of the trading strategy are here.

Some trades will have significantly exceeded their designated profit target due to gaps up at the market open. This can be a significantly higher price due to takeover bids or periods of extreme market volatility (e.g. during March 2020 or April 2025).

Super Oversold buy signals are triggered if a stock falls a further 20% from the parent buy signal: 52: Super Oversold from a 52 Week Low. 26: Super Oversold from a 26 Week Low. MD: Super Oversold from a Mega Dump. RoC: Super Oversold from a Rate of Change. GD: Super Oversold from a large gap down (4 - 20%).

The current and previous year(s) may have trades in progress. These are excluded from expectancy calculations.

CAGR (Compound Annual Growth Rate) is the percentage return a trade makes on an annualised basis.