backtester
overview  |  tutorial
Be sure to take the short interactive tutorial   ⇈ 
buy rules(must meet all rules)
sort rule
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sell rules(any rule triggers sell)
simulation parameters
start
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portfolio size
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end
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brokerage $
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simulation was started on {{summary.date}} to accomodate available history
technical
avgvol(N, day)
beta(day)
close(day)
high(day)
low(day)
macd(day)
macdsignal(day)
mfi(day)
open(day)
rsi(day)
stochfast(day)
stochslow(day)
volume(day)
adjusted technical
adjclose(day)
sma(N, day)
stddev(N, day)
yearhigh(day)
yearlow(day)
fundamental
analysts(day)
bookvalue(day)
cashflowcontop(day)
currentassets(day)
currentdebt(day)
currentliabilities(day)
currentratio(day)
debttoequity(day)
dividendpershare(day)
dividendyield(day)
ebit(day)
ebitda(day)
enterprisevalue(day)
eps(day)
forwardeps(day)
forwardpe(day)
forwardpeg(day)
freecashflow(day)
grossmargin(day)
grossprofit(day)
intangibleassets(day)
inventory(day)
liabilities(day)
marketcap(day)
netincome(day)
operatingexpense(day)
operatingincome(day)
pricetobook(day)
pe(day)
peg(day)
pricetofreecashflow(day)
pricetosales(day)
quickratio(day)
receivables(day)
researchdev(day)
revenue(day)
roa(day)
roe(day)
roic(day)
shareholderequity(day)
sharesout(day)
totalassets(day)
totaldebt(day)
market indicators
spy(day)
spysma(N, day)
special sell functions
dayslive()
highestprice()
purchaseprice()
usage(day) → number of days in past to retrieve criteriaEx: close(5) retrieves the closing price 5 days ago(N, day) → N = days used to calculate criteriaEx: sma(50, 1) retrieves a 50 day sma of adjusted closing price 1 day agoDo not use "technical" and "adjusted technical" criteria in the same rule
SPY Annual growth:
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Simulation Annual growth:
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final simulation value
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final SPY value
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total simulation growth
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total SPY growth
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beta
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max draw down
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Transactions*
*all prices displayed as adjusted close
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Data source: CSI (www.csidata.com), Zacks Investment Research, Inc.
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