Backtesting strategy report results and performance score

[Ramisegal]

Does anyone have a strategy with with back testing results they consider as a good strategy?
Do you use excel to do performance evaluation of the report or any other tool.

This is a link to an image of my strategy results which i would like to compare to other strategies. (no repainting or mutli time frame...)
https://drive.google.com/file/d/1wdko0uZHO__WUf0BUA-aufAsUnceH4oS/view?usp=sharing
link to the report...
https://drive.google.com/file/d/1veOYYC7If12p0QGcpaZiO5afjVs4ihyb/view?usp=sharing

 

[mashume]

Once upon a time I wrote a bunch of python code for doing comparative backtesting and strategy parameter optimization. I never quite got where I wanted though, and so the code has never been released. I may revisit it some day.

To answer your question, I have found several strategies that work well for a time, and then fail to work well. I have yet to determine if there is an underlying market motivation that causes them to do this... perhaps some macro economic catalyst that causes the nature of the trades that work (short vs long, scalp vs swing, etc...) to be more profitable than others.

I do not use excel for analysis, mostly because I find excel to be wildly frustrating more than helpful, though that is a personal issue, not a general issue with excel or people who use it.

Thank you for sharing your findings. It's always nice to see stuff around here that is different from the usual requests.

-mashume