BacktestingXL Pro

$74.95

BacktestingXL Pro is an add-in used to automatically backtest trading strategies in Microsoft Excel 2010-2016. It is specifically designed for testing end-of-day trading strategies in Excel using historical data.  It includes advanced backtesting capabilities that closely mimic real-life trading situations. Sold on MyCommerce.

Buy Now

Description

BacktestingXL Pro is an add-in used to automatically backtest trading strategies in Microsoft Excel 2010-2016. It is specifically designed for testing end-of-day trading strategies in Excel using historical data.

This product is sold on our MyCommerce store.

Product Features & Capabilities

BacktestingXL Pro can use either VBA code or pre-written shortcodes to build and evaluate trading strategies. VBA is optional – you can also create your trading rules in a using standard pre-written backtesting codes directly in Excel worksheets.  A combination of both VBA and shortcodes can be used.

BacktestingXL Pro includes advanced backtesting functionality for Excel. These capabilities can be used to closely mimic real-life trading situations and market participant behavior.  For example:

  • Pyramiding positions (change of position size during an open trade)
  • Long or Short position limits
  • Commission calculations
  • Equity curve calculation
  • Out-of-the-money limits
  • Execution price specification (trade today’s or tomorrow’s Open, Close, High or Low price in your backtest simulation)

Highly detailed strategy backtest performance reports are automatically generated.  These reports include:

  • Performance Summary Report (single view)
  • Data Series Report – trades, equity and profit/loss dynamics displayed in tables and charts
  • Trades Report – grouped by positions
  • Chronological Trades Report
  • Signals Report – every signal produced by the trading model strategy and their theoretical results
  • Settings Report – all configuration settings for that specific backtest
  • Strategy Code Report – the raw strategy code used to represent the trading model in the backtest

Benefits

  • Easy-to-create trading strategies (includes free sample strategies to easily understand how it works)
  • Implement trading strategies using pre-written Excel shortcodes or VBA code
  • Highly detailed backtest performance reports — learn instantly how your model may have performed during your specified historical time period
  • Easy equity curve tracking (including initial capital investment and commissions)
  • Separate long and short positions
  • Ability to test pyramiding vs. not pyramiding position sizes