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.
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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
