Ada yang bilang, trading tanpa backtesting sama saja dengan blind trade.
Berikut backtesting untuk Sistem Trading Darvas Box pada saham-saham BEI.
Backtesting date: 29/05/2008.
By: Budi Wiyono
Here is the result.
Pls give me comment & feedback.
Asumtion:
Initial Equity = 20.000.
Darvas Box Backtesting for ISX Detail Result
Result Summaries (sorted by %Profit):
"If you have not back tested your trading system, you might as well trade with your eyes close"
Berikut backtesting untuk Sistem Trading Darvas Box pada saham-saham BEI.
Backtesting date: 29/05/2008.
By: Budi Wiyono
Here is the result.
Pls give me comment & feedback.
Asumtion:
Initial Equity = 20.000.
Darvas Box Backtesting for ISX Detail Result
Result Summaries (sorted by %Profit):
Ticker | Total Profit | % Profit |
BUMI | 622.094,85 | 3110,47% |
SMAR | 468.808,04 | 2344,04% |
JAKA | 275.454,54 | 1377,27% |
INCO | 262.114,21 | 1310,57% |
BBLD | 226.396,05 | 1131,98% |
TINS | 212.090,67 | 1060,45% |
FISH | 207.241,12 | 1036,21% |
SONA | 201.428,58 | 1007,14% |
DAVO | 189.452,68 | 947,26% |
BRPT | 189.295,06 | 946,48% |
IIKP | 187.577,17 | 937,89% |
ATPK | 141.290,32 | 706,45% |
ELTY | 139.498,48 | 697,49% |
DILD | 130.902,31 | 654,51% |
TMPI | 130.661,57 | 653,31% |
JRPT | 122.119,02 | 610,60% |
SOBI | 121.251,92 | 606,26% |
HEXA | 119.944,40 | 599,72% |
DNET | 115.611,34 | 578,06% |
PTBA | 113.538,86 | 567,69% |
PWON | 110.427,20 | 552,14% |
SIIP | 108.772,35 | 543,86% |
SHDA | 94.726,53 | 473,63% |
PLAS | 91.316,52 | 456,58% |
AALI | 89.497,81 | 447,49% |
CTRS | 83.286,78 | 416,43% |
BHIT | 83.128,12 | 415,64% |
SQBI | 79.047,62 | 395,24% |
INKP | 74.682,71 | 373,41% |
SSIA | 71.500,00 | 357,50% |
ANTM | 69.814,16 | 349,07% |
ITTG | 66.311,47 | 331,56% |
UNTR | 65.696,56 | 328,48% |
UNSP | 63.011,63 | 315,06% |
BBNI | 61.291,72 | 306,46% |
HADE | 60.929,60 | 304,65% |
JKSW | 59.130,36 | 295,65% |
CNKO | 59.064,94 | 295,32% |
HERO | 57.977,78 | 289,89% |
BMTR | 57.670,52 | 288,35% |
PGAS | 56.864,88 | 284,32% |
SULI | 55.070,12 | 275,35% |
SQMI | 54.545,45 | 272,73% |
LPKR | 54.096,76 | 270,48% |
LSIP | 53.150,23 | 265,75% |
MAYA | 53.004,55 | 265,02% |
CTBN | 50.588,24 | 252,94% |
ALKA | 50.408,33 | 252,04% |
CNKO-W2 | 47.142,86 | 235,71% |
MDLN | 46.392,93 | 231,96% |
EPMT | 45.894,12 | 229,47% |
TKIM | 45.102,91 | 225,51% |
BCIC-W4 | 43.333,33 | 216,67% |
SKLT | 38.571,43 | 192,86% |
SMCB | 38.568,70 | 192,84% |
PTRA | 38.558,78 | 192,79% |
NISP | 37.695,53 | 188,48% |
BSWD | 36.250,00 | 181,25% |
SMMA | 35.889,91 | 179,45% |
SMRA | 35.461,06 | 177,31% |
INTP | 34.175,18 | 170,88% |
HITS | 33.404,16 | 167,02% |
RMBA | 31.630,61 | 158,15% |
MERK | 31.176,40 | 155,88% |
DOID | 30.780,56 | 153,90% |
CLPI | 28.966,17 | 144,83% |
KLBF | 28.613,20 | 143,07% |
BLTA | 28.535,94 | 142,68% |
CMNP | 28.229,68 | 141,15% |
GDYR | 28.190,61 | 140,95% |
ADHI | 27.777,44 | 138,89% |
PANR | 27.474,35 | 137,37% |
JPFA | 26.676,86 | 133,38% |
SMDR | 26.635,39 | 133,18% |
YULE | 26.153,85 | 130,77% |
MITI | 25.709,90 | 128,55% |
LTLS | 25.666,57 | 128,33% |
SPMA | 25.251,88 | 126,26% |
BBCA | 24.828,89 | 124,14% |
BFIN | 24.628,03 | 123,14% |
IKAI | 24.408,37 | 122,04% |
CFIN | 24.234,00 | 121,17% |
PWSI | 23.076,92 | 115,38% |
LQ45 | 22.542,73 | 112,71% |
IHSG | 22.280,38 | 111,40% |
AISA | 22.056,26 | 110,28% |
BKSW | 21.276,83 | 106,38% |
ADES | 20.996,16 | 104,98% |
FAST | 20.519,49 | 102,60% |
BTEL | 20.000,00 | 100,00% |
DSUC | 19.918,61 | 99,59% |
ULTJ | 19.624,10 | 98,12% |
KPIG | 19.311,66 | 96,56% |
PRAS | 19.195,10 | 95,98% |
AKRA | 19.015,38 | 95,08% |
LAMI | 18.863,64 | 94,32% |
LMAS | 18.021,33 | 90,11% |
PJAA | 16.667,54 | 83,34% |
HMSP | 15.494,67 | 77,47% |
ARTA | 15.342,49 | 76,71% |
OMRE | 14.997,24 | 74,99% |
GSMF | 14.986,61 | 74,93% |
BNGA-W | 14.768,62 | 73,84% |
JPRS | 14.587,79 | 72,94% |
MYOR | 13.967,52 | 69,84% |
TRUB-W | 13.783,78 | 68,92% |
SIMM | 13.538,31 | 67,69% |
TURI | 13.302,26 | 66,51% |
DUTI | 12.997,54 | 64,99% |
ARTI | 12.631,58 | 63,16% |
MYRXP | 12.082,88 | 60,41% |
MEGA | 12.057,80 | 60,29% |
INAF | 12.041,72 | 60,21% |
SCPI | 11.988,38 | 59,94% |
ASII | 11.713,90 | 58,57% |
KREN | 11.649,57 | 58,25% |
MFIN | 11.379,31 | 56,90% |
FMII | 11.328,03 | 56,64% |
BABP-W | 11.000,00 | 55,00% |
AMAG-W | 10.814,81 | 54,07% |
PNBN | 10.708,05 | 53,54% |
JIHD | 10.633,89 | 53,17% |
MKDO | 10.609,63 | 53,05% |
MLBI | 10.488,09 | 52,44% |
PBRX | 10.254,71 | 51,27% |
LPKR-W1 | 9.946,52 | 49,73% |
LPPS | 9.590,13 | 47,95% |
SIPD | 9.548,26 | 47,74% |
SMMA-W2 | 9.387,75 | 46,94% |
BLTA-W | 9.384,89 | 46,92% |
TRUB | 9.318,18 | 46,59% |
AMFG | 8.554,09 | 42,77% |
APOL | 8.396,23 | 41,98% |
BBRI | 8.388,53 | 41,94% |
INDF | 8.262,53 | 41,31% |
SMGR | 8.229,31 | 41,15% |
TMAS | 7.885,25 | 39,43% |
BTEL-W | 7.804,88 | 39,02% |
TSPC | 7.591,99 | 37,96% |
MTDL | 7.502,63 | 37,51% |
ALFA | 7.316,48 | 36,58% |
AKPI | 6.909,01 | 34,55% |
ISAT | 6.874,59 | 34,37% |
PTRO | 6.839,80 | 34,20% |
STTP | 6.809,27 | 34,05% |
FASW | 6.765,16 | 33,83% |
APEX | 6.238,25 | 31,19% |
DPNS | 5.972,92 | 29,86% |
HDTX | 5.727,13 | 28,64% |
MRAT | 5.666,30 | 28,33% |
RICY | 5.644,91 | 28,22% |
UNVR | 5.602,70 | 28,01% |
BBNP | 5.017,76 | 25,09% |
PEGE-W | 5.000,00 | 25,00% |
TLKM | 4.888,99 | 24,44% |
DLTA | 4.749,18 | 23,75% |
ARNA | 4.677,42 | 23,39% |
INCF | 4.661,67 | 23,31% |
SMMA-W3 | 4.335,38 | 21,68% |
CPRO-W | 4.210,53 | 21,05% |
ADMG | 4.106,72 | 20,53% |
GRIV | 3.743,92 | 18,72% |
GGRM | 3.266,38 | 16,33% |
TRIM | 3.238,82 | 16,19% |
TOTO | 3.169,75 | 15,85% |
RELI | 3.167,42 | 15,84% |
KARK | 3.012,34 | 15,06% |
CPRO | 2.912,62 | 14,56% |
IGAR | 2.855,48 | 14,28% |
AUTO | 2.838,67 | 14,19% |
BBIA | 2.771,63 | 13,86% |
MBAI | 2.728,73 | 13,64% |
PNBN-W | 2.536,97 | 12,68% |
MAPI | 2.200,00 | 11,00% |
JTPE | 2.147,96 | 10,74% |
ENRG | 2.142,46 | 10,71% |
BMRI | 2.043,21 | 10,22% |
BATI | 1.800,58 | 9,00% |
CKRA | 1.679,96 | 8,40% |
BRNA | 1.643,78 | 8,22% |
LPGI | 1.595,27 | 7,98% |
MEDC | 1.510,52 | 7,55% |
CTTH | 1.187,18 | 5,94% |
SULI-W | 1.088,44 | 5,44% |
SSTM | 913,47 | 4,57% |
PAFI | 760,23 | 3,80% |
CITA | 681,82 | 3,41% |
BNBR | 668,67 | 3,34% |
ANTA | 624,46 | 3,12% |
AKSI | 588,24 | 2,94% |
BMSR | 370,79 | 1,85% |
PTSP | 319,30 | 1,60% |
MDRN | 319,28 | 1,60% |
BBLD-W | - | 0,00% |
MLIA-W | - | 0,00% |
MLIA-W2 | - | 0,00% |
AKKU | (61,00) | -0,31% |
DYNA | (88,15) | -0,44% |
SUDI | (90,91) | -0,45% |
BTEK-W | (174,71) | -0,87% |
BCAP | (197,03) | -0,99% |
TBLA | (233,27) | -1,17% |
BCIC | (253,16) | -1,27% |
PNIN | (298,51) | -1,49% |
LPPF | (400,00) | -2,00% |
AIMS | (503,93) | -2,52% |
TIRA | (521,74) | -2,61% |
INTA | (530,44) | -2,65% |
MLIA | (623,97) | -3,12% |
CPIN | (703,08) | -3,52% |
RALS | (720,63) | -3,60% |
LAPD | (838,19) | -4,19% |
KOPI | (909,09) | -4,55% |
PUDP | (1.023,96) | -5,12% |
TBLA-W | (1.077,58) | -5,39% |
TBMS | (1.095,78) | -5,48% |
ADMF | (1.143,20) | -5,72% |
WOMF | (1.311,48) | -6,56% |
ESTI | (1.383,00) | -6,92% |
KAEF | (1.498,05) | -7,49% |
TOTL | (1.518,99) | -7,59% |
MAMIP | (1.538,46) | -7,69% |
BDMN | (1.792,43) | -8,96% |
JECC | (1.796,73) | -8,98% |
BNGA | (1.817,32) | -9,09% |
CTRA | (1.881,18) | -9,41% |
SAIP | (1.882,35) | -9,41% |
APLI | (1.895,83) | -9,48% |
BKSL | (1.970,86) | -9,85% |
TRST | (1.985,73) | -9,93% |
LPCK | (2.129,72) | -10,65% |
BNBA | (2.191,78) | -10,96% |
LPBN | (2.194,42) | -10,97% |
WICO | (2.222,23) | -11,11% |
ABDA | (2.337,73) | -11,69% |
TGKA | (2.460,85) | -12,30% |
LMSH | (2.591,30) | -12,96% |
UNIC | (2.756,44) | -13,78% |
MICE | (2.782,61) | -13,91% |
SUGI | (2.810,64) | -14,05% |
AMAG | (2.946,70) | -14,73% |
BASS | (3.000,00) | -15,00% |
CEKA | (3.284,10) | -16,42% |
INDS | (3.289,10) | -16,45% |
BATA | (3.327,08) | -16,64% |
CPRO-W2 | (3.888,89) | -19,44% |
MASA | (3.898,70) | -19,49% |
VOKS | (3.900,62) | -19,50% |
ARGO | (4.205,13) | -21,03% |
LPIN | (4.335,67) | -21,68% |
PNLF | (4.372,09) | -21,86% |
DEFI | (4.382,03) | -21,91% |
ASGR | (4.508,21) | -22,54% |
CPRO-W4 | (4.615,38) | -23,08% |
IDKM | (4.732,85) | -23,66% |
RDTX | (4.788,88) | -23,94% |
DVLA | (4.964,98) | -24,82% |
ASDM | (5.103,58) | -25,52% |
ABBA | (5.125,56) | -25,63% |
SIMA | (5.127,32) | -25,64% |
MAIN | (5.272,73) | -26,36% |
DART | (5.334,46) | -26,67% |
TRUS | (5.340,60) | -26,70% |
INPC | (5.384,22) | -26,92% |
KONI | (5.454,55) | -27,27% |
BIPP | (5.677,56) | -28,39% |
PEGE | (5.691,99) | -28,46% |
FORU | (5.706,01) | -28,53% |
ASIA | (5.714,29) | -28,57% |
EXCL | (5.740,74) | -28,70% |
KIJA | (5.861,72) | -29,31% |
RUIS | (6.257,91) | -31,29% |
INTD | (6.273,45) | -31,37% |
LPLI | (6.290,24) | -31,45% |
MYTX | (6.326,30) | -31,63% |
CMPP | (6.376,62) | -31,88% |
BUDI | (6.420,31) | -32,10% |
SRSN | (6.439,67) | -32,20% |
ASJT | (6.473,43) | -32,37% |
MLPL | (6.544,19) | -32,72% |
ZBRA | (6.583,85) | -32,92% |
MAMI | (6.639,88) | -33,20% |
ETWA | (6.674,45) | -33,37% |
TCID | (6.677,60) | -33,39% |
INDR | (6.765,43) | -33,83% |
FPNI | (6.781,02) | -33,91% |
SMSM | (6.794,82) | -33,97% |
PLIN | (6.817,83) | -34,09% |
SCCO | (6.872,75) | -34,36% |
BTEK | (7.056,62) | -35,28% |
PNSE | (7.058,83) | -35,29% |
DSFI | (7.087,08) | -35,44% |
BIMA | (7.103,83) | -35,52% |
BRAM | (7.217,19) | -36,09% |
BNII | (7.232,51) | -36,16% |
MTFN | (7.571,42) | -37,86% |
TIRT | (7.688,59) | -38,44% |
BTON | (7.705,03) | -38,53% |
PNLF-W | (7.725,96) | -38,63% |
MREI | (7.948,78) | -39,74% |
RIMO | (8.172,17) | -40,86% |
KKGI | (8.225,50) | -41,13% |
NIPS | (8.384,95) | -41,92% |
IDKM-W | (8.447,85) | -42,24% |
KICI | (8.546,80) | -42,73% |
INDX | (8.568,62) | -42,84% |
CPDW | (8.676,05) | -43,38% |
ASBI | (8.887,55) | -44,44% |
SCMA | (9.243,76) | -46,22% |
PICO | (9.287,94) | -46,44% |
BNLI | (9.768,59) | -48,84% |
IKBI | (10.047,45) | -50,24% |
ALMI | (10.102,66) | -50,51% |
PNIN-W | (10.153,85) | -50,77% |
MPPA | (10.540,83) | -52,70% |
GEMA | (10.642,54) | -53,21% |
JSPT | (10.666,67) | -53,33% |
POOL | (10.720,00) | -53,60% |
MYRX | (10.735,13) | -53,68% |
RAJA | (10.912,33) | -54,56% |
CPRO-W3 | (10.942,03) | -54,71% |
BAYU | (10.971,00) | -54,86% |
IMAS | (10.994,59) | -54,97% |
KARW | (11.536,53) | -57,68% |
PYFA | (11.596,70) | -57,98% |
LMPI | (11.716,00) | -58,58% |
KBLI | (11.724,91) | -58,62% |
CNTX | (11.768,71) | -58,84% |
MIRA | (11.885,68) | -59,43% |
KDSI | (11.955,95) | -59,78% |
ASRM | (12.011,47) | -60,06% |
SDPC | (12.240,16) | -61,20% |
INAI | (12.498,02) | -62,49% |
ERTX | (12.643,98) | -63,22% |
SAFE | (12.814,29) | -64,07% |
INCI | (12.886,07) | -64,43% |
SUBA | (13.214,28) | -66,07% |
RODA | (13.408,13) | -67,04% |
BEKS | (13.541,81) | -67,71% |
KBLM | (13.548,06) | -67,74% |
SMPL | (13.649,77) | -68,25% |
RBMS | (14.002,54) | -70,01% |
IATG | (14.012,60) | -70,06% |
TFCO | (14.121,86) | -70,61% |
META | (14.382,05) | -71,91% |
BVIC | (14.666,67) | -73,33% |
EKAD | (14.939,84) | -74,70% |
CENT | (15.041,87) | -75,21% |
SHID | (15.117,99) | -75,59% |
SMDM | (15.241,27) | -76,21% |
BABP | (15.707,04) | -78,54% |
LION | (15.755,31) | -78,78% |
GMTD | (16.724,91) | -83,62% |
TMPO | (16.788,18) | -83,94% |
TKGA | (16.971,20) | -84,86% |
POLY | (17.460,33) | -87,30% |
BVIC-W | (17.798,17) | -88,99% |
PSDN | (18.027,17) | -90,14% |
WAPO | (18.189,07) | -90,95% |
APIC | (18.466,84) | -92,33% |
AHAP | (18.574,63) | -92,87% |
AQUA | (19.506,01) | -97,53% |
MLND | (20.000,00) | -100,00% |