My Darvas Box Backtesting for ISX
Ada yang bilang, trading tanpa backtesting sama saja dengan blind trade.
“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% |
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[...] Result Summaries (sorted by %Profit) [...]
My Darvas Box Backtesting for ISX « Ilmu Saham | ISX Stock Market Resource Center
November 3, 2008 at 2:14 am