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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