Backtest
- The backtest simulates the training of the model every month since 2021-01 and then tests it on the following month's unseen data
- This is effectively the alerts that would have been generated if the model had been running live since 2021-01
ALL ALERTS
| ALERTS_STAKE |
ALERTS_PROFIT |
ALERTS_ROI |
£20/UNIT_PROFIT |
£50/UNIT_PROFIT |
| 83341.0 |
5474.03 |
6.6 |
£109,480.60 |
£273,701.50 |
BY SELECTION
| selection |
ALERTS_STAKE |
ALERTS_PROFIT |
ALERTS_ROI |
£20/UNIT_PROFIT |
£50/UNIT_PROFIT |
| o |
44587 |
2076.22 |
4.7 |
£41,524.40 |
£103,811.00 |
| u |
38754 |
3397.81 |
8.8 |
£67,956.20 |
£169,890.50 |
BY YEAR
| year |
ALERTS_STAKE |
ALERTS_PROFIT |
ALERTS_ROI |
£20/UNIT_PROFIT |
£50/UNIT_PROFIT |
| 2021 |
26380 |
1611.79 |
6.1 |
£32,235.80 |
£80,589.50 |
| 2022 |
22576 |
1431.80 |
6.3 |
£28,636.00 |
£71,590.00 |
| 2023 |
18171 |
1276.10 |
7.0 |
£25,522.00 |
£63,805.00 |
| 2024 |
16214 |
1154.34 |
7.1 |
£23,086.80 |
£57,717.00 |
Last Updated: 2025-04-21 12:56:47