Create a backtest sheet based on the gainers and losers to test the system

Job ID: 37574396

Budget: ₹600 – ₹1,500 INR

I am looking for a freelancer who can create a backtest sheet for my system based on the gainers and losers.

Identification of Gainers and Losers:
- The freelancer should be able to identify the gainers and losers based on stock price movement.

Time Period for Backtest:
- I have a specific time period in mind for the backtest.

Data in Backtest Results:
- I want to see both total return and risk measures in the backtest results.

Ideal Skills and Experience:
- Proficiency in creating backtest sheets and analyzing stock market data.
- Strong understanding of stock price movement and market capitalization.
- Ability to calculate total return and risk measures.
- Experience in backtesting systems and analyzing the results.

Create a backtest sheet based on the gainers and losers to test the system. Backtest rules:  Starting capital: 100000  Transaction cost: 0.05%  Buy top 10 gainers for the day and Short top 10 losers for the day at EOD o Buyprice will be the settlement price  Next day open close both the buy and short positions o Exitprice will be the open price of next day