Spreadsheet: 212660d1360184652-executing-task-without-overlap-backtesting
Sheet: BackTesting

Date | Open | High | Low | Close | [NAME] | [NAME] | OverSold | Yes/No | OS days | 5 Day OS |  |  |  | Buy |  | Buy Price |  | TR | ATR | ATR*2 |  | Stop Loss | [NAME] |  | Sell | Sell Price
2012-02-09 00:00:00 | 612.02 | 614.5 | 609 | 611.46
2012-02-10 00:00:00 | 607.88 | 608.13 | 604 | 605.91
2012-02-13 00:00:00 | 610.5 | 613.84 | 610.02 | 612.2
2012-02-14 00:00:00 | 611.54 | 612 | 604.76 | 609.76
2012-02-15 00:00:00 | 612.93 | 612.93 | 602.56 | 605.56
2012-02-16 00:00:00 | 602.82 | 608.81 | 597.73 | 606.52
2012-02-17 00:00:00 | 604.97 | 607.63 | 602.4 | 604.64
2012-02-21 00:00:00 | 603.87 | 617.88 | 602.88 | 614
2012-02-22 00:00:00 | 611.96 | 616.78 | 606.71 | 607.94
2012-02-23 00:00:00 | 607 | 607.94 | 600.35 | 606.11
2012-02-24 00:00:00 | 607.35 | 611.65 | 605.51 | 609.9
2012-02-27 00:00:00 | 606.59 | 612.36 | 605.06 | 609.31
2012-02-28 00:00:00 | 610 | 619.77 | 607.68 | 618.39
2012-02-29 00:00:00 | 618.6 | 625.6 | 615.5 | 618.25
2012-03-01 00:00:00 | 622.26 | 625.7 | 618.15 | 622.4
2012-03-02 00:00:00 | 622 | 624 | 620.32 | 621.25
2012-03-05 00:00:00 | 620.43 | 622.49 | 611.38 | 614.25
2012-03-06 00:00:00 | 608.05 | 608.81 | 593.84 | 604.96
2012-03-07 00:00:00 | 609.05 | 611.19 | 605.86 | 606.8
2012-03-08 00:00:00 | 610.04 | 611.5 | 606.35 | 607.14
2012-03-09 00:00:00 | 607.95 | 611.9 | 600 | 600.25
2012-03-12 00:00:00 | 600 | 607 | 599.26 | 605.15
2012-03-13 00:00:00 | 608.75 | 617.85 | 605.55 | 617.78
2012-03-14 00:00:00 | 615 | 622.78 | 613.46 | 615.99
2012-03-15 00:00:00 | 616.6 | 623.5 | 614.83 | 621.13
2012-03-16 00:00:00 | 620.89 | 625.91 | 620.05 | 625.04
2012-03-19 00:00:00 | 623.12 | 637.27 | 621.24 | 633.98
2012-03-20 00:00:00 | 630.92 | 636.06 | 627.27 | 633.49
2012-03-21 00:00:00 | 634.61 | 647.39 | 632.51 | 639.98
2012-03-22 00:00:00 | 638.5 | 648.8 | 631 | 646.05
2012-03-23 00:00:00 | 646.6 | 648.5 | 640.9 | 642.59
2012-03-26 00:00:00 | 645 | 649.49 | 639.54 | 649.33
2012-03-27 00:00:00 | 647.03 | 653.5 | 644.8 | 647.02
2012-03-28 00:00:00 | 652.03 | 658.59 | 651.08 | 655.76
2012-03-29 00:00:00 | 653.44 | 656.59 | 644.3 | 648.41
2012-03-30 00:00:00 | 651.75 | 653.49 | 641 | 641.24
2012-04-02 00:00:00 | 640.77 | 647.5 | 634.84 | 646.92
2012-04-03 00:00:00 | 645.41 | 647.95 | 638.64 | 642.62
2012-04-04 00:00:00 | 638.45 | 639 | 631.1 | 635.15
2012-04-05 00:00:00 | 632.24 | 636.43 | 628.57 | 632.32
2012-04-09 00:00:00 | 628.48 | 635.33 | 625.29 | 630.84
2012-04-10 00:00:00 | 633.52 | 634.5 | 624.55 | 626.86
2012-04-11 00:00:00 | 633.97 | 636 | 631.3 | 635.96
2012-04-12 00:00:00 | 642.35 | 653.14 | 640.26 | 651.01
2012-04-13 00:00:00 | 647.55 | 648.99 | 623.54 | 624.6
2012-04-16 00:00:00 | 623 | 623.81 | 601.66 | 606.07
2012-04-17 00:00:00 | 608.56 | 617.69 | 607.01 | 609.57
2012-04-18 00:00:00 | 608.05 | 612.8 | 602.81 | 607.45
2012-04-19 00:00:00 | 605.69 | 616.26 | 599 | 599.3
2012-04-20 00:00:00 | 604.25 | 608.85 | 595.83 | 596.06
2012-04-23 00:00:00 | 592.9 | 598.45 | 590.2 | 597.6
2012-04-24 00:00:00 | 598.24 | 606.63 | 597.32 | 601.27
2012-04-25 00:00:00 | 604 | 611.35 | 602.88 | 609.72
2012-04-26 00:00:00 | 610.91 | 618 | 609.7 | 615.47
2012-04-27 00:00:00 | 615.02 | 616.74 | 610.6 | 614.98
2012-04-30 00:00:00 | 612.99 | 616.08 | 600.61 | 604.85
2012-05-01 00:00:00 | 603.79 | 611.6 | 600.19 | 604.43
2012-05-02 00:00:00 | 601.2 | 608.11 | 600.61 | 607.26
2012-05-03 00:00:00 | 609.62 | 614.83 | 608.95 | 611.02
2012-05-04 00:00:00 | 605.92 | 607.89 | 596.81 | 596.97
2012-05-07 00:00:00 | 595 | 610.57 | 595 | 607.55
2012-05-08 00:00:00 | 605.53 | 616.9 | 600.7 | 612.79
2012-05-09 00:00:00 | 606.82 | 616.38 | 601.81 | 609.15
2012-05-10 00:00:00 | 612.96 | 616.19 | 610.23 | 613.66
2012-05-11 00:00:00 | 610.35 | 614.55 | 604.77 | 605.23
2012-05-14 00:00:00 | 600.78 | 608.5 | 600.58 | 604
2012-05-15 00:00:00 | 605.35 | 615 | 603.75 | 611.11
2012-05-16 00:00:00 | 617.96 | 630.1 | 615.94 | 628.93
2012-05-17 00:00:00 | 633.83 | 637.85 | 621.23 | 623.05
2012-05-18 00:00:00 | 625.1 | 632.42 | 596.7 | 600.4
2012-05-21 00:00:00 | 600.51 | 615.69 | 600 | 614.11
2012-05-22 00:00:00 | 613.44 | 613.81 | 596 | 600.8
2012-05-23 00:00:00 | 601.65 | 609.6 | 597.12 | 609.46
2012-05-24 00:00:00 | 609.16 | 611.92 | 598.87 | 603.66
2012-05-25 00:00:00 | 601 | 601.73 | 588.28 | 591.53
2012-05-29 00:00:00 | 595.81 | 599.13 | 588.32 | 594.34
2012-05-30 00:00:00 | 588.16 | 591.9 | 583.53 | 588.23
2012-05-31 00:00:00 | 588.72 | 590 | 579 | 580.86
2012-06-01 00:00:00 | 571.79 | 572.65 | 568.35 | 570.98
2012-06-04 00:00:00 | 570.22 | 580.49 | 570.01 | 578.59
2012-06-05 00:00:00 | 575.45 | 578.13 | 566.47 | 570.41
2012-06-06 00:00:00 | 576.48 | 581.97 | 573.61 | 580.57
2012-06-07 00:00:00 | 587.6 | 587.89 | 577.25 | 578.23
2012-06-08 00:00:00 | 575.85 | 581 | 574.58 | 580.45
2012-06-11 00:00:00 | 584.21 | 585.32 | 566.69 | 568.5
2012-06-12 00:00:00 | 569.77 | 570.3 | 558.58 | 565.1
2012-06-13 00:00:00 | 561.72 | 567 | 558.68 | 561.09
2012-06-14 00:00:00 | 561.3 | 565.07 | 556.52 | 559.05
2012-06-15 00:00:00 | 560.34 | 564.52 | 557.09 | 564.51
2012-06-18 00:00:00 | 562.62 | 574.21 | 559.25 | 570.85
2012-06-19 00:00:00 | 573.59 | 584.28 | 573.12 | 581.53
2012-06-20 00:00:00 | 579.81 | 580 | 573.51 | 577.51
2012-06-21 00:00:00 | 579.84 | 579.84 | 563.73 | 565.21
2012-06-22 00:00:00 | 568 | 571.48 | 565.82 | 571.48
2012-06-25 00:00:00 | 567.33 | 568.09 | 557.35 | 560.7
2012-06-26 00:00:00 | 562.76 | 566.6 | 559.48 | 564.68
2012-06-27 00:00:00 | 567.7 | 573.99 | 566.02 | 569.3
2012-06-28 00:00:00 | 565.9 | 566.23 | 557.21 | 564.31
2012-06-29 00:00:00 | 574.96 | 580.13 | 572.2 | 580.07
2012-07-02 00:00:00 | 581.82 | 583 | 576.5 | 580.47
2012-07-03 00:00:00 | 580.01 | 588.41 | 578 | 587.83
2012-07-05 00:00:00 | 588.76 | 600.06 | 588.54 | 595.92
2012-07-06 00:00:00 | 592.45 | 593.52 | 582.82 | 585.98
2012-07-09 00:00:00 | 584.95 | 588.6 | 581.25 | 586.01
2012-07-10 00:00:00 | 590.19 | 592.43 | 578.74 | 581.7
2012-07-11 00:00:00 | 576.3 | 577.85 | 564.94 | 571.19
2012-07-12 00:00:00 | 567.12 | 571.93 | 562.09 | 570.48
2012-07-13 00:00:00 | 572.15 | 579.15 | 568.55 | 576.52
2012-07-16 00:00:00 | 576.37 | 579.19 | 571.78 | 574.92
2012-07-17 00:00:00 | 578.43 | 580.67 | 568.4 | 576.73
2012-07-18 00:00:00 | 576.98 | 583.69 | 576.13 | 580.76
2012-07-19 00:00:00 | 586.14 | 598.48 | 586 | 593.06
2012-07-20 00:00:00 | 608.76 | 612.94 | 598.18 | 610.82
2012-07-23 00:00:00 | 600.48 | 618.35 | 598.25 | 615.51
2012-07-24 00:00:00 | 615 | 617.93 | 604.34 | 607.57
2012-07-25 00:00:00 | 608.32 | 613.38 | 605.37 | 607.99
2012-07-26 00:00:00 | 615 | 616.87 | 610.03 | 613.36
2012-07-27 00:00:00 | 618.89 | 635 | 617.5 | 634.96
2012-07-30 00:00:00 | 636.05 | 642.6 | 629.5 | 632.3
2012-07-31 00:00:00 | 628.26 | 636.5 | 628.22 | 632.97
2012-08-01 00:00:00 | 637.3 | 639.51 | 631.38 | 632.68
2012-08-02 00:00:00 | 625.51 | 638.03 | 623.41 | 628.75
2012-08-03 00:00:00 | 640 | 643.72 | 636.14 | 641.33
2012-08-06 00:00:00 | 639.61 | 649.38 | 639.22 | 642.82
2012-08-07 00:00:00 | 641.79 | 644.26 | 636.47 | 640.54
2012-08-08 00:00:00 | 639.05 | 645.87 | 638.5 | 642.23
2012-08-09 00:00:00 | 644.51 | 646.37 | 641.52 | 642.35
2012-08-10 00:00:00 | 638.59 | 642.24 | 636.13 | 642
2012-08-13 00:00:00 | 647.42 | 660.15 | 646.68 | 660.01
2012-08-14 00:00:00 | 659.25 | 672.85 | 659 | 668.66
2012-08-15 00:00:00 | 670.28 | 674.25 | 664.1 | 667.54
2012-08-16 00:00:00 | 667.51 | 674.64 | 667.08 | 672.87
2012-08-17 00:00:00 | 674.12 | 677.25 | 671.7 | 677.14
2012-08-20 00:00:00 | 675.5 | 678.87 | 672.66 | 675.54
2012-08-21 00:00:00 | 673.11 | 678 | 662.17 | 669.51
2012-08-22 00:00:00 | 667.38 | 680.6 | 666.7 | 677.18
2012-08-23 00:00:00 | 674.27 | 680.48 | 671 | 676.8
2012-08-24 00:00:00 | 675.6 | 680.45 | 674.08 | 678.63
2012-08-27 00:00:00 | 662.99 | 672 | 659.24 | 669.22
2012-08-28 00:00:00 | 665 | 677.62 | 664.74 | 677.25
2012-08-29 00:00:00 | 677.37 | 688.99 | 676.15 | 688.01
2012-08-30 00:00:00 | 684.24 | 687.39 | 680.18 | 681.68
2012-08-31 00:00:00 | 684 | 688.58 | 680.04 | 685.09
2012-09-04 00:00:00 | 684.55 | 685 | 673.5 | 681.04
2012-09-05 00:00:00 | 680 | 686.5 | 679.14 | 680.72
2012-09-06 00:00:00 | 685.96 | 699.89 | 684.73 | 699.4
2012-09-07 00:00:00 | 700 | 712.25 | 697.67 | 706.15
2012-09-10 00:00:00 | 709.76 | 712.81 | 698.43 | 700.77
2012-09-11 00:00:00 | 697.14 | 700.59 | 691.06 | 692.19
2012-09-12 00:00:00 | 689.41 | 694.84 | 681 | 690.88
2012-09-13 00:00:00 | 693.09 | 708.92 | 690.77 | 706.04
2012-09-14 00:00:00 | 709.6 | 713 | 707.01 | 709.68
2012-09-17 00:00:00 | 708.11 | 712.88 | 705 | 709.98
2012-09-18 00:00:00 | 707.78 | 718.66 | 706.78 | 718.34
2012-09-19 00:00:00 | 717.5 | 728.56 | 716.41 | 727.5
2012-09-20 00:00:00 | 724.47 | 731.38 | 721.3 | 728.1
2012-09-21 00:00:00 | 732.21 | 734.92 | 730.12 | 733.95
2012-09-24 00:00:00 | 731 | 750.04 | 730.25 | 749.38
2012-09-25 00:00:00 | 753.05 | 764.89 | 747.66 | 749.16
2012-09-26 00:00:00 | 749.85 | 761.24 | 741 | 753.46
2012-09-27 00:00:00 | 759.95 | 762.84 | 751.65 | 756.5
2012-09-28 00:00:00 | 754.15 | 759.3 | 751.15 | 754.5
2012-10-01 00:00:00 | 759.05 | 765 | 756.21 | 761.78
2012-10-02 00:00:00 | 765.2 | 765.99 | 750.27 | 756.99
2012-10-03 00:00:00 | 755.72 | 763.92 | 752.2 | 762.5
2012-10-04 00:00:00 | 762.75 | 769.89 | 759.4 | 768.05
2012-10-05 00:00:00 | 770.71 | 774.38 | 765 | 767.65
2012-10-08 00:00:00 | 761 | 763.58 | 754.15 | 757.84
2012-10-09 00:00:00 | 759.67 | 761.32 | 742.53 | 744.09
2012-10-10 00:00:00 | 741.86 | 747.53 | 738.29 | 744.56
2012-10-11 00:00:00 | 752.9 | 758.5 | 750.29 | 751.48
2012-10-12 00:00:00 | 751.85 | 754.87 | 744.1 | 744.75
2012-10-15 00:00:00 | 741.94 | 743.83 | 730.7 | 740.98
2012-10-16 00:00:00 | 740.13 | 746.99 | 736.46 | 744.7
2012-10-17 00:00:00 | 743.95 | 756.34 | 740.26 | 755.49
2012-10-18 00:00:00 | 755.54 | 759.42 | 676 | 695
2012-10-19 00:00:00 | 705.58 | 706.7 | 672 | 681.79
2012-10-22 00:00:00 | 681.01 | 684.63 | 669.7 | 678.67
2012-10-23 00:00:00 | 672.01 | 687.33 | 672 | 680.35
2012-10-24 00:00:00 | 686.8 | 687 | 675.27 | 677.3
2012-10-25 00:00:00 | 680 | 682 | 673.51 | 677.76
2012-10-26 00:00:00 | 676.5 | 683.03 | 671.2 | 675.15
2012-10-31 00:00:00 | 678.31 | 681 | 675 | 680.3
2012-11-01 00:00:00 | 679.5 | 690.9 | 678.72 | 687.59
2012-11-02 00:00:00 | 694.79 | 695.55 | 687.37 | 687.92
2012-11-05 00:00:00 | 684.5 | 686.86 | 675.56 | 682.96
2012-11-06 00:00:00 | 685.48 | 686.5 | 677.55 | 681.72
2012-11-07 00:00:00 | 675 | 678.23 | 666.49 | 667.12
2012-11-08 00:00:00 | 670.2 | 671.49 | 651.23 | 652.29
2012-11-09 00:00:00 | 654.65 | 668.34 | 650.3 | 663.03
2012-11-12 00:00:00 | 663.75 | 669.8 | 660.87 | 665.9
2012-11-13 00:00:00 | 663 | 667.6 | 658.23 | 659.05
2012-11-14 00:00:00 | 660.66 | 662.18 | 650.5 | 652.55
2012-11-15 00:00:00 | 650 | 660 | 643.9 | 647.26
2012-11-16 00:00:00 | 645.99 | 653.02 | 636 | 647.18
2012-11-19 00:00:00 | 655.7 | 668.92 | 655.53 | 668.21
2012-11-20 00:00:00 | 669.51 | 678 | 664.57 | 669.97
2012-11-21 00:00:00 | 668.99 | 669.8 | 660.4 | 665.87
2012-11-23 00:00:00 | 669.97 | 670 | 666.1 | 667.97
2012-11-26 00:00:00 | 666.44 | 667 | 659.02 | 661.15
2012-11-27 00:00:00 | 660.17 | 675 | 658 | 670.71
2012-11-28 00:00:00 | 668.01 | 684.91 | 663.89 | 683.67
2012-11-29 00:00:00 | 687.78 | 693.9 | 682 | 691.89
2012-11-30 00:00:00 | 691.31 | 699.22 | 685.69 | 698.37
2012-12-03 00:00:00 | 702.24 | 705.89 | 694.11 | 695.25
2012-12-04 00:00:00 | 695 | 695.51 | 685.7 | 691.03
2012-12-05 00:00:00 | 692.15 | 694.5 | 682.33 | 687.82
2012-12-06 00:00:00 | 687.59 | 695.61 | 684.51 | 691.13
2012-12-07 00:00:00 | 695 | 696.88 | 682.42 | 684.21
2012-12-10 00:00:00 | 685.39 | 691.65 | 683.79 | 685.42
2012-12-11 00:00:00 | 690 | 701.92 | 687.72 | 696.88
2012-12-12 00:00:00 | 699.23 | 703.51 | 693.48 | 697.56
2012-12-13 00:00:00 | 715.92 | 716.48 | 699.55 | 702.7
2012-12-14 00:00:00 | 699.17 | 707.82 | 698.43 | 701.96
2012-12-17 00:00:00 | 705.5 | 738.28 | 704.02 | 720.78
2012-12-18 00:00:00 | 716.6 | 729.1 | 715.05 | 721.07
2012-12-19 00:00:00 | 720.71 | 723 | 716.68 | 720.11
2012-12-20 00:00:00 | 723.26 | 724.65 | 716.97 | 722.36
2012-12-21 00:00:00 | 713.97 | 718.82 | 710.52 | 715.63
2012-12-24 00:00:00 | 714.51 | 715.18 | 707.47 | 709.5
2012-12-26 00:00:00 | 708.07 | 712.88 | 702.41 | 708.87
2012-12-27 00:00:00 | 707.14 | 708.84 | 698.61 | 706.29
2012-12-28 00:00:00 | 701.69 | 706.91 | 700.01 | 700.01
2012-12-31 00:00:00 | 700 | 710.57 | 696 | 707.38
2013-01-02 00:00:00 | 719.42 | 727 | 716.55 | 723.25
2013-01-03 00:00:00 | 724.93 | 731.93 | 720.72 | 723.67
2013-01-04 00:00:00 | 729.34 | 741.47 | 727.68 | 737.97
2013-01-07 00:00:00 | 735.45 | 739.38 | 730.58 | 734.75
2013-01-08 00:00:00 | 735.54 | 736.3 | 724.43 | 733.3
2013-01-09 00:00:00 | 732.27 | 738.35 | 728.6 | 738.12
2013-01-10 00:00:00 | 742.83 | 745 | 733.5 | 741.48
2013-01-11 00:00:00 | 742 | 742.43 | 736.3 | 739.99
2013-01-14 00:00:00 | 737 | 742.2 | 722.35 | 723.25
2013-01-15 00:00:00 | 719.33 | 735 | 712.1 | 724.93
2013-01-16 00:00:00 | 722.4 | 724.34 | 713.67 | 715.19
2013-01-17 00:00:00 | 717.71 | 719.64 | 711.02 | 711.32
2013-01-18 00:00:00 | 710.36 | 712.77 | 701.33 | 704.51
2013-01-22 00:00:00 | 704.66 | 705.34 | 695.52 | 702.87
2013-01-23 00:00:00 | 735.99 | 749 | 735.79 | 741.5
2013-01-24 00:00:00 | 741.24 | 756.83 | 740.51 | 753.83
2013-01-25 00:00:00 | 750.77 | 758.48 | 750.25 | 753.67
2013-01-28 00:00:00 | 751.76 | 755.6 | 747.89 | 750.73
2013-01-29 00:00:00 | 746.75 | 756.95 | 746.54 | 753.68
2013-01-30 00:00:00 | 753.74 | 760.95 | 752.91 | 753.83
2013-01-31 00:00:00 | 750.51 | 757.62 | 750.25 | 755.69
2013-02-01 00:00:00 | 758.2 | 776.6 | 758.1 | 775.6