Excel Benchmark

*updated July 2, 2010,  added Test of Excel 2010.

Performance varies greatly among different Operating Systems and Excel versions. Benchmark.xls measures this difference in performance and can help excel users decide whether or not to upgrade/downgrade their systems for top performance.

Benchmark.xls tests rapid graphical updates with simulated Live data. The resources tested are typical of what a Stock, Futures or Forex automated trading program would require. Benchmark.xls replays S&P 500 ES (Emini) futures tick data.

On the “benchmark” worksheet, there are two backtest buttons:

“Fast Backtest” turns off screenupdating during the backtest and “Backtest” leaves it on so that you can see the chart updating and trades plotted during the backtest.

As listed below Windows XP/Excel 2003 took just 4 seconds to run “fast backtest” while
Vista/Office 2007  took 22 seconds in my own test listed below.

With the Windows 7 system shown below,  Excel 2003 completed “Full Backtest” in just 5 minutes 41 seconds. Excel 2007 took 40 minutes and 26 seconds and Excel 2010 showed some improvement over 2007 taking 34 minutes and 51 seconds. (Other tests are also shown below with each system and it’s benchmark results shown together.)

To test your system speed:
1. Download and open Benchmark.xls
2. Run “Backtest” and note your time
3. Run “Fast backtest” and note your time

Feel free to post your results in the comments section including system info and Excel Version.

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OS Name    Microsoft Windows 7 Home Premium
Version    6.1.7600 Build 7600
Other OS Description     Not Available
OS Manufacturer    Microsoft Corporation
System Manufacturer    TOSHIBA
System Model    Satellite L555D
System Type    x64-based PC
Processor    AMD Turion(tm) II Dual-Core Mobile M520, 2300 Mhz, 2 Core(s), 2 Logical Processor(s)
BIOS Version/Date    TOSHIBA V1.20, 11/26/2009
SMBIOS Version    2.6
Windows Directory    C:\windows
System Directory    C:\windows\system32
Boot Device    \Device\HarddiskVolume1
Locale    United States
Hardware Abstraction Layer    Version = “6.1.7600.16385″
Time Zone    Central Daylight Time
Installed Physical Memory (RAM)    4.00 GB
Total Physical Memory    3.75 GB
Available Physical Memory    2.58 GB
Total Virtual Memory    7.49 GB
Available Virtual Memory    6.02 GB
Page File Space    3.75 GB

Full BenchMark.

Excel 2010 (32 bit)

FAST BACKTEST:

1. Fast Backtest results: 00:00:07 (Excel 2010 XLS file in compatibility mode).
2. Fast Backtest results: 00:00:07 (Excel 2010 XLSM file type).

FULL BACKTEST:

1. Backtest results:00:34:51 (Excel 2010 Excel 2010 XLS file in compatibility mode )

Excel 2007

FAST BACKTEST:

1. Backtest results 00:00:09

FULL BACKTEST

1. Backtest result 00:40:26

Excel 2003

FAST BACKTEST:

1. Backtest results: 00:00:04

FULL BACKTEST:

1. Backtest results: 00:05:41

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OS Name Microsoft® Windows Vista™ Home Premium
Version 6.0.6001 Service Pack 1 Build 6001
OS Manufacturer Microsoft Corporation
System Manufacturer TOSHIBA
System Model Satellite P105
System Type X86-based PC
Processor Intel(R) Core(TM)2 CPU T5200 @ 1.60GHz, 1600 Mhz, 2 Core(s), 2 Logical Processor(s)
BIOS Version/Date TOSHIBA V3.60, 3/5/2007
SMBIOS Version 2.4
Windows Directory C:Windows
System Directory C:Windowssystem32
Boot Device DeviceHarddiskVolume1
Hardware Abstraction Layer Version = “6.0.6001.18000″
Installed Physical Memory (RAM) 2.00 GB
Total Physical Memory 1.99 GB
Available Physical Memory 873 MB
Total Virtual Memory 4.21 GB
Available Virtual Memory 2.67 GB
Page File Space 2.28 GB

Excel 2007

FAST BACKTEST:

1. Fast Backtest results: 00:00:22 (Office 2007 SP1).
2. Fast Backtest results: 00:00:21 (converted to .xlsm filetype) (Office 2007 SP1)
3. sP2 – Fast Backtest results: 00:00:19 (converted to .xlsm filetype) (Office 2007 SP2)

FULL BACKTEST:

1. Backtest results:02:46:48 (Office 2007 SP1)
2. Backtest results:02:29:48 (converted to .xlsm filetype) (Office 2007 SP1)
3. Backtest results:02:35:36 (converted to .xlsm filetype) (Office 2007 SP2)

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OS Name Microsoft Windows XP Professional
Version 5.1.2600 Service Pack 2 Build 2600
OS Manufacturer Microsoft Corporation
System Manufacturer HP Pavilion 061
System Model ER890AA-ABA a1410n
System Type X86-based PC
Processor x86 Family 15 Model 47 Stepping 2 AuthenticAMD ~2405 Mhz
BIOS Version/Date Phoenix Technologies, LTD 3.01, 2/9/2006
SMBIOS Version 2.4
Locale United States
Hardware Abstraction Layer Version = “5.1.2600.2180 (xpsp_sp2_rtm.040803-2158)”
Total Physical Memory 1,024.00 MB
Available Physical Memory 231.19 MB
Total Virtual Memory 2.00 GB
Available Virtual Memory 1.96 GB
Page File Space 2.26 GB

Excel 2003

Microsoft Excel 2003, Version 11.0,Build 5612

FAST BACKTEST:

1. Fast Backtest results: 00:00:04

FULL BACKTEST:

1. Backtest results: 00:04:56