*updated May 2, 2009, added Test of Office 2007 Service Pack 2.
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 is just a slightly modified version of Backest.xls that records the time to process a days worth of 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 XP/Excel 2003 takes just 4 seconds to run “fast backtest” while
Vista/Office 2007 took 22 seconds in my own test listed below.
“Backtest” took just under five minutes with XP/2003 but took two hours 46 minutes in Vista/2007.
To test your system speed:
1. 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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Fast Backtest results: 00:00:22 (Office 2007 SP1).
Fast Backtest results: 00:00:21 (converted to .xlsm filetype) (Office 2007 SP1)
sP2 – Fast Backtest results: 00:00:19 (converted to .xlsm filetype) (Office 2007 SP2)
Backtest results:02:46:48 (Office 2007 SP1)
Backtest results:02:29:48 (converted to .xlsm filetype) (Office 2007 SP1)
Backtest results:02:35:36 (converted to .xlsm filetype) (Office 2007 SP2)
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
Page File C:pagefile.sys
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Fast Backtest results: 00:00:04
Backtest results: 00:04:56
Application name Microsoft Excel 2003
Version 11.0
Build 5612
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
Page File C:pagefile.sys
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