Main Statistical Values - Table
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Temporary Intra Trade Statistical Values - Table
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Cummulative Return - Timeseries |
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Cummulative Return (from Trade to Trade) - Series |
Cummulative Return (from Day to Day im Market) - Series |
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Return - Distribution |
Intra Trade Return - Distribution |
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Trade Durations - Distribution |
Return versus Trade Duration - Scatter |
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Every Trade - Series |
Every Trade Reverse - Series |
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Pseude Average Trade - Series |
Temporary Maximal Wins and Losses - Distribution |
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Temporary Maximal Wins and Loss versus Return - Scatter |
No | Direc. | # | Buy at | Buy for | Sell at | Sell for | Return | Return% | Days | Temp.Win% | Temp.Loss% | Yearly% | Cum.Win% |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Long | 1 | 26.04.1995 | 2222.48 | 06.07.1995 | 2377.08 | 154.600 | 6.956 | 47 | 7.901 | 0.000 | 35.7 | 6.956 |
2 | Long | 1 | 12.07.1995 | 2396.33 | 17.07.1995 | 2393.65 | -2.680 | -0.112 | 3 | 0.154 | -0.406 | -8.1 | 6.844 |
3 | Long | 1 | 04.08.1995 | 2401.38 | 09.08.1995 | 2397.25 | -4.130 | -0.172 | 3 | 0.279 | -0.273 | -12.5 | 6.672 |
4 | Long | 1 | 25.08.1995 | 2392.17 | 28.08.1995 | 2389.44 | -2.730 | -0.114 | 1 | 0.000 | -0.114 | -13.9 | 6.558 |
5 | Long | 1 | 21.03.1996 | 2124.46 | 22.03.1996 | 2116.36 | -8.100 | -0.381 | 1 | 0.000 | -0.381 | -138.9 | 6.177 |
6 | Long | 1 | 03.05.1996 | 2139.41 | 16.07.1996 | 2259.6 | 120.190 | 5.618 | 49 | 10.498 | 0.000 | 27.7 | 11.795 |
7 | Long | 1 | 01.10.1996 | 2275.34 | 18.10.1996 | 2266.89 | -8.450 | -0.371 | 12 | 0.564 | -0.506 | -8.0 | 11.424 |
8 | Long | 1 | 04.12.1996 | 2238.34 | 16.12.1996 | 2231.72 | -6.620 | -0.296 | 8 | 0.186 | -0.762 | -9.0 | 11.128 |
9 | Long | 1 | 17.12.1996 | 2234.34 | 19.03.1997 | 2535.02 | 300.680 | 13.457 | 61 | 14.963 | 0.000 | 53.3 | 24.585 |
10 | Long | 1 | 26.03.1997 | 2560.89 | 01.04.1997 | 2519.49 | -41.400 | -1.617 | 2 | 0.000 | -1.617 | -98.1 | 22.968 |
11 | Long | 1 | 16.04.1997 | 2648.99 | 24.04.1997 | 2609.22 | -39.770 | -1.501 | 6 | 0.000 | -1.501 | -68.4 | 21.467 |
12 | Long | 1 | 13.05.1997 | 2757.08 | 29.07.1997 | 3188.11 | 431.030 | 15.634 | 53 | 18.658 | 0.000 | 74.0 | 37.101 |
13 | Long | 1 | 30.07.1997 | 3172.23 | 31.07.1997 | 3189.67 | 17.440 | 0.550 | 1 | 0.550 | 0.000 | 200.3 | 37.650 |
14 | Long | 1 | 20.10.1997 | 3000.09 | 21.10.1997 | 3002.62 | 2.530 | 0.084 | 1 | 0.084 | 0.000 | 30.7 | 37.735 |
15 | Long | 1 | 20.01.1998 | 2743.74 | 22.01.1998 | 2740.81 | -2.930 | -0.107 | 2 | 0.000 | -0.187 | -19.4 | 37.628 |
16 | Long | 1 | 26.01.1998 | 2754.12 | 08.05.1998 | 3353.78 | 599.660 | 21.773 | 71 | 23.972 | 0.000 | 78.5 | 59.401 |
17 | Long | 1 | 21.07.1998 | 3368.6 | 24.07.1998 | 3320.66 | -47.940 | -1.423 | 3 | 0.000 | -1.423 | -172.8 | 57.978 |
18 | Long | 1 | 04.11.1998 | 2693.27 | 02.12.1998 | 2716.06 | 22.790 | 0.846 | 20 | 2.652 | -0.181 | 11.0 | 58.824 |
19 | Long | 1 | 18.01.1999 | 2694.02 | 22.01.1999 | 2665.32 | -28.700 | -1.065 | 4 | 0.367 | -1.065 | -97.0 | 57.759 |
20 | Long | 1 | 26.04.1999 | 2628.32 | 28.05.1999 | 2783.97 | 155.650 | 5.922 | 22 | 5.922 | 0.000 | 67.4 | 63.681 |
21 | Long | 1 | 31.05.1999 | 2825.14 | 04.06.1999 | 2793.39 | -31.750 | -1.124 | 3 | 0.000 | -2.018 | -102.3 | 62.557 |
22 | Long | 1 | 18.06.1999 | 2844.94 | 30.06.1999 | 2908.55 | 63.610 | 2.236 | 8 | 2.236 | -0.017 | 67.9 | 64.793 |
23 | Long | 1 | 01.07.1999 | 2933.19 | 26.07.1999 | 2925.1 | -8.090 | -0.276 | 17 | 4.763 | -0.276 | -4.0 | 64.517 |
24 | Long | 1 | 06.09.1999 | 2924.81 | 09.09.1999 | 2912.29 | -12.520 | -0.428 | 3 | 0.000 | -0.428 | -52.0 | 64.089 |
25 | Long | 1 | 16.09.1999 | 2967.89 | 21.09.1999 | 2942.23 | -25.660 | -0.865 | 3 | 0.000 | -0.865 | -63.0 | 63.224 |
26 | Long | 1 | 16.11.1999 | 2861.97 | 17.11.1999 | 2852.16 | -9.810 | -0.343 | 1 | 0.000 | -0.343 | -124.9 | 62.882 |
27 | Long | 1 | 04.01.2000 | 2898.67 | 16.02.2000 | 3163.76 | 265.090 | 9.145 | 31 | 11.368 | -0.714 | 77.5 | 72.027 |
28 | Long | 1 | 17.02.2000 | 3173.38 | 24.02.2000 | 3120.33 | -53.050 | -1.672 | 5 | 0.643 | -1.908 | -87.0 | 70.355 |
29 | Long | 1 | 15.03.2000 | 3253.23 | 16.03.2000 | 3278.02 | 24.790 | 0.762 | 1 | 0.762 | 0.000 | 277.6 | 71.117 |
30 | Long | 1 | 17.03.2000 | 3355.91 | 13.04.2000 | 3328.61 | -27.300 | -0.813 | 19 | 1.879 | -2.947 | -11.4 | 70.304 |
31 | Long | 1 | 19.05.2000 | 3387.63 | 23.05.2000 | 3363.11 | -24.520 | -0.724 | 2 | 0.000 | -1.003 | -65.9 | 69.580 |
32 | Long | 1 | 28.07.2000 | 3362.2 | 04.08.2000 | 3370.04 | 7.840 | 0.233 | 5 | 0.557 | -0.395 | 12.1 | 69.813 |
33 | Long | 1 | 09.08.2000 | 3398.37 | 17.08.2000 | 3392.23 | -6.140 | -0.181 | 6 | 0.478 | -0.364 | -8.2 | 69.632 |
34 | Long | 1 | 23.08.2000 | 3410.61 | 12.09.2000 | 3434.69 | 24.080 | 0.706 | 14 | 1.624 | 0.000 | 12.9 | 70.338 |
35 | Long | 1 | 13.09.2000 | 3433.89 | 19.09.2000 | 3400.42 | -33.470 | -0.975 | 4 | 0.167 | -0.975 | -59.2 | 69.364 |
36 | Long | 1 | 26.01.2001 | 3162.97 | 23.02.2001 | 3113.5 | -49.470 | -1.564 | 20 | 2.069 | -1.564 | -20.3 | 67.800 |
37 | Long | 1 | 07.05.2001 | 3014.12 | 30.05.2001 | 3058.09 | 43.970 | 1.459 | 17 | 2.435 | -0.389 | 23.1 | 69.259 |
38 | Long | 1 | 04.06.2001 | 3077.84 | 12.06.2001 | 3056.9 | -20.940 | -0.680 | 6 | 0.184 | -0.680 | -31.0 | 68.578 |
39 | Long | 1 | 22.10.2001 | 2348.61 | 29.11.2001 | 2417.42 | 68.810 | 2.930 | 28 | 4.382 | 0.000 | 28.1 | 71.508 |
40 | Long | 1 | 28.01.2002 | 2429.46 | 31.01.2002 | 2416.16 | -13.300 | -0.547 | 3 | 0.000 | -0.623 | -66.5 | 70.961 |
41 | Long | 1 | 22.03.2002 | 2446.76 | 28.03.2002 | 2460.56 | 13.800 | 0.564 | 4 | 0.757 | -0.506 | 34.2 | 71.525 |
42 | Long | 1 | 02.04.2002 | 2448.86 | 04.04.2002 | 2467.43 | 18.570 | 0.758 | 2 | 0.758 | 0.000 | 138.1 | 72.283 |
43 | Long | 1 | 05.04.2002 | 2457.34 | 08.04.2002 | 2462.49 | 5.150 | 0.210 | 1 | 0.210 | 0.000 | 38.2 | 72.492 |
44 | Long | 1 | 15.05.2002 | 2488.1 | 17.05.2002 | 2477.99 | -10.110 | -0.406 | 2 | 0.000 | -0.505 | -74.0 | 72.086 |
45 | Long | 1 | 20.05.2002 | 2472.09 | 21.05.2002 | 2473.87 | 1.780 | 0.072 | 1 | 0.072 | 0.000 | 26.2 | 72.158 |
46 | Long | 1 | 27.05.2002 | 2478.69 | 29.05.2002 | 2493.06 | 14.370 | 0.580 | 2 | 0.580 | -0.227 | 105.6 | 72.738 |
47 | Long | 1 | 30.05.2002 | 2484.59 | 12.06.2002 | 2449.66 | -34.930 | -1.406 | 9 | 0.396 | -1.406 | -39.4 | 71.332 |
48 | Long | 1 | 07.11.2002 | 1804.37 | 11.11.2002 | 1797.48 | -6.890 | -0.382 | 2 | 0.000 | -0.408 | -34.8 | 70.950 |
49 | Long | 1 | 14.04.2003 | 1825.6 | 26.09.2003 | 2442.03 | 616.430 | 33.766 | 116 | 38.242 | 0.000 | 74.5 | 104.716 |
50 | Long | 1 | 29.10.2003 | 2498.9 | 01.12.2003 | 2605.62 | 106.720 | 4.271 | 23 | 4.271 | 0.000 | 47.1 | 108.987 |
51 | Long | 1 | 16.01.2004 | 2737.99 | 12.03.2004 | 2918.29 | 180.300 | 6.585 | 40 | 9.749 | 0.000 | 42.8 | 115.572 |
52 | Long | 1 | 16.04.2004 | 2949.28 | 19.04.2004 | 2948.93 | -0.350 | -0.012 | 1 | 0.000 | -0.012 | -1.4 | 115.560 |
53 | Long | 1 | 20.04.2004 | 2942.81 | 29.04.2004 | 2896.88 | -45.930 | -1.561 | 7 | 0.722 | -1.561 | -63.2 | 113.999 |
54 | Long | 1 | 10.06.2004 | 2889.81 | 06.07.2004 | 2909 | 19.190 | 0.664 | 18 | 2.413 | 0.000 | 9.3 | 114.663 |
55 | Long | 1 | 07.09.2004 | 2805.28 | 19.10.2004 | 2887.55 | 82.270 | 2.933 | 30 | 3.296 | -0.040 | 25.4 | 117.596 |
56 | Long | 1 | 26.10.2004 | 2887.85 | 17.03.2005 | 3563.63 | 675.780 | 23.401 | 100 | 26.034 | 0.000 | 60.0 | 140.997 |
57 | Long | 1 | 02.06.2005 | 3618.64 | 06.06.2005 | 3640.66 | 22.020 | 0.609 | 2 | 0.609 | -0.041 | 55.4 | 141.605 |
58 | Long | 1 | 07.06.2005 | 3670.72 | 30.08.2005 | 4092.08 | 421.360 | 11.479 | 60 | 11.581 | 0.000 | 49.8 | 153.084 |
59 | Long | 1 | 01.09.2005 | 4136.24 | 14.10.2005 | 4224.53 | 88.290 | 2.135 | 30 | 4.774 | 0.000 | 18.1 | 155.219 |
60 | Long | 1 | 21.11.2005 | 4140.31 | 22.11.2005 | 4151.71 | 11.400 | 0.275 | 1 | 0.275 | 0.000 | 100.3 | 155.494 |
61 | Long | 1 | 23.11.2005 | 4146.18 | 16.05.2006 | 5141.82 | 995.640 | 24.013 | 120 | 31.553 | -0.202 | 50.6 | 179.508 |
62 | Long | 1 | 12.07.2006 | 4733.48 | 17.07.2006 | 4455.4 | -278.080 | -5.875 | 3 | 0.000 | -5.875 | -428.0 | 173.633 |
63 | Long | 1 | 16.08.2006 | 4719.8 | 25.08.2006 | 4719.52 | -0.280 | -0.006 | 7 | 0.133 | -0.415 | -0.2 | 173.627 |
64 | Long | 1 | 05.09.2006 | 4815.27 | 12.09.2006 | 4783.58 | -31.690 | -0.658 | 5 | 0.000 | -1.275 | -34.2 | 172.969 |
65 | Long | 1 | 13.09.2006 | 4823.05 | 27.09.2006 | 4857.52 | 34.470 | 0.715 | 10 | 0.724 | -0.205 | 18.6 | 173.683 |
66 | Long | 1 | 28.09.2006 | 4878.49 | 29.11.2006 | 5203.19 | 324.700 | 6.656 | 43 | 7.572 | 0.000 | 39.1 | 180.339 |
67 | Long | 1 | 30.11.2006 | 5240.51 | 28.02.2007 | 5813.79 | 573.280 | 10.939 | 61 | 18.220 | 0.000 | 44.3 | 191.279 |
68 | Long | 1 | 03.04.2007 | 6241.96 | 10.05.2007 | 6415.66 | 173.700 | 2.783 | 24 | 3.654 | 0.000 | 27.4 | 194.061 |
69 | Long | 1 | 14.05.2007 | 6421.9 | 15.05.2007 | 6420.16 | -1.740 | -0.027 | 1 | 0.000 | -0.027 | -9.9 | 194.034 |
70 | Long | 1 | 18.05.2007 | 6440.72 | 29.05.2007 | 6490.52 | 49.800 | 0.773 | 6 | 1.104 | 0.000 | 25.6 | 194.807 |
71 | Long | 1 | 04.06.2007 | 6511.79 | 05.06.2007 | 6465.67 | -46.120 | -0.708 | 1 | 0.000 | -0.708 | -258.0 | 194.099 |
72 | Long | 1 | 10.10.2007 | 5972.67 | 23.10.2007 | 5872.08 | -100.590 | -1.684 | 9 | 0.518 | -3.309 | -47.2 | 192.415 |
73 | Long | 1 | 25.10.2007 | 5941.73 | 31.10.2007 | 5922.16 | -19.570 | -0.329 | 4 | 0.000 | -1.603 | -20.0 | 192.086 |
74 | Long | 1 | 19.02.2008 | 4732.97 | 03.03.2008 | 4602.08 | -130.890 | -2.765 | 9 | 2.651 | -2.765 | -77.5 | 189.320 |
75 | Long | 1 | 10.04.2008 | 4457.96 | 11.04.2008 | 4422.82 | -35.140 | -0.788 | 1 | 0.000 | -0.788 | -287.1 | 188.532 |
76 | Long | 1 | 13.05.2008 | 4763.79 | 26.05.2008 | 4696.2 | -67.590 | -1.419 | 9 | 3.204 | -1.419 | -39.8 | 187.113 |
77 | Long | 1 | 30.12.2008 | 2800.73 | 13.01.2009 | 2649.06 | -151.670 | -5.415 | 8 | 2.089 | -5.415 | -140.9 | 181.698 |
78 | Long | 1 | 03.04.2009 | 2498.62 | 15.05.2009 | 2784.75 | 286.130 | 11.452 | 27 | 14.475 | -1.211 | 99.3 | 193.149 |
79 | Long | 1 | 18.05.2009 | 2804.71 | 19.05.2009 | 2878.64 | 73.930 | 2.636 | 1 | 2.636 | 0.000 | 960.1 | 195.785 |
80 | Long | 1 | 20.05.2009 | 2918.87 | 08.06.2009 | 2922.1 | 3.230 | 0.111 | 13 | 1.741 | -1.804 | 2.1 | 195.896 |
81 | Long | 1 | 10.06.2009 | 2985.26 | 17.06.2009 | 2815.42 | -169.840 | -5.689 | 5 | 0.520 | -5.689 | -296.0 | 190.207 |
82 | Long | 1 | 21.07.2009 | 2961.41 | 23.07.2009 | 2994.61 | 33.200 | 1.121 | 2 | 1.121 | 0.000 | 204.2 | 191.328 |
83 | Long | 1 | 24.07.2009 | 2968.32 | 27.07.2009 | 2963.41 | -4.910 | -0.165 | 1 | 0.000 | -0.165 | -20.1 | 191.162 |
84 | Long | 1 | 03.08.2009 | 3053.89 | 22.09.2009 | 3456.74 | 402.850 | 13.191 | 36 | 14.553 | 0.000 | 96.1 | 204.354 |
85 | Long | 1 | 23.09.2009 | 3454.82 | 28.09.2009 | 3467.32 | 12.500 | 0.362 | 3 | 0.362 | -0.919 | 26.4 | 204.715 |
86 | Long | 1 | 29.09.2009 | 3475.59 | 27.10.2009 | 3480.85 | 5.260 | 0.151 | 20 | 4.457 | -1.439 | 2.0 | 204.867 |
87 | Long | 1 | 26.11.2009 | 3463.8 | 27.11.2009 | 3514.24 | 50.440 | 1.456 | 1 | 1.456 | 0.000 | 530.4 | 206.323 |
88 | Long | 1 | 02.12.2009 | 3515.55 | 07.12.2009 | 3517.69 | 2.140 | 0.061 | 3 | 0.061 | -0.100 | 4.4 | 206.384 |
89 | Long | 1 | 29.12.2009 | 3539.9 | 30.12.2009 | 3549.02 | 9.120 | 0.258 | 1 | 0.258 | 0.000 | 93.8 | 206.641 |
90 | Long | 1 | 04.01.2010 | 3623.28 | 25.01.2010 | 3626.91 | 3.630 | 0.100 | 15 | 3.734 | -0.013 | 1.7 | 206.742 |
91 | Long | 1 | 29.01.2010 | 3668.51 | 02.02.2010 | 3701.03 | 32.520 | 0.886 | 2 | 0.886 | 0.000 | 80.7 | 207.628 |
92 | Long | 1 | 08.03.2010 | 3770.05 | 29.04.2010 | 3972.99 | 202.940 | 5.383 | 36 | 9.274 | 0.000 | 38.4 | 213.011 |
93 | Long | 1 | 23.06.2010 | 4001.93 | 28.06.2010 | 4001.96 | 0.030 | 0.001 | 3 | 0.001 | -1.355 | 0.1 | 213.012 |
94 | Long | 1 | 07.07.2010 | 3941.59 | 16.07.2010 | 3967.97 | 26.380 | 0.669 | 7 | 2.048 | 0.000 | 27.1 | 213.681 |
95 | Long | 1 | 28.07.2010 | 4146.87 | 09.08.2010 | 4236.45 | 89.580 | 2.160 | 8 | 2.160 | -0.154 | 65.6 | 215.841 |
96 | Long | 1 | 18.08.2010 | 4158.82 | 19.08.2010 | 4144.59 | -14.230 | -0.342 | 1 | 0.000 | -0.342 | -124.6 | 215.499 |
97 | Long | 1 | 22.09.2010 | 4249.81 | 12.11.2010 | 4641.08 | 391.270 | 9.207 | 37 | 12.563 | -0.168 | 65.8 | 224.706 |
98 | Long | 1 | 07.12.2010 | 4967.81 | 21.01.2011 | 5126.09 | 158.280 | 3.186 | 31 | 6.310 | 0.000 | 25.8 | 227.892 |
99 | Long | 1 | 08.02.2011 | 5309.55 | 23.02.2011 | 5148.99 | -160.560 | -3.024 | 11 | 0.829 | -3.024 | -73.4 | 224.868 |
100 | Long | 1 | 13.04.2011 | 5201.69 | 25.05.2011 | 5356.51 | 154.820 | 2.976 | 28 | 5.382 | -1.442 | 25.8 | 227.844 |
101 | Long | 1 | 01.06.2011 | 5468.42 | 06.06.2011 | 5408.01 | -60.410 | -1.105 | 3 | 0.000 | -1.105 | -80.5 | 226.740 |
102 | Long | 1 | 24.10.2011 | 4519.89 | 10.11.2011 | 4431.09 | -88.800 | -1.965 | 13 | 3.132 | -1.965 | -42.1 | 224.775 |
103 | Long | 1 | 15.11.2011 | 4497.42 | 16.11.2011 | 4498.27 | 0.850 | 0.019 | 1 | 0.019 | 0.000 | 6.9 | 224.794 |
104 | Long | 1 | 22.12.2011 | 4305.49 | 28.12.2011 | 4356.57 | 51.080 | 1.186 | 3 | 1.186 | 0.000 | 72.0 | 225.980 |
105 | Long | 1 | 13.01.2012 | 4474.02 | 07.03.2012 | 4968.11 | 494.090 | 11.044 | 38 | 15.371 | 0.000 | 74.5 | 237.024 |
106 | Long | 1 | 12.03.2012 | 5073.95 | 21.03.2012 | 5169.67 | 95.720 | 1.886 | 7 | 2.695 | 0.000 | 76.4 | 238.910 |
107 | Long | 1 | 22.03.2012 | 5119.9 | 23.03.2012 | 5138.24 | 18.340 | 0.358 | 1 | 0.358 | 0.000 | 130.5 | 239.268 |
108 | Long | 1 | 27.03.2012 | 5229.29 | 30.03.2012 | 5220.98 | -8.310 | -0.159 | 3 | 0.426 | -1.045 | -19.3 | 239.110 |
109 | Long | 1 | 02.04.2012 | 5218.14 | 11.04.2012 | 5046.55 | -171.590 | -3.288 | 5 | 0.090 | -3.625 | -133.1 | 235.821 |