Main Statistical Values - Table
|
Temporary Intra Trade Statistical Values - Table
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Cummulative Return - Timeseries |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Cummulative Return (from Trade to Trade) - Series |
Cummulative Return (from Day to Day im Market) - Series |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Return - Distribution |
Intra Trade Return - Distribution |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Trade Durations - Distribution |
Return versus Trade Duration - Scatter |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every Trade - Series |
Every Trade Reverse - Series |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Pseude Average Trade - Series |
Temporary Maximal Wins and Losses - Distribution |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | Short | -1 | 10.03.1995 | 2253.11 | 13.04.1995 | 2228.98 | 24.130 | 1.071 | 24 | -3.091 | 0.637 | 11.8 | 1.071 |
2 | Short | -1 | 01.09.1995 | 2375.89 | 06.09.1995 | 2386.76 | -10.870 | -0.458 | 3 | -0.425 | 0.458 | -33.3 | 0.613 |
3 | Short | -1 | 14.09.1995 | 2369.15 | 18.09.1995 | 2376.35 | -7.200 | -0.304 | 2 | 0.000 | 0.377 | -27.7 | 0.310 |
4 | Short | -1 | 19.09.1995 | 2369.35 | 30.11.1995 | 2147.75 | 221.600 | 9.353 | 51 | -10.933 | 0.000 | 47.3 | 9.662 |
5 | Short | -1 | 08.03.1996 | 2120.43 | 11.03.1996 | 2097.23 | 23.200 | 1.094 | 1 | -1.094 | 0.000 | 132.8 | 10.756 |
6 | Short | -1 | 12.03.1996 | 2122.55 | 13.03.1996 | 2126.49 | -3.940 | -0.186 | 1 | 0.000 | 0.186 | -67.6 | 10.571 |
7 | Short | -1 | 29.07.1996 | 2255.85 | 13.08.1996 | 2272.64 | -16.790 | -0.744 | 11 | -0.415 | 0.849 | -18.1 | 9.827 |
8 | Short | -1 | 19.08.1996 | 2246.99 | 22.08.1996 | 2244.36 | 2.630 | 0.117 | 3 | -0.278 | 0.000 | 14.2 | 9.944 |
9 | Short | -1 | 03.09.1996 | 2198.89 | 12.09.1996 | 2231.4 | -32.510 | -1.478 | 7 | 0.000 | 1.478 | -59.8 | 8.465 |
10 | Short | -1 | 25.10.1996 | 2223.69 | 27.11.1996 | 2211.01 | 12.680 | 0.570 | 23 | -1.578 | 0.051 | 6.3 | 9.035 |
11 | Short | -1 | 12.08.1997 | 3157.02 | 22.08.1997 | 3127 | 30.020 | 0.951 | 8 | -2.530 | 0.193 | 34.6 | 9.986 |
12 | Short | -1 | 28.08.1997 | 3038.43 | 09.09.1997 | 3048.54 | -10.110 | -0.333 | 8 | -0.953 | 0.597 | -10.1 | 9.653 |
13 | Short | -1 | 18.09.1997 | 2984.69 | 26.09.1997 | 2991.29 | -6.600 | -0.221 | 6 | 0.000 | 0.286 | -10.1 | 9.432 |
14 | Short | -1 | 29.10.1997 | 2800.44 | 28.11.1997 | 2774.61 | 25.830 | 0.922 | 22 | -3.190 | 0.421 | 11.2 | 10.355 |
15 | Short | -1 | 03.12.1997 | 2731 | 05.12.1997 | 2733.32 | -2.320 | -0.085 | 2 | 0.000 | 0.243 | -15.5 | 10.270 |
16 | Short | -1 | 23.06.1998 | 3312.95 | 29.06.1998 | 3302.09 | 10.860 | 0.328 | 4 | -0.328 | 0.243 | 19.9 | 10.598 |
17 | Short | -1 | 09.07.1998 | 3322.68 | 10.07.1998 | 3318.2 | 4.480 | 0.135 | 1 | -0.135 | 0.000 | 49.1 | 10.732 |
18 | Short | -1 | 06.08.1998 | 3218.05 | 20.10.1998 | 2614.77 | 603.280 | 18.747 | 53 | -23.089 | 0.000 | 91.0 | 29.479 |
19 | Short | -1 | 08.12.1998 | 2701 | 09.12.1998 | 2687.6 | 13.400 | 0.496 | 1 | -0.496 | 0.000 | 180.7 | 29.975 |
20 | Short | -1 | 10.12.1998 | 2676.12 | 18.12.1998 | 2668.14 | 7.980 | 0.298 | 6 | -3.640 | 0.000 | 13.6 | 30.273 |
21 | Short | -1 | 03.02.1999 | 2665.71 | 04.02.1999 | 2698.85 | -33.140 | -1.243 | 1 | 0.000 | 1.243 | -452.8 | 29.030 |
22 | Short | -1 | 09.03.1999 | 2619.13 | 16.03.1999 | 2625.07 | -5.940 | -0.227 | 5 | -1.308 | 0.227 | -11.8 | 28.803 |
23 | Short | -1 | 23.03.1999 | 2561.17 | 06.04.1999 | 2551.41 | 9.760 | 0.381 | 8 | -1.472 | 0.000 | 10.7 | 29.185 |
24 | Short | -1 | 08.04.1999 | 2527.29 | 12.04.1999 | 2537.42 | -10.130 | -0.401 | 2 | 0.000 | 0.482 | -36.5 | 28.784 |
25 | Short | -1 | 15.04.1999 | 2555.27 | 23.04.1999 | 2597.32 | -42.050 | -1.646 | 6 | -0.106 | 1.646 | -74.9 | 27.138 |
26 | Short | -1 | 13.08.1999 | 2889.83 | 24.08.1999 | 2942.3 | -52.470 | -1.816 | 7 | -0.369 | 1.816 | -60.1 | 25.322 |
27 | Short | -1 | 13.10.1999 | 2877.47 | 25.10.1999 | 2817.97 | 59.500 | 2.068 | 8 | -2.203 | 0.000 | 62.8 | 27.390 |
28 | Short | -1 | 26.10.1999 | 2829.61 | 27.10.1999 | 2837.04 | -7.430 | -0.263 | 1 | 0.000 | 0.263 | -95.6 | 27.128 |
29 | Short | -1 | 30.11.1999 | 2811.72 | 20.12.1999 | 2842.81 | -31.090 | -1.106 | 14 | -1.742 | 1.106 | -20.1 | 26.022 |
30 | Short | -1 | 02.06.2000 | 3361.96 | 19.06.2000 | 3353.51 | 8.450 | 0.251 | 11 | -0.251 | 0.765 | 5.4 | 26.273 |
31 | Short | -1 | 29.06.2000 | 3258.48 | 05.07.2000 | 3321.58 | -63.100 | -1.936 | 4 | 0.000 | 1.936 | -117.6 | 24.337 |
32 | Short | -1 | 22.09.2000 | 3348.36 | 24.10.2000 | 3270.56 | 77.800 | 2.324 | 21 | -5.129 | 0.510 | 26.4 | 26.660 |
33 | Short | -1 | 21.11.2000 | 3147.76 | 12.12.2000 | 3146.9 | 0.860 | 0.027 | 15 | -2.614 | 0.000 | 0.5 | 26.688 |
34 | Short | -1 | 28.02.2001 | 3173.13 | 01.03.2001 | 3150.95 | 22.180 | 0.699 | 1 | -0.699 | 0.000 | 254.6 | 27.387 |
35 | Short | -1 | 06.03.2001 | 3147.55 | 08.03.2001 | 3173.35 | -25.800 | -0.820 | 2 | 0.000 | 0.820 | -149.3 | 26.567 |
36 | Short | -1 | 15.03.2001 | 3068.53 | 12.04.2001 | 2918.58 | 149.950 | 4.887 | 20 | -6.845 | 0.000 | 65.9 | 31.454 |
37 | Short | -1 | 19.06.2001 | 3012.16 | 16.08.2001 | 2661.62 | 350.540 | 11.637 | 42 | -11.637 | 0.000 | 73.1 | 43.091 |
38 | Short | -1 | 17.08.2001 | 2643.5 | 02.10.2001 | 2239.76 | 403.740 | 15.273 | 32 | -19.047 | 0.067 | 120.9 | 58.364 |
39 | Short | -1 | 13.12.2001 | 2391.91 | 03.01.2002 | 2404.02 | -12.110 | -0.506 | 10 | -2.345 | 0.506 | -8.8 | 57.858 |
40 | Short | -1 | 07.02.2002 | 2386.53 | 08.02.2002 | 2390.8 | -4.270 | -0.179 | 1 | 0.000 | 0.179 | -65.2 | 57.679 |
41 | Short | -1 | 11.02.2002 | 2394.86 | 12.02.2002 | 2404.47 | -9.610 | -0.401 | 1 | 0.000 | 0.401 | -146.2 | 57.278 |
42 | Short | -1 | 13.06.2002 | 2436.66 | 21.08.2002 | 2158.78 | 277.880 | 11.404 | 49 | -13.951 | 0.296 | 60.2 | 68.682 |
43 | Short | -1 | 16.09.2002 | 1951.39 | 17.10.2002 | 1808.41 | 142.980 | 7.327 | 23 | -11.949 | 0.000 | 86.1 | 76.009 |
44 | Short | -1 | 19.11.2002 | 1806.05 | 20.11.2002 | 1810.92 | -4.870 | -0.270 | 1 | 0.000 | 0.270 | -98.2 | 75.739 |
45 | Short | -1 | 13.12.2002 | 1727.68 | 03.01.2003 | 1746.53 | -18.850 | -1.091 | 10 | -4.623 | 1.091 | -18.9 | 74.648 |
46 | Short | -1 | 03.02.2003 | 1694.6 | 19.02.2003 | 1697.76 | -3.160 | -0.186 | 12 | -1.728 | 0.186 | -4.2 | 74.462 |
47 | Short | -1 | 16.10.2003 | 2487.09 | 17.10.2003 | 2481.89 | 5.200 | 0.209 | 1 | -0.209 | 0.000 | 76.2 | 74.671 |
48 | Short | -1 | 29.12.2003 | 2580.6 | 30.12.2003 | 2586.07 | -5.470 | -0.212 | 1 | 0.000 | 0.212 | -77.2 | 74.459 |
49 | Short | -1 | 17.03.2004 | 2880.19 | 26.03.2004 | 2867.42 | 12.770 | 0.443 | 7 | -3.095 | 0.000 | 17.9 | 74.902 |
50 | Short | -1 | 06.05.2004 | 2877.04 | 26.05.2004 | 2797.96 | 79.080 | 2.749 | 14 | -4.885 | 0.000 | 50.1 | 77.651 |
51 | Short | -1 | 16.07.2004 | 2841.95 | 19.07.2004 | 2822.93 | 19.020 | 0.669 | 1 | -0.669 | 0.000 | 81.3 | 78.320 |
52 | Short | -1 | 20.07.2004 | 2815.86 | 22.07.2004 | 2827.21 | -11.350 | -0.403 | 2 | 0.000 | 0.871 | -73.4 | 77.917 |
53 | Short | -1 | 27.07.2004 | 2818.76 | 20.08.2004 | 2734.77 | 83.990 | 2.980 | 18 | -4.648 | 0.968 | 45.2 | 80.897 |
54 | Short | -1 | 12.05.2005 | 3454.02 | 17.05.2005 | 3437.84 | 16.180 | 0.468 | 3 | -0.589 | 0.000 | 34.1 | 81.365 |
55 | Short | -1 | 31.10.2005 | 4080.51 | 15.11.2005 | 4132.06 | -51.550 | -1.263 | 11 | -0.764 | 1.263 | -30.7 | 80.102 |
56 | Short | -1 | 08.06.2006 | 4581.71 | 19.06.2006 | 4662.13 | -80.420 | -1.755 | 7 | -3.367 | 1.755 | -58.1 | 78.346 |
57 | Short | -1 | 08.06.2007 | 6240.4 | 12.06.2007 | 6345.01 | -104.610 | -1.676 | 2 | 0.000 | 1.802 | -152.7 | 76.670 |
58 | Short | -1 | 31.07.2007 | 6208.58 | 24.08.2007 | 5785.78 | 422.800 | 6.810 | 18 | -11.424 | 0.000 | 103.4 | 83.480 |
59 | Short | -1 | 08.11.2007 | 5596.25 | 04.12.2007 | 5211.38 | 384.870 | 6.877 | 18 | -11.198 | 0.000 | 96.3 | 90.357 |
60 | Short | -1 | 05.12.2007 | 5273.15 | 06.12.2007 | 5277.39 | -4.240 | -0.080 | 1 | 0.000 | 0.080 | -29.3 | 90.277 |
61 | Short | -1 | 11.01.2008 | 4751.62 | 05.02.2008 | 4573.69 | 177.930 | 3.745 | 17 | -11.743 | 0.800 | 54.6 | 94.022 |
62 | Short | -1 | 06.02.2008 | 4599.04 | 07.02.2008 | 4501.5 | 97.540 | 2.121 | 1 | -2.121 | 0.000 | 772.5 | 96.142 |
63 | Short | -1 | 14.03.2008 | 4414.31 | 17.03.2008 | 4253.58 | 160.730 | 3.641 | 1 | -3.641 | 0.000 | 442.1 | 99.784 |
64 | Short | -1 | 18.03.2008 | 4310.88 | 28.03.2008 | 4466.41 | -155.530 | -3.608 | 6 | -1.279 | 3.608 | -131.4 | 96.176 |
65 | Short | -1 | 11.06.2008 | 4593.65 | 22.07.2008 | 4196.4 | 397.250 | 8.648 | 29 | -12.889 | 1.603 | 76.8 | 104.824 |
66 | Short | -1 | 20.08.2008 | 4045.04 | 25.08.2008 | 4051.87 | -6.830 | -0.169 | 3 | -1.136 | 0.478 | -12.3 | 104.655 |
67 | Short | -1 | 29.08.2008 | 4118.58 | 01.09.2008 | 4117.19 | 1.390 | 0.034 | 1 | -0.034 | 0.000 | 4.1 | 104.688 |
68 | Short | -1 | 04.09.2008 | 4051.2 | 03.11.2008 | 2741.42 | 1309.780 | 32.331 | 42 | -39.141 | 0.000 | 196.3 | 137.019 |
69 | Short | -1 | 03.12.2008 | 2504.62 | 05.12.2008 | 2460.71 | 43.910 | 1.753 | 2 | -1.753 | 0.000 | 319.3 | 138.772 |
70 | Short | -1 | 04.02.2009 | 2527.14 | 12.02.2009 | 2476.78 | 50.360 | 1.993 | 6 | -1.993 | 2.347 | 90.7 | 140.765 |
71 | Short | -1 | 13.02.2009 | 2500.66 | 23.03.2009 | 2341.99 | 158.670 | 6.345 | 26 | -13.494 | 0.000 | 62.5 | 147.110 |
72 | Short | -1 | 09.07.2009 | 2794.49 | 15.07.2009 | 2912.52 | -118.030 | -4.224 | 4 | 0.000 | 4.224 | -256.4 | 142.886 |
73 | Short | -1 | 15.02.2010 | 3584.77 | 16.02.2010 | 3588.92 | -4.150 | -0.116 | 1 | 0.000 | 0.116 | -42.2 | 142.771 |
74 | Short | -1 | 10.05.2010 | 3865.27 | 11.05.2010 | 3852.43 | 12.840 | 0.332 | 1 | -0.332 | 0.000 | 121.0 | 143.103 |
75 | Short | -1 | 21.05.2010 | 3723.63 | 28.05.2010 | 3811.64 | -88.010 | -2.364 | 5 | -3.161 | 2.364 | -123.0 | 140.739 |
76 | Short | -1 | 26.08.2010 | 4053.33 | 27.08.2010 | 4098.17 | -44.840 | -1.106 | 1 | 0.000 | 1.106 | -403.0 | 139.633 |
77 | Short | -1 | 24.11.2010 | 4685.79 | 25.11.2010 | 4756.04 | -70.250 | -1.499 | 1 | 0.000 | 1.499 | -546.1 | 138.134 |
78 | Short | -1 | 15.03.2011 | 4784.98 | 21.03.2011 | 5063.39 | -278.410 | -5.818 | 4 | 0.000 | 5.818 | -353.2 | 132.315 |
79 | Short | -1 | 29.06.2011 | 5324.01 | 01.07.2011 | 5466.82 | -142.810 | -2.682 | 2 | 0.000 | 2.682 | -488.5 | 129.633 |
80 | Short | -1 | 04.08.2011 | 4705.19 | 01.09.2011 | 4539.52 | 165.670 | 3.521 | 20 | -9.546 | 0.000 | 45.8 | 133.154 |
81 | Short | -1 | 13.09.2011 | 4157.98 | 15.09.2011 | 4309.59 | -151.610 | -3.646 | 2 | 0.000 | 3.646 | -664.1 | 129.508 |
82 | Short | -1 | 23.11.2011 | 4178.04 | 30.11.2011 | 4421.77 | -243.730 | -5.834 | 5 | 0.000 | 5.834 | -303.6 | 123.674 |
83 | Short | -1 | 13.12.2011 | 4304.49 | 14.12.2011 | 4232.61 | 71.880 | 1.670 | 1 | -1.670 | 0.000 | 608.3 | 125.344 |
84 | Short | -1 | 15.12.2011 | 4253.15 | 16.12.2011 | 4233.68 | 19.470 | 0.458 | 1 | -0.458 | 0.000 | 166.7 | 125.802 |
85 | Short | -1 | 29.05.2012 | 4878.62 | 18.06.2012 | 4754.73 | 123.890 | 2.539 | 14 | -5.653 | 0.000 | 46.2 | 128.341 |