Backtesting of .DAX (X) - AW Indikator (DAX) - Put Part



Scan time: 2012-07-30 20:49:15

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
Executed Trades - Table

Main Statistical Values - Table

0/-42.DAX (X)AW IndikatorDAX
Years17.5Start17.02.1995End27.07.2012
TRADESCount#42Yearly#2.4Every152. day
HITSRatio61.90%Wins#26Losses#16
PERFORMProfitf.2.868WinSum148.820LossSum-51.888
Efficiency48.54%AvWin5.724LossAv-3.243
RETURNSum96.932Yearly5.544Daily0.015
Average2.308AvAbs4.75Kurtosis4.24
Median1.299MaxWin20.666MaxLoss-14.573
StdDev6.53Excess1.241/Prof.0.35
INVTIMEDays10.2%Year10.1%452 of4418
FULLYear55.082
LENGTHAverage10.8StdDev7.20Median9.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio45.8%Wins207Losses245
AverageDiff.-0.22Wins3.95Losses-3.75
SumProftf.0.9Wins817.6Losses-919.2
SqrSumProfitf.1.1Wins6545.7Losses6015.3
Extremal Temporary Returns
AverageDiff.-2.3Wins-4.79Losses2.45
SumProftf.2.0Wins-201.28Losses102.97

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

Executed Trades - Table

NoDirec.#Buy atBuy forSell atSell forReturnReturn%DaysTemp.Win%Temp.Loss%Yearly%Cum.Win%
1Short-130.04.19973438.0723.05.19973602.19-164.120-4.774140.0004.842-75.6-4.774
2Short-104.11.19984841.7217.11.19984702.63139.0902.8739-4.1740.00080.5-1.901
3Short-102.03.19994804.0208.03.19994788.6915.3300.3194-2.6080.73019.4-1.582
4Short-125.08.19995400.3207.09.19995391.368.9600.1669-3.8960.3714.6-1.416
5Short-122.05.20006912.9629.05.20007016.66-103.700-1.5005-1.1291.500-78.1-2.916
6Short-110.10.20006673.1517.10.20006531.71141.4402.1205-3.1150.000110.3-0.796
7Short-115.12.20006331.321.12.20006200.71130.5902.0634-2.0632.337125.21.266
8Short-109.01.20016404.5212.02.20016564.91-160.390-2.50424-1.3196.099-26.8-1.238
9Short-113.03.20015962.9319.03.20015657.29305.6405.1264-5.1260.000311.23.888
10Short-109.07.20015869.8613.07.20015928.01-58.150-0.9914-1.1590.991-90.22.897
11Short-107.08.20015752.5115.08.20015455.44297.0705.1646-5.5460.000235.18.061
12Short-131.08.20015188.1714.09.20014115.981072.19020.66610-20.6660.384537.728.727
13Short-116.10.20014626.4805.11.20014755.11-128.630-2.78014-2.4414.188-50.625.947
14Short-119.04.20025284.5503.05.20024882.77401.7807.6039-7.6030.000197.833.550
15Short-108.07.20024442.3319.07.20023891.88550.45012.3919-12.3910.000410.345.941
16Short-105.08.20023332.6508.08.20023679.26-346.610-10.40030.00010.400-1262.835.540
17Short-119.08.20023837.6703.09.20023398.99438.68011.43111-11.4311.795277.646.971
18Short-125.10.20023102.0115.11.20023191.76-89.750-2.89315-2.5798.037-50.244.078
19Short-120.01.20032893.5530.01.20032693.78199.7706.9048-8.6310.000251.550.982
20Short-106.02.2003264912.02.20032571.2577.7502.9354-3.0070.000178.253.917
21Short-124.02.20032571.3503.03.20032549.6521.7000.8445-4.7120.00043.954.761
22Short-127.03.20032584.0502.04.20032589.35-5.300-0.2054-6.1990.205-12.554.556
23Short-115.04.20032834.1216.05.20032989.08-154.960-5.46820-0.3338.215-64.249.088
24Short-106.08.20043727.7418.08.20043726.51.2400.0338-2.1660.0001.049.121
25Short-106.04.20054379.1825.04.20054246.96132.2203.01913-4.5800.60557.952.141
26Short-101.06.20065707.5916.06.20065376.01331.5805.80910-7.2790.000141.157.950
27Short-129.06.20065581.6713.07.20065527.2954.3800.97410-0.9742.64025.358.924
28Short-130.08.20077519.9413.09.20077535.97-16.030-0.21310-1.9222.684-5.558.711
29Short-107.02.20086733.7207.03.20086513.99219.7303.26321-3.2633.98841.061.974
30Short-114.07.20086200.2522.08.20086342.42-142.170-2.29329-1.9126.603-21.459.681
31Short-129.09.20085807.0815.10.20084861.63945.45016.28112-21.7450.412370.675.962
32Short-110.11.20085025.5320.11.20084220.2805.33016.0258-16.0250.000583.791.987
33Short-123.12.20084629.3820.01.20094239.85389.5308.41415-8.4148.574109.5100.401
34Short-106.07.20094651.8210.07.20094576.3175.5101.6234-1.7020.000147.8102.025
35Short-119.05.20105988.6725.05.20105670.04318.6305.3214-5.3210.000323.0107.345
36Short-108.06.20105868.5507.07.20105992.86-124.310-2.11821-0.8927.232-26.6105.227
37Short-113.09.20106261.6807.10.20106276.25-14.570-0.23318-2.0360.585-3.5104.994
38Short-117.06.20117164.0515.07.20117220.12-56.070-0.78320-0.7844.291-10.2104.212
39Short-109.12.20115986.7119.12.20115670.71316.0005.2786-5.2780.000192.3109.490
40Short-130.12.20115898.3515.02.20126757.94-859.590-14.573330.00015.097-112.994.917
41Short-107.05.20126569.4811.05.20126579.93-10.450-0.1594-1.8990.159-14.594.758
42Short-130.05.20126280.807.06.20126144.22136.5802.1756-4.9580.00099.096.932

Generated 30.07.2012 20:49:32