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 | 17.03.1995 | 2005.24 | 18.04.1995 | 1965.29 | -39.950 | -1.992 | 20 | 0.000 | -4.702 | -23.4 | -1.992 |
2 | Long | 1 | 06.07.1995 | 2121.22 | 17.07.1995 | 2199.61 | 78.390 | 3.696 | 7 | 4.394 | 0.000 | 122.4 | 1.703 |
3 | Long | 1 | 27.10.1995 | 2096.08 | 07.11.1995 | 2174.97 | 78.890 | 3.764 | 7 | 4.194 | 0.000 | 124.6 | 5.467 |
4 | Long | 1 | 10.05.1996 | 2468.78 | 24.05.1996 | 2542.24 | 73.460 | 2.976 | 9 | 4.132 | 0.000 | 77.4 | 8.442 |
5 | Long | 1 | 04.06.1996 | 2546.25 | 12.06.1996 | 2568.88 | 22.630 | 0.889 | 5 | 0.889 | 0.000 | 40.5 | 9.331 |
6 | Long | 1 | 24.07.1996 | 2447.8 | 12.08.1996 | 2528.18 | 80.380 | 3.284 | 13 | 3.691 | 0.000 | 63.0 | 12.615 |
7 | Long | 1 | 29.01.1997 | 2999.2 | 21.02.1997 | 3184.09 | 184.890 | 6.165 | 17 | 9.234 | 0.000 | 97.6 | 18.780 |
8 | Short | -1 | 30.04.1997 | 3438.07 | 23.05.1997 | 3602.19 | -164.120 | -4.774 | 14 | 0.000 | 4.842 | -75.6 | 14.006 |
9 | Long | 1 | 23.05.1997 | 3602.19 | 02.06.1997 | 3605.62 | 3.430 | 0.095 | 5 | 2.004 | -1.509 | 3.5 | 14.101 |
10 | Long | 1 | 12.08.1997 | 4363.09 | 10.09.1997 | 4050.14 | -312.950 | -7.173 | 21 | 0.000 | -10.476 | -90.1 | 6.929 |
11 | Long | 1 | 22.06.1998 | 5654.75 | 02.07.1998 | 5904.1 | 249.350 | 4.410 | 8 | 4.605 | 0.000 | 160.6 | 11.338 |
12 | Short | -1 | 04.11.1998 | 4841.72 | 17.11.1998 | 4702.63 | 139.090 | 2.873 | 9 | -4.174 | 0.000 | 80.5 | 14.211 |
13 | Long | 1 | 18.11.1998 | 4698.72 | 26.11.1998 | 5051.63 | 352.910 | 7.511 | 6 | 7.511 | 0.000 | 342.0 | 21.722 |
14 | Long | 1 | 11.12.1998 | 4536.2 | 05.01.1999 | 5253.91 | 717.710 | 15.822 | 13 | 15.822 | -0.294 | 230.5 | 37.544 |
15 | Short | -1 | 02.03.1999 | 4804.02 | 08.03.1999 | 4788.69 | 15.330 | 0.319 | 4 | -2.608 | 0.730 | 19.4 | 37.863 |
16 | Long | 1 | 09.03.1999 | 4758.46 | 19.03.1999 | 5099.48 | 341.020 | 7.167 | 8 | 7.167 | -0.779 | 261.0 | 45.029 |
17 | Short | -1 | 25.08.1999 | 5400.32 | 07.09.1999 | 5391.36 | 8.960 | 0.166 | 9 | -3.896 | 0.371 | 4.6 | 45.195 |
18 | Long | 1 | 29.11.1999 | 5888.88 | 22.12.1999 | 6492.53 | 603.650 | 10.251 | 17 | 10.251 | 0.000 | 162.3 | 55.446 |
19 | Long | 1 | 12.01.2000 | 6912.81 | 11.02.2000 | 7611.55 | 698.740 | 10.108 | 22 | 11.522 | -1.492 | 122.7 | 65.554 |
20 | Long | 1 | 11.04.2000 | 7442.66 | 02.05.2000 | 7555.92 | 113.260 | 1.522 | 12 | 1.522 | -3.825 | 26.4 | 67.075 |
21 | Short | -1 | 22.05.2000 | 6912.96 | 29.05.2000 | 7016.66 | -103.700 | -1.500 | 5 | -1.129 | 1.500 | -78.1 | 65.575 |
22 | Short | -1 | 10.10.2000 | 6673.15 | 17.10.2000 | 6531.71 | 141.440 | 2.120 | 5 | -3.115 | 0.000 | 110.3 | 67.695 |
23 | Long | 1 | 07.12.2000 | 6566.08 | 14.12.2000 | 6469.95 | -96.130 | -1.464 | 5 | 3.296 | -1.464 | -76.2 | 66.231 |
24 | Short | -1 | 15.12.2000 | 6331.3 | 21.12.2000 | 6200.71 | 130.590 | 2.063 | 4 | -2.063 | 2.337 | 125.2 | 68.294 |
25 | Short | -1 | 09.01.2001 | 6404.52 | 12.02.2001 | 6564.91 | -160.390 | -2.504 | 24 | -1.319 | 6.099 | -26.8 | 65.789 |
26 | Short | -1 | 13.03.2001 | 5962.93 | 19.03.2001 | 5657.29 | 305.640 | 5.126 | 4 | -5.126 | 0.000 | 311.2 | 70.915 |
27 | Long | 1 | 14.05.2001 | 6064.68 | 25.05.2001 | 6223.57 | 158.890 | 2.620 | 9 | 3.532 | 0.000 | 86.8 | 73.535 |
28 | Short | -1 | 09.07.2001 | 5869.86 | 13.07.2001 | 5928.01 | -58.150 | -0.991 | 4 | -1.159 | 0.991 | -90.2 | 72.544 |
29 | Short | -1 | 07.08.2001 | 5752.51 | 15.08.2001 | 5455.44 | 297.070 | 5.164 | 6 | -5.546 | 0.000 | 235.1 | 77.708 |
30 | Short | -1 | 31.08.2001 | 5188.17 | 14.09.2001 | 4115.98 | 1072.190 | 20.666 | 10 | -20.666 | 0.384 | 537.7 | 98.374 |
31 | Short | -1 | 16.10.2001 | 4626.48 | 05.11.2001 | 4755.11 | -128.630 | -2.780 | 14 | -2.441 | 4.188 | -50.6 | 95.594 |
32 | Long | 1 | 07.11.2001 | 4860.66 | 13.11.2001 | 4946.97 | 86.310 | 1.776 | 4 | 2.734 | -0.829 | 107.8 | 97.370 |
33 | Short | -1 | 19.04.2002 | 5284.55 | 03.05.2002 | 4882.77 | 401.780 | 7.603 | 9 | -7.603 | 0.000 | 197.8 | 104.973 |
34 | Short | -1 | 08.07.2002 | 4442.33 | 19.07.2002 | 3891.88 | 550.450 | 12.391 | 9 | -12.391 | 0.000 | 410.3 | 117.364 |
35 | Short | -1 | 05.08.2002 | 3332.65 | 08.08.2002 | 3679.26 | -346.610 | -10.400 | 3 | 0.000 | 10.400 | -1262.8 | 106.963 |
36 | Short | -1 | 19.08.2002 | 3837.67 | 03.09.2002 | 3398.99 | 438.680 | 11.431 | 11 | -11.431 | 1.795 | 277.6 | 118.394 |
37 | Short | -1 | 25.10.2002 | 3102.01 | 15.11.2002 | 3191.76 | -89.750 | -2.893 | 15 | -2.579 | 8.037 | -50.2 | 115.501 |
38 | Short | -1 | 20.01.2003 | 2893.55 | 30.01.2003 | 2693.78 | 199.770 | 6.904 | 8 | -8.631 | 0.000 | 251.5 | 122.405 |
39 | Short | -1 | 06.02.2003 | 2649 | 12.02.2003 | 2571.25 | 77.750 | 2.935 | 4 | -3.007 | 0.000 | 178.2 | 125.340 |
40 | Short | -1 | 24.02.2003 | 2571.35 | 03.03.2003 | 2549.65 | 21.700 | 0.844 | 5 | -4.712 | 0.000 | 43.9 | 126.184 |
41 | Short | -1 | 27.03.2003 | 2584.05 | 02.04.2003 | 2589.35 | -5.300 | -0.205 | 4 | -6.199 | 0.205 | -12.5 | 125.979 |
42 | Short | -1 | 15.04.2003 | 2834.12 | 16.05.2003 | 2989.08 | -154.960 | -5.468 | 20 | -0.333 | 8.215 | -64.2 | 120.511 |
43 | Long | 1 | 19.05.2003 | 2850.68 | 02.06.2003 | 3064.56 | 213.880 | 7.503 | 10 | 7.503 | -0.977 | 195.2 | 128.014 |
44 | Long | 1 | 01.07.2003 | 3146.55 | 11.07.2003 | 3326.51 | 179.960 | 5.719 | 8 | 6.290 | 0.000 | 208.3 | 133.733 |
45 | Long | 1 | 28.07.2003 | 3417.77 | 05.08.2003 | 3438.36 | 20.590 | 0.602 | 6 | 2.051 | -0.365 | 27.4 | 134.336 |
46 | Long | 1 | 18.09.2003 | 3612.02 | 14.10.2003 | 3538.13 | -73.890 | -2.046 | 18 | 0.000 | -9.835 | -28.7 | 132.290 |
47 | Long | 1 | 26.11.2003 | 3712.98 | 01.12.2003 | 3821.2 | 108.220 | 2.915 | 3 | 2.915 | 0.000 | 212.3 | 135.205 |
48 | Long | 1 | 22.03.2004 | 3729.23 | 08.04.2004 | 4013.53 | 284.300 | 7.624 | 13 | 8.564 | -0.085 | 173.6 | 142.828 |
49 | Short | -1 | 06.08.2004 | 3727.74 | 18.08.2004 | 3726.5 | 1.240 | 0.033 | 8 | -2.166 | 0.000 | 1.0 | 142.861 |
50 | Long | 1 | 01.10.2004 | 3994.96 | 08.10.2004 | 4015.54 | 20.580 | 0.515 | 5 | 1.369 | 0.000 | 26.8 | 143.376 |
51 | Long | 1 | 20.01.2005 | 4220.43 | 11.02.2005 | 4387.8 | 167.370 | 3.966 | 16 | 3.966 | -0.441 | 65.7 | 147.342 |
52 | Short | -1 | 06.04.2005 | 4379.18 | 25.04.2005 | 4246.96 | 132.220 | 3.019 | 13 | -4.580 | 0.605 | 57.9 | 150.361 |
53 | Short | -1 | 01.06.2006 | 5707.59 | 16.06.2006 | 5376.01 | 331.580 | 5.809 | 10 | -7.279 | 0.000 | 141.1 | 156.171 |
54 | Short | -1 | 29.06.2006 | 5581.67 | 13.07.2006 | 5527.29 | 54.380 | 0.974 | 10 | -0.974 | 2.640 | 25.3 | 157.145 |
55 | Long | 1 | 26.01.2007 | 6690.34 | 09.02.2007 | 6911.11 | 220.770 | 3.300 | 10 | 3.366 | 0.000 | 85.9 | 160.445 |
56 | Long | 1 | 17.05.2007 | 7499.5 | 29.05.2007 | 7781.04 | 281.540 | 3.754 | 7 | 3.754 | 0.000 | 114.0 | 164.199 |
57 | Long | 1 | 02.08.2007 | 7534.13 | 28.08.2007 | 7430.24 | -103.890 | -1.379 | 18 | 0.953 | -3.505 | -19.3 | 162.820 |
58 | Short | -1 | 30.08.2007 | 7519.94 | 13.09.2007 | 7535.97 | -16.030 | -0.213 | 10 | -1.922 | 2.684 | -5.5 | 162.607 |
59 | Long | 1 | 17.09.2007 | 7479.85 | 26.09.2007 | 7804.15 | 324.300 | 4.336 | 7 | 4.336 | 0.000 | 175.5 | 166.943 |
60 | Long | 1 | 12.11.2007 | 7806.84 | 07.12.2007 | 7994.07 | 187.230 | 2.398 | 19 | 2.398 | -3.777 | 34.9 | 169.341 |
61 | Short | -1 | 07.02.2008 | 6733.72 | 07.03.2008 | 6513.99 | 219.730 | 3.263 | 21 | -3.263 | 3.988 | 41.0 | 172.604 |
62 | Short | -1 | 14.07.2008 | 6200.25 | 22.08.2008 | 6342.42 | -142.170 | -2.293 | 29 | -1.912 | 6.603 | -21.4 | 170.311 |
63 | Long | 1 | 10.09.2008 | 6210.32 | 29.09.2008 | 5807.08 | -403.240 | -6.493 | 13 | 0.396 | -6.493 | -124.5 | 163.818 |
64 | Short | -1 | 29.09.2008 | 5807.08 | 15.10.2008 | 4861.63 | 945.450 | 16.281 | 12 | -21.745 | 0.412 | 370.6 | 180.099 |
65 | Short | -1 | 10.11.2008 | 5025.53 | 20.11.2008 | 4220.2 | 805.330 | 16.025 | 8 | -16.025 | 0.000 | 583.7 | 196.124 |
66 | Long | 1 | 20.11.2008 | 4220.2 | 02.12.2008 | 4531.79 | 311.590 | 7.383 | 8 | 10.645 | -2.199 | 224.1 | 203.507 |
67 | Short | -1 | 23.12.2008 | 4629.38 | 20.01.2009 | 4239.85 | 389.530 | 8.414 | 15 | -8.414 | 8.574 | 109.5 | 211.921 |
68 | Long | 1 | 24.04.2009 | 4674.32 | 08.05.2009 | 4913.9 | 239.580 | 5.125 | 9 | 5.125 | -1.431 | 133.4 | 217.047 |
69 | Long | 1 | 26.06.2009 | 4776.47 | 03.07.2009 | 4708.21 | -68.260 | -1.429 | 5 | 2.700 | -1.429 | -74.4 | 215.618 |
70 | Short | -1 | 06.07.2009 | 4651.82 | 10.07.2009 | 4576.31 | 75.510 | 1.623 | 4 | -1.702 | 0.000 | 147.8 | 217.241 |
71 | Long | 1 | 30.09.2009 | 5675.16 | 19.10.2009 | 5852.56 | 177.400 | 3.126 | 13 | 3.154 | -3.652 | 59.9 | 220.367 |
72 | Short | -1 | 19.05.2010 | 5988.67 | 25.05.2010 | 5670.04 | 318.630 | 5.321 | 4 | -5.321 | 0.000 | 323.0 | 225.687 |
73 | Short | -1 | 08.06.2010 | 5868.55 | 07.07.2010 | 5992.86 | -124.310 | -2.118 | 21 | -0.892 | 7.232 | -26.6 | 223.569 |
74 | Long | 1 | 19.08.2010 | 6075.13 | 08.09.2010 | 6164.44 | 89.310 | 1.470 | 14 | 1.470 | -2.891 | 26.8 | 225.039 |
75 | Short | -1 | 13.09.2010 | 6261.68 | 07.10.2010 | 6276.25 | -14.570 | -0.233 | 18 | -2.036 | 0.585 | -3.5 | 224.807 |
76 | Long | 1 | 10.01.2011 | 6857.06 | 21.01.2011 | 7062.42 | 205.360 | 2.995 | 9 | 4.177 | 0.000 | 99.2 | 227.802 |
77 | Long | 1 | 02.03.2011 | 7181.12 | 29.03.2011 | 6934.44 | -246.680 | -3.435 | 19 | 0.624 | -9.292 | -48.1 | 224.366 |
78 | Long | 1 | 12.05.2011 | 7443.95 | 03.06.2011 | 7109.03 | -334.920 | -4.499 | 16 | 0.000 | -4.968 | -74.5 | 219.867 |
79 | Short | -1 | 17.06.2011 | 7164.05 | 15.07.2011 | 7220.12 | -56.070 | -0.783 | 20 | -0.784 | 4.291 | -10.2 | 219.085 |
80 | Long | 1 | 15.11.2011 | 5933.14 | 07.12.2011 | 5994.73 | 61.590 | 1.038 | 16 | 2.915 | -8.512 | 17.2 | 220.123 |
81 | Short | -1 | 09.12.2011 | 5986.71 | 19.12.2011 | 5670.71 | 316.000 | 5.278 | 6 | -5.278 | 0.000 | 192.3 | 225.401 |
82 | Short | -1 | 30.12.2011 | 5898.35 | 15.02.2012 | 6757.94 | -859.590 | -14.573 | 33 | 0.000 | 15.097 | -112.9 | 210.828 |
83 | Long | 1 | 15.02.2012 | 6757.94 | 21.03.2012 | 7071.32 | 313.380 | 4.637 | 25 | 5.917 | -1.847 | 49.7 | 215.465 |
84 | Long | 1 | 28.03.2012 | 6998.8 | 04.05.2012 | 6561.47 | -437.330 | -6.249 | 24 | 0.827 | -6.798 | -61.5 | 209.216 |
85 | Short | -1 | 07.05.2012 | 6569.48 | 11.05.2012 | 6579.93 | -10.450 | -0.159 | 4 | -1.899 | 0.159 | -14.5 | 209.057 |
86 | Short | -1 | 30.05.2012 | 6280.8 | 07.06.2012 | 6144.22 | 136.580 | 2.175 | 6 | -4.958 | 0.000 | 99.0 | 211.232 |