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

Calls 44 - Puts 42

Scan time: 2012-07-30 20:49:32

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

44/-42.DAX (X)AW IndikatorDAX
Years17.5Start17.02.1995End27.07.2012
TRADESCount#86Yearly#4.9Every74. day
HITSRatio69.77%Wins#60Losses#26
PERFORMProfitf.3.399WinSum299.278LossSum-88.046
Efficiency54.68%AvWin4.988LossAv-3.386
RETURNSum211.232Yearly12.081Daily0.033
Average2.456AvAbs4.49Kurtosis4.58
Median2.286MaxWin20.666MaxLoss-14.573
StdDev5.61Excess1.581/Prof.0.29
INVTIMEDays22.0%Year21.7%971 of4418
FULLYear55.553
LENGTHAverage11.3StdDev6.56Median9.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio52.4%Wins509Losses462
AverageDiff.0.25Wins3.65Losses-3.49
SumProftf.1.2Wins1856.8Losses-1613.1
SqrSumProfitf.1.3Wins12301.5Losses9542.9
Extremal Temporary Returns
AverageDiff.-0.1Wins-0.23Losses0.11
SumProftf.2.1Wins-19.37Losses9.10

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%
1Long117.03.19952005.2418.04.19951965.29-39.950-1.992200.000-4.702-23.4-1.992
2Long106.07.19952121.2217.07.19952199.6178.3903.69674.3940.000122.41.703
3Long127.10.19952096.0807.11.19952174.9778.8903.76474.1940.000124.65.467
4Long110.05.19962468.7824.05.19962542.2473.4602.97694.1320.00077.48.442
5Long104.06.19962546.2512.06.19962568.8822.6300.88950.8890.00040.59.331
6Long124.07.19962447.812.08.19962528.1880.3803.284133.6910.00063.012.615
7Long129.01.19972999.221.02.19973184.09184.8906.165179.2340.00097.618.780
8Short-130.04.19973438.0723.05.19973602.19-164.120-4.774140.0004.842-75.614.006
9Long123.05.19973602.1902.06.19973605.623.4300.09552.004-1.5093.514.101
10Long112.08.19974363.0910.09.19974050.14-312.950-7.173210.000-10.476-90.16.929
11Long122.06.19985654.7502.07.19985904.1249.3504.41084.6050.000160.611.338
12Short-104.11.19984841.7217.11.19984702.63139.0902.8739-4.1740.00080.514.211
13Long118.11.19984698.7226.11.19985051.63352.9107.51167.5110.000342.021.722
14Long111.12.19984536.205.01.19995253.91717.71015.8221315.822-0.294230.537.544
15Short-102.03.19994804.0208.03.19994788.6915.3300.3194-2.6080.73019.437.863
16Long109.03.19994758.4619.03.19995099.48341.0207.16787.167-0.779261.045.029
17Short-125.08.19995400.3207.09.19995391.368.9600.1669-3.8960.3714.645.195
18Long129.11.19995888.8822.12.19996492.53603.65010.2511710.2510.000162.355.446
19Long112.01.20006912.8111.02.20007611.55698.74010.1082211.522-1.492122.765.554
20Long111.04.20007442.6602.05.20007555.92113.2601.522121.522-3.82526.467.075
21Short-122.05.20006912.9629.05.20007016.66-103.700-1.5005-1.1291.500-78.165.575
22Short-110.10.20006673.1517.10.20006531.71141.4402.1205-3.1150.000110.367.695
23Long107.12.20006566.0814.12.20006469.95-96.130-1.46453.296-1.464-76.266.231
24Short-115.12.20006331.321.12.20006200.71130.5902.0634-2.0632.337125.268.294
25Short-109.01.20016404.5212.02.20016564.91-160.390-2.50424-1.3196.099-26.865.789
26Short-113.03.20015962.9319.03.20015657.29305.6405.1264-5.1260.000311.270.915
27Long114.05.20016064.6825.05.20016223.57158.8902.62093.5320.00086.873.535
28Short-109.07.20015869.8613.07.20015928.01-58.150-0.9914-1.1590.991-90.272.544
29Short-107.08.20015752.5115.08.20015455.44297.0705.1646-5.5460.000235.177.708
30Short-131.08.20015188.1714.09.20014115.981072.19020.66610-20.6660.384537.798.374
31Short-116.10.20014626.4805.11.20014755.11-128.630-2.78014-2.4414.188-50.695.594
32Long107.11.20014860.6613.11.20014946.9786.3101.77642.734-0.829107.897.370
33Short-119.04.20025284.5503.05.20024882.77401.7807.6039-7.6030.000197.8104.973
34Short-108.07.20024442.3319.07.20023891.88550.45012.3919-12.3910.000410.3117.364
35Short-105.08.20023332.6508.08.20023679.26-346.610-10.40030.00010.400-1262.8106.963
36Short-119.08.20023837.6703.09.20023398.99438.68011.43111-11.4311.795277.6118.394
37Short-125.10.20023102.0115.11.20023191.76-89.750-2.89315-2.5798.037-50.2115.501
38Short-120.01.20032893.5530.01.20032693.78199.7706.9048-8.6310.000251.5122.405
39Short-106.02.2003264912.02.20032571.2577.7502.9354-3.0070.000178.2125.340
40Short-124.02.20032571.3503.03.20032549.6521.7000.8445-4.7120.00043.9126.184
41Short-127.03.20032584.0502.04.20032589.35-5.300-0.2054-6.1990.205-12.5125.979
42Short-115.04.20032834.1216.05.20032989.08-154.960-5.46820-0.3338.215-64.2120.511
43Long119.05.20032850.6802.06.20033064.56213.8807.503107.503-0.977195.2128.014
44Long101.07.20033146.5511.07.20033326.51179.9605.71986.2900.000208.3133.733
45Long128.07.20033417.7705.08.20033438.3620.5900.60262.051-0.36527.4134.336
46Long118.09.20033612.0214.10.20033538.13-73.890-2.046180.000-9.835-28.7132.290
47Long126.11.20033712.9801.12.20033821.2108.2202.91532.9150.000212.3135.205
48Long122.03.20043729.2308.04.20044013.53284.3007.624138.564-0.085173.6142.828
49Short-106.08.20043727.7418.08.20043726.51.2400.0338-2.1660.0001.0142.861
50Long101.10.20043994.9608.10.20044015.5420.5800.51551.3690.00026.8143.376
51Long120.01.20054220.4311.02.20054387.8167.3703.966163.966-0.44165.7147.342
52Short-106.04.20054379.1825.04.20054246.96132.2203.01913-4.5800.60557.9150.361
53Short-101.06.20065707.5916.06.20065376.01331.5805.80910-7.2790.000141.1156.171
54Short-129.06.20065581.6713.07.20065527.2954.3800.97410-0.9742.64025.3157.145
55Long126.01.20076690.3409.02.20076911.11220.7703.300103.3660.00085.9160.445
56Long117.05.20077499.529.05.20077781.04281.5403.75473.7540.000114.0164.199
57Long102.08.20077534.1328.08.20077430.24-103.890-1.379180.953-3.505-19.3162.820
58Short-130.08.20077519.9413.09.20077535.97-16.030-0.21310-1.9222.684-5.5162.607
59Long117.09.20077479.8526.09.20077804.15324.3004.33674.3360.000175.5166.943
60Long112.11.20077806.8407.12.20077994.07187.2302.398192.398-3.77734.9169.341
61Short-107.02.20086733.7207.03.20086513.99219.7303.26321-3.2633.98841.0172.604
62Short-114.07.20086200.2522.08.20086342.42-142.170-2.29329-1.9126.603-21.4170.311
63Long110.09.20086210.3229.09.20085807.08-403.240-6.493130.396-6.493-124.5163.818
64Short-129.09.20085807.0815.10.20084861.63945.45016.28112-21.7450.412370.6180.099
65Short-110.11.20085025.5320.11.20084220.2805.33016.0258-16.0250.000583.7196.124
66Long120.11.20084220.202.12.20084531.79311.5907.383810.645-2.199224.1203.507
67Short-123.12.20084629.3820.01.20094239.85389.5308.41415-8.4148.574109.5211.921
68Long124.04.20094674.3208.05.20094913.9239.5805.12595.125-1.431133.4217.047
69Long126.06.20094776.4703.07.20094708.21-68.260-1.42952.700-1.429-74.4215.618
70Short-106.07.20094651.8210.07.20094576.3175.5101.6234-1.7020.000147.8217.241
71Long130.09.20095675.1619.10.20095852.56177.4003.126133.154-3.65259.9220.367
72Short-119.05.20105988.6725.05.20105670.04318.6305.3214-5.3210.000323.0225.687
73Short-108.06.20105868.5507.07.20105992.86-124.310-2.11821-0.8927.232-26.6223.569
74Long119.08.20106075.1308.09.20106164.4489.3101.470141.470-2.89126.8225.039
75Short-113.09.20106261.6807.10.20106276.25-14.570-0.23318-2.0360.585-3.5224.807
76Long110.01.20116857.0621.01.20117062.42205.3602.99594.1770.00099.2227.802
77Long102.03.20117181.1229.03.20116934.44-246.680-3.435190.624-9.292-48.1224.366
78Long112.05.20117443.9503.06.20117109.03-334.920-4.499160.000-4.968-74.5219.867
79Short-117.06.20117164.0515.07.20117220.12-56.070-0.78320-0.7844.291-10.2219.085
80Long115.11.20115933.1407.12.20115994.7361.5901.038162.915-8.51217.2220.123
81Short-109.12.20115986.7119.12.20115670.71316.0005.2786-5.2780.000192.3225.401
82Short-130.12.20115898.3515.02.20126757.94-859.590-14.573330.00015.097-112.9210.828
83Long115.02.20126757.9421.03.20127071.32313.3804.637255.917-1.84749.7215.465
84Long128.03.20126998.804.05.20126561.47-437.330-6.249240.827-6.798-61.5209.216
85Short-107.05.20126569.4811.05.20126579.93-10.450-0.1594-1.8990.159-14.5209.057
86Short-130.05.20126280.807.06.20126144.22136.5802.1756-4.9580.00099.0211.232

Generated 30.07.2012 20:49:49