Main Statistical Values - Table
| 21/0 | .CAC MID60 | Trend Cont with KAMA | CAC Mid 100 | |||
|---|---|---|---|---|---|---|
| Years | 7.3 | Start | 07.04.2005 | End | 27.07.2012 | |
| TRADES | Count | #21 | Yearly | #2.9 | Every | 127. day |
| HITS | Ratio | 47.62% | Wins | #10 | Losses | #11 |
| PERFORM | Profitf. | 4.881 | WinSum | 86.775 | LossSum | -17.778 |
| Efficiency | 66.63% | AvWin | 8.678 | LossAv | -1.616 | |
| RETURN | Sum | 68.997 | Yearly | 9.420 | Daily | 0.026 |
| Average | 3.286 | AvAbs | 4.93 | Kurtosis | 7.03 | |
| Median | -0.054 | MaxWin | 29.280 | MaxLoss | -3.956 | |
| StdDev | 7.54 | Excess | 4.03 | 1/Prof. | 0.20 | |
| INVTIME | Days | 32.9% | Year | 40.4% | 549 of | 1669 |
| FULL | Year | 23.292 | ||||
| LENGTH | Average | 26.1 | StdDev | 28.90 | Median | 14.0 |
| EOD-signals and all returns in [%] relative to buy price. | ||||||
Temporary Intra Trade Statistical Values - Table
| Temporary Returns | ||||||
|---|---|---|---|---|---|---|
| Hits | Ratio | 91.1% | Wins | 500 | Losses | 49 |
| Average | Diff. | 6.99 | Wins | 7.78 | Losses | -1.07 |
| Sum | Proftf. | 74.6 | Wins | 3891.8 | Losses | -52.2 |
| SqrSum | Profitf. | 487.8 | Wins | 52977.8 | Losses | 108.6 |
| Extremal Temporary Returns | ||||||
| Average | Diff. | 5.1 | Wins | 6.22 | Losses | -1.11 |
| Sum | Proftf. | 5.6 | Wins | 130.58 | Losses | -23.29 |
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
