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 | 20.01.1998 | 1029.29 | 22.01.1998 | 1037.6 | 8.310 | 0.807 | 2 | 1.493 | 0.000 | 147.0 | 0.807 |
2 | Long | 1 | 26.01.1998 | 1122.5 | 08.05.1998 | 2432.83 | 1310.330 | 116.733 | 71 | 132.454 | -1.490 | 421.0 | 117.541 |
3 | Long | 1 | 21.07.1998 | 2909.36 | 24.07.1998 | 3043.3 | 133.940 | 4.604 | 3 | 4.604 | -2.367 | 559.0 | 122.144 |
4 | Long | 1 | 04.11.1998 | 2686.4 | 02.12.1998 | 2954.64 | 268.240 | 9.985 | 20 | 12.067 | -0.906 | 129.9 | 132.129 |
5 | Long | 1 | 18.01.1999 | 4138.58 | 22.01.1999 | 4141.39 | 2.810 | 0.068 | 4 | 6.808 | 0.000 | 6.2 | 132.197 |
6 | Long | 1 | 26.04.1999 | 4015.86 | 28.05.1999 | 4015.82 | -0.040 | -0.001 | 22 | 4.545 | -4.695 | -0.0 | 132.196 |
7 | Long | 1 | 31.05.1999 | 4031.81 | 04.06.1999 | 3934.37 | -97.440 | -2.417 | 3 | 0.000 | -3.386 | -220.1 | 129.780 |
8 | Long | 1 | 18.06.1999 | 4128.26 | 30.06.1999 | 4295.55 | 167.290 | 4.052 | 8 | 4.052 | 0.000 | 123.0 | 133.832 |
9 | Long | 1 | 01.07.1999 | 4401.81 | 26.07.1999 | 4209.95 | -191.860 | -4.359 | 17 | 4.641 | -4.359 | -63.5 | 129.473 |
10 | Long | 1 | 06.09.1999 | 3975.45 | 09.09.1999 | 3937.48 | -37.970 | -0.955 | 3 | 0.000 | -2.605 | -116.0 | 128.518 |
11 | Long | 1 | 16.09.1999 | 3798.95 | 21.09.1999 | 3661.23 | -137.720 | -3.625 | 3 | 0.038 | -3.625 | -264.1 | 124.893 |
12 | Long | 1 | 16.11.1999 | 4159 | 17.11.1999 | 4250.03 | 91.030 | 2.189 | 1 | 2.189 | 0.000 | 797.3 | 127.082 |
13 | Long | 1 | 04.01.2000 | 4977.74 | 16.02.2000 | 7378.84 | 2401.100 | 48.237 | 31 | 53.719 | -3.776 | 408.6 | 175.318 |
14 | Long | 1 | 17.02.2000 | 7563.89 | 24.02.2000 | 8317.25 | 753.360 | 9.960 | 5 | 11.039 | 0.000 | 518.3 | 185.278 |
15 | Long | 1 | 15.03.2000 | 8412.46 | 16.03.2000 | 8407.62 | -4.840 | -0.058 | 1 | 0.000 | -0.058 | -21.0 | 185.221 |
16 | Long | 1 | 17.03.2000 | 8702.13 | 13.04.2000 | 6752.33 | -1949.800 | -22.406 | 19 | 4.102 | -27.451 | -313.9 | 162.815 |
17 | Long | 1 | 19.05.2000 | 6489.72 | 23.05.2000 | 5960.61 | -529.110 | -8.153 | 2 | 0.000 | -8.153 | -742.4 | 154.662 |
18 | Long | 1 | 28.07.2000 | 5831.98 | 04.08.2000 | 5657.87 | -174.110 | -2.985 | 5 | 0.790 | -4.206 | -155.3 | 151.676 |
19 | Long | 1 | 09.08.2000 | 5763.59 | 17.08.2000 | 5723.42 | -40.170 | -0.697 | 6 | 0.000 | -1.746 | -31.7 | 150.979 |
20 | Long | 1 | 23.08.2000 | 5619.47 | 12.09.2000 | 6103.41 | 483.940 | 8.612 | 14 | 14.670 | 0.000 | 156.8 | 159.591 |
21 | Long | 1 | 13.09.2000 | 5982.35 | 19.09.2000 | 5588.07 | -394.280 | -6.591 | 4 | 0.503 | -6.591 | -400.1 | 153.000 |
22 | Long | 1 | 26.01.2001 | 2806.61 | 23.02.2001 | 1968.27 | -838.340 | -29.870 | 20 | 1.977 | -29.870 | -388.6 | 123.130 |
23 | Long | 1 | 07.05.2001 | 1884.67 | 30.05.2001 | 1704.12 | -180.550 | -9.580 | 17 | 2.697 | -9.580 | -151.7 | 113.550 |
24 | Long | 1 | 04.06.2001 | 1745.03 | 12.06.2001 | 1578.59 | -166.440 | -9.538 | 6 | 0.499 | -9.538 | -434.3 | 104.012 |
25 | Long | 1 | 22.10.2001 | 1025.84 | 29.11.2001 | 1235.23 | 209.390 | 20.412 | 28 | 30.162 | 0.000 | 195.7 | 124.424 |
26 | Long | 1 | 28.01.2002 | 1174.65 | 31.01.2002 | 1156.26 | -18.390 | -1.566 | 3 | 0.000 | -3.879 | -190.1 | 122.858 |
27 | Long | 1 | 22.03.2002 | 1033.74 | 28.03.2002 | 1027.91 | -5.830 | -0.564 | 4 | 0.000 | -1.299 | -34.2 | 122.294 |
28 | Long | 1 | 02.04.2002 | 1005.8 | 04.04.2002 | 965.55 | -40.250 | -4.002 | 2 | 0.000 | -4.002 | -728.8 | 118.293 |
29 | Long | 1 | 05.04.2002 | 979.73 | 08.04.2002 | 959.39 | -20.340 | -2.076 | 1 | 0.000 | -2.076 | -378.1 | 116.217 |
30 | Long | 1 | 15.05.2002 | 882.93 | 17.05.2002 | 868.3 | -14.630 | -1.657 | 2 | 0.000 | -1.657 | -301.8 | 114.560 |
31 | Long | 1 | 20.05.2002 | 853.54 | 21.05.2002 | 835.09 | -18.450 | -2.162 | 1 | 0.000 | -2.162 | -787.4 | 112.398 |
32 | Long | 1 | 27.05.2002 | 818.09 | 29.05.2002 | 802.15 | -15.940 | -1.948 | 2 | 0.000 | -1.948 | -354.9 | 110.450 |
33 | Long | 1 | 30.05.2002 | 785.49 | 12.06.2002 | 682.14 | -103.350 | -13.157 | 9 | 2.511 | -13.157 | -368.7 | 97.292 |
34 | Long | 1 | 07.11.2002 | 428.82 | 11.11.2002 | 411.11 | -17.710 | -4.130 | 2 | 0.000 | -4.130 | -376.1 | 93.162 |
35 | Long | 1 | 14.04.2003 | 359.53 | 26.09.2003 | 485.49 | 125.960 | 35.035 | 116 | 56.212 | 0.000 | 77.3 | 128.197 |
36 | Long | 1 | 29.10.2003 | 555.49 | 01.12.2003 | 563.9 | 8.410 | 1.514 | 23 | 3.959 | -1.969 | 16.7 | 129.711 |
37 | Long | 1 | 16.01.2004 | 598.97 | 12.03.2004 | 600.91 | 1.940 | 0.324 | 40 | 9.051 | -1.366 | 2.1 | 130.035 |
38 | Long | 1 | 16.04.2004 | 600.27 | 19.04.2004 | 602.89 | 2.620 | 0.436 | 1 | 0.436 | 0.000 | 53.0 | 130.471 |
39 | Long | 1 | 20.04.2004 | 611.41 | 29.04.2004 | 584.98 | -26.430 | -4.323 | 7 | 0.864 | -4.323 | -175.0 | 126.148 |
40 | Long | 1 | 10.06.2004 | 572.9 | 06.07.2004 | 561.33 | -11.570 | -2.020 | 18 | 1.051 | -2.283 | -28.3 | 124.129 |
41 | Long | 1 | 07.09.2004 | 479.21 | 19.10.2004 | 503.58 | 24.370 | 5.085 | 30 | 9.610 | -0.783 | 44.1 | 129.214 |
42 | Long | 1 | 26.10.2004 | 492.26 | 17.03.2005 | 532.61 | 40.350 | 8.197 | 100 | 11.161 | 0.000 | 21.0 | 137.411 |
43 | Long | 1 | 02.06.2005 | 533.11 | 06.06.2005 | 531.32 | -1.790 | -0.336 | 2 | 0.137 | -0.336 | -30.6 | 137.075 |
44 | Long | 1 | 07.06.2005 | 533.65 | 30.08.2005 | 577.34 | 43.690 | 8.187 | 60 | 12.838 | -0.905 | 35.5 | 145.262 |
45 | Long | 1 | 01.09.2005 | 586.47 | 14.10.2005 | 576.8 | -9.670 | -1.649 | 30 | 7.242 | -1.649 | -14.0 | 143.614 |
46 | Long | 1 | 21.11.2005 | 583.68 | 22.11.2005 | 587.44 | 3.760 | 0.644 | 1 | 0.644 | 0.000 | 234.6 | 144.258 |
47 | Long | 1 | 23.11.2005 | 587.86 | 16.05.2006 | 703.73 | 115.870 | 19.710 | 120 | 29.504 | -0.527 | 41.5 | 163.968 |
48 | Long | 1 | 12.07.2006 | 640.76 | 17.07.2006 | 591.23 | -49.530 | -7.730 | 3 | 0.000 | -7.730 | -563.1 | 156.238 |
49 | Long | 1 | 16.08.2006 | 649.26 | 25.08.2006 | 647.15 | -2.110 | -0.325 | 7 | 1.736 | -0.400 | -13.2 | 155.913 |
50 | Long | 1 | 05.09.2006 | 648.87 | 12.09.2006 | 639.89 | -8.980 | -1.384 | 5 | 0.000 | -2.537 | -72.0 | 154.529 |
51 | Long | 1 | 13.09.2006 | 645.94 | 27.09.2006 | 655.7 | 9.760 | 1.511 | 10 | 1.511 | -2.873 | 39.3 | 156.040 |
52 | Long | 1 | 28.09.2006 | 657.6 | 29.11.2006 | 697.93 | 40.330 | 6.133 | 43 | 8.186 | -0.760 | 36.0 | 162.173 |
53 | Long | 1 | 30.11.2006 | 697.18 | 28.02.2007 | 803.42 | 106.240 | 15.239 | 61 | 24.907 | -0.539 | 61.7 | 177.412 |
54 | Long | 1 | 03.04.2007 | 862.62 | 10.05.2007 | 860.23 | -2.390 | -0.277 | 24 | 4.170 | -0.311 | -2.7 | 177.135 |
55 | Long | 1 | 14.05.2007 | 858.32 | 15.05.2007 | 858.48 | 0.160 | 0.019 | 1 | 0.019 | 0.000 | 6.8 | 177.153 |
56 | Long | 1 | 18.05.2007 | 868 | 29.05.2007 | 901.19 | 33.190 | 3.824 | 6 | 3.824 | 0.000 | 126.6 | 180.977 |
57 | Long | 1 | 04.06.2007 | 916.32 | 05.06.2007 | 919.96 | 3.640 | 0.397 | 1 | 0.397 | 0.000 | 144.7 | 181.374 |
58 | Long | 1 | 10.10.2007 | 1006.45 | 23.10.2007 | 984.31 | -22.140 | -2.200 | 9 | 0.937 | -4.135 | -61.6 | 179.175 |
59 | Long | 1 | 25.10.2007 | 1000.16 | 31.10.2007 | 1016.67 | 16.510 | 1.651 | 4 | 1.651 | -1.105 | 100.2 | 180.825 |
60 | Long | 1 | 19.02.2008 | 818.09 | 03.03.2008 | 768.32 | -49.770 | -6.084 | 9 | 0.699 | -6.084 | -170.5 | 174.742 |
61 | Long | 1 | 10.04.2008 | 804.59 | 11.04.2008 | 791.1 | -13.490 | -1.677 | 1 | 0.000 | -1.677 | -610.7 | 173.065 |
62 | Long | 1 | 13.05.2008 | 843.87 | 26.05.2008 | 843.11 | -0.760 | -0.090 | 9 | 5.144 | -0.090 | -2.5 | 172.975 |
63 | Long | 1 | 30.12.2008 | 508.31 | 13.01.2009 | 479.4 | -28.910 | -5.687 | 8 | 5.672 | -5.961 | -148.0 | 167.287 |
64 | Long | 1 | 03.04.2009 | 501.18 | 15.05.2009 | 601.72 | 100.540 | 20.061 | 27 | 25.911 | 0.000 | 174.0 | 187.348 |
65 | Long | 1 | 18.05.2009 | 608.47 | 19.05.2009 | 632.84 | 24.370 | 4.005 | 1 | 4.005 | 0.000 | 1458.9 | 191.353 |
66 | Long | 1 | 20.05.2009 | 639.49 | 08.06.2009 | 635.69 | -3.800 | -0.594 | 13 | 2.033 | -3.936 | -11.4 | 190.759 |
67 | Long | 1 | 10.06.2009 | 644.86 | 17.06.2009 | 603.45 | -41.410 | -6.422 | 5 | 2.363 | -6.422 | -334.1 | 184.337 |
68 | Long | 1 | 21.07.2009 | 668.16 | 23.07.2009 | 669.69 | 1.530 | 0.229 | 2 | 0.229 | -0.612 | 41.7 | 184.566 |
69 | Long | 1 | 24.07.2009 | 665.56 | 27.07.2009 | 663.29 | -2.270 | -0.341 | 1 | 0.000 | -0.341 | -41.4 | 184.225 |
70 | Long | 1 | 03.08.2009 | 682.16 | 22.09.2009 | 770.67 | 88.510 | 12.975 | 36 | 13.308 | -1.989 | 94.5 | 197.200 |
71 | Long | 1 | 23.09.2009 | 763.88 | 28.09.2009 | 755.49 | -8.390 | -1.098 | 3 | 0.000 | -3.291 | -80.0 | 196.102 |
72 | Long | 1 | 29.09.2009 | 752.7 | 27.10.2009 | 744.71 | -7.990 | -1.062 | 20 | 4.958 | -4.335 | -13.8 | 195.040 |
73 | Long | 1 | 26.11.2009 | 768.9 | 27.11.2009 | 782.43 | 13.530 | 1.760 | 1 | 1.760 | 0.000 | 641.0 | 196.800 |
74 | Long | 1 | 02.12.2009 | 802.5 | 07.12.2009 | 814.77 | 12.270 | 1.529 | 3 | 1.529 | 0.000 | 111.4 | 198.329 |
75 | Long | 1 | 29.12.2009 | 818.21 | 30.12.2009 | 817.58 | -0.630 | -0.077 | 1 | 0.000 | -0.077 | -28.0 | 198.252 |
76 | Long | 1 | 04.01.2010 | 834.46 | 25.01.2010 | 808.36 | -26.100 | -3.128 | 15 | 3.400 | -3.128 | -54.3 | 195.124 |
77 | Long | 1 | 29.01.2010 | 807.25 | 02.02.2010 | 825.35 | 18.100 | 2.242 | 2 | 2.242 | 0.000 | 204.2 | 197.367 |
78 | Long | 1 | 08.03.2010 | 828.17 | 29.04.2010 | 805.75 | -22.420 | -2.707 | 36 | 2.865 | -3.424 | -19.3 | 194.659 |
79 | Long | 1 | 23.06.2010 | 772.47 | 28.06.2010 | 757.07 | -15.400 | -1.994 | 3 | 0.000 | -2.687 | -145.2 | 192.666 |
80 | Long | 1 | 07.07.2010 | 755.07 | 16.07.2010 | 775 | 19.930 | 2.639 | 7 | 5.027 | 0.000 | 106.8 | 195.305 |
81 | Long | 1 | 28.07.2010 | 779.68 | 09.08.2010 | 775.74 | -3.940 | -0.505 | 8 | 0.213 | -1.897 | -15.3 | 194.800 |
82 | Long | 1 | 18.08.2010 | 757.49 | 19.08.2010 | 751.45 | -6.040 | -0.797 | 1 | 0.000 | -0.797 | -290.4 | 194.003 |
83 | Long | 1 | 22.09.2010 | 773.82 | 12.11.2010 | 782.96 | 9.140 | 1.181 | 37 | 6.641 | -0.622 | 8.4 | 195.184 |
84 | Long | 1 | 07.12.2010 | 812.38 | 21.01.2011 | 868.69 | 56.310 | 6.931 | 31 | 9.560 | 0.000 | 56.1 | 202.115 |
85 | Long | 1 | 08.02.2011 | 902.85 | 23.02.2011 | 881 | -21.850 | -2.420 | 11 | 1.567 | -2.420 | -58.8 | 199.695 |
86 | Long | 1 | 13.04.2011 | 921.17 | 25.05.2011 | 898.35 | -22.820 | -2.477 | 28 | 1.512 | -2.528 | -21.5 | 197.218 |
87 | Long | 1 | 01.06.2011 | 913.13 | 06.06.2011 | 898.44 | -14.690 | -1.609 | 3 | 0.000 | -1.609 | -117.2 | 195.609 |
88 | Long | 1 | 24.10.2011 | 709.76 | 10.11.2011 | 682.37 | -27.390 | -3.859 | 13 | 1.167 | -5.099 | -82.7 | 191.750 |
89 | Long | 1 | 15.11.2011 | 685.64 | 16.11.2011 | 688.03 | 2.390 | 0.349 | 1 | 0.349 | 0.000 | 127.0 | 192.099 |
90 | Long | 1 | 22.12.2011 | 676.89 | 28.12.2011 | 674.45 | -2.440 | -0.360 | 3 | 0.659 | -0.360 | -21.9 | 191.738 |
91 | Long | 1 | 13.01.2012 | 717.89 | 07.03.2012 | 750.73 | 32.840 | 4.575 | 38 | 10.392 | 0.000 | 30.9 | 196.313 |
92 | Long | 1 | 12.03.2012 | 765.11 | 21.03.2012 | 784.38 | 19.270 | 2.519 | 7 | 4.113 | 0.000 | 101.9 | 198.831 |
93 | Long | 1 | 22.03.2012 | 777.8 | 23.03.2012 | 787 | 9.200 | 1.183 | 1 | 1.183 | 0.000 | 430.8 | 200.014 |
94 | Long | 1 | 27.03.2012 | 802.61 | 30.03.2012 | 789.87 | -12.740 | -1.587 | 3 | 0.000 | -2.545 | -192.7 | 198.427 |
95 | Long | 1 | 02.04.2012 | 797.72 | 11.04.2012 | 766.55 | -31.170 | -3.907 | 5 | 0.000 | -4.250 | -158.1 | 194.519 |