Main Statistical Values - Table
| 13/0 | .Zink LME 15M $/to | AW Indikator 2 | Zink | |||
|---|---|---|---|---|---|---|
| Years | 6.8 | Start | 06.07.2005 | End | 20.04.2012 | |
| TRADES | Count | #13 | Yearly | #1.9 | Every | 191. day |
| HITS | Ratio | 69.23% | Wins | #9 | Losses | #4 |
| PERFORM | Profitf. | 11.674 | WinSum | 44.453 | LossSum | -3.808 |
| Efficiency | 86.00% | AvWin | 4.939 | LossAv | -0.952 | |
| RETURN | Sum | 40.645 | Yearly | 5.970 | Daily | 0.016 |
| Average | 3.127 | AvAbs | 3.64 | Kurtosis | 2.78 | |
| Median | 2.491 | MaxWin | 12.318 | MaxLoss | -1.940 | |
| StdDev | 4.29 | Excess | -0.22 | 1/Prof. | 0.09 | |
| INVTIME | Days | 6.2% | Year | 6.0% | 106 of | 1709 |
| FULL | Year | 98.701 | ||||
| LENGTH | Average | 8.2 | StdDev | 4.11 | Median | 8.0 |
| EOD-signals and all returns in [%] relative to buy price. | ||||||
Temporary Intra Trade Statistical Values - Table
| Temporary Returns | ||||||
|---|---|---|---|---|---|---|
| Hits | Ratio | 69.2% | Wins | 72 | Losses | 32 |
| Average | Diff. | 2.59 | Wins | 4.30 | Losses | -1.12 |
| Sum | Proftf. | 8.7 | Wins | 309.8 | Losses | -35.7 |
| SqrSum | Profitf. | 32.3 | Wins | 1976.1 | Losses | 61.3 |
| Extremal Temporary Returns | ||||||
| Average | Diff. | 4.7 | Wins | 5.78 | Losses | -1.10 |
| Sum | Proftf. | 5.3 | Wins | 75.16 | Losses | -14.31 |
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
