Backtesting of .Zink LME 15M $/to - AW Indikator 2 (Zink) - Put Part



Scan time: 2012-07-30 21:04:06

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

0/-5.Zink LME 15M $/toAW Indikator 2Zink
Years6.8Start06.07.2005End20.04.2012
TRADESCount#5Yearly#0.7Every496. day
HITSRatio60.00%Wins#3Losses#2
PERFORMProfitf.1.759WinSum20.956LossSum-11.911
Efficiency28.38%AvWin6.985LossAv-5.955
RETURNSum9.045Yearly1.329Daily0.004
Average1.809AvAbs6.37Kurtosis1.79
Median1.991MaxWin11.119MaxLoss-9.603
StdDev7.35Excess-1.211/Prof.0.57
INVTIMEDays3.0%Year2.9%51 of1709
FULLYear46.405
LENGTHAverage10.2StdDev2.71Median12.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio64.7%Wins33Losses18
AverageDiff.0.54Wins5.10Losses-7.80
SumProftf.1.2Wins168.3Losses-140.5
SqrSumProfitf.0.6Wins1202.9Losses2145.9
Extremal Temporary Returns
AverageDiff.3.9Wins-5.20Losses9.11
SumProftf.0.6Wins-25.99Losses45.55

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%
1Short-125.06.20073120.503.07.20073192.5-72.000-2.3076-2.5642.307-105.1-2.307
2Short-122.05.20082239.510.06.20081990.5249.00011.11912-11.1190.000213.28.811
3Short-105.11.20081255.517.11.20081230.525.0001.9918-4.4602.38960.410.802
4Short-124.11.20081274.511.12.20081174.5100.0007.84613-7.8464.943168.118.649
5Short-103.03.20091197.519.03.20091312.5-115.000-9.603120.00035.908-233.29.045

Generated 30.07.2012 21:04:20