Backtesting of Daimler NA - AW Indikator 2 (Daimler) - Call Part



Scan time: 2012-07-30 21:07:43

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

34/0Daimler NAAW Indikator 2Daimler
Years17.5Start20.02.1995End27.07.2012
TRADESCount#34Yearly#1.9Every187. day
HITSRatio52.94%Wins#18Losses#16
PERFORMProfitf.1.353WinSum114.564LossSum-84.659
Efficiency15.09%AvWin6.365LossAv-5.291
RETURNSum29.905Yearly1.711Daily0.005
Average0.880AvAbs5.83Kurtosis7.15
Median0.898MaxWin21.238MaxLoss-30.582
StdDev8.44Excess4.151/Prof.0.74
INVTIMEDays10.2%Year10.4%450 of4416
FULLYear16.430
LENGTHAverage13.2StdDev7.50Median12.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio49.2%Wins221Losses228
AverageDiff.-0.69Wins4.65Losses-5.87
SumProftf.0.8Wins1027.9Losses-1337.3
SqrSumProfitf.0.5Wins9211.7Losses20344.7
Extremal Temporary Returns
AverageDiff.1.0Wins4.87Losses-3.90
SumProftf.1.3Wins165.67Losses-132.44

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%
1Long104.09.199520.2289212.09.199520.17319-0.056-0.27561.791-1.240-12.5-0.275
2Long131.10.199624.7706519.11.199626.860422.0908.4361310.0680.000161.78.161
3Long116.02.199836.7772806.03.199844.587887.81121.2381421.2380.000429.829.399
4Long111.08.199856.0077724.08.199855.94387-0.064-0.11494.224-0.571-3.229.284
5Long107.09.199852.1077210.09.199849.39044-2.717-5.21530.000-5.215-633.224.070
6Long111.12.199847.3125213.01.199953.833016.52013.7821922.2390.000152.137.851
7Long130.09.199941.5421114.10.199944.624053.0827.419107.4190.000193.045.270
8Long102.08.200038.4535407.08.200038.985770.5321.38431.384-1.384100.846.654
9Long108.02.200135.5595419.02.200136.690531.1313.18173.274-2.058105.349.835
10Long115.05.200139.1353912.06.200136.63295-2.502-6.394201.066-6.394-83.243.441
11Long121.12.200131.5585610.01.200232.740271.1823.744911.6740.00068.247.185
12Long112.04.200235.4477922.04.200236.404880.9572.70066.9000.00098.349.885
13Long108.05.200320.7745605.06.200319.35727-1.417-6.822201.400-7.720-88.843.063
14Long128.07.200323.3107727.08.200325.86192.55110.9442210.944-0.800132.954.007
15Long116.01.200428.9426522.01.200428.86806-0.075-0.25840.644-1.031-15.653.749
16Long112.02.200427.6148708.03.200427.30158-0.313-1.134170.000-3.701-16.552.615
17Long118.05.200427.454602.06.200428.389230.9353.404114.057-1.27782.756.019
18Long121.01.200527.0184511.02.200527.805090.7872.911154.641-0.69250.558.930
19Long121.02.200527.7661504.04.200526.67575-1.090-3.927280.000-5.891-34.955.003
20Long106.07.200527.4666827.07.200529.559462.0937.619157.619-1.423132.262.623
21Long105.12.200535.0316316.01.200636.766111.7344.951296.020-1.76742.967.574
22Long121.07.200631.7835602.08.200633.490461.7075.37087.2750.000163.072.944
23Long131.08.200634.6087707.09.200633.92769-0.681-1.96850.486-1.968-102.470.976
24Long130.04.200751.4984322.05.200756.15744.6599.047159.047-1.756149.880.023
25Long114.06.200758.5084221.06.200758.749550.2410.41251.4720.00021.480.435
26Long127.07.200756.450229.08.200754.81396-1.636-2.899232.029-10.984-32.077.537
27Long116.01.200848.6651504.02.200846.52943-2.136-4.389130.000-14.351-84.173.148
28Long117.03.200844.3420401.04.200847.218382.8766.48796.9720.000157.579.635
29Long103.12.200932.5547609.12.200931.74777-0.807-2.47942.479-2.479-150.577.156
30Long113.01.201033.2654608.02.201030.39056-2.875-8.642181.999-11.151-121.168.514
31Long109.07.201038.2266320.07.201038.18077-0.046-0.12074.546-0.120-4.068.394
32Long123.12.201049.6207912.01.201150.381930.7611.534121.534-5.89527.969.928
33Long127.07.201148.3381102.09.201133.55519-14.783-30.582270.334-33.130-301.139.345
34Long128.03.201243.3977904.05.201239.301-4.097-9.440240.892-9.440-92.929.905

Generated 30.07.2012 21:07:59