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



Scan time: 2012-07-30 21:07:59

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/-22Daimler NAAW Indikator 2Daimler
Years17.5Start20.02.1995End27.07.2012
TRADESCount#22Yearly#1.3Every289. day
HITSRatio59.09%Wins#13Losses#9
PERFORMProfitf.1.548WinSum92.605LossSum-59.821
Efficiency21.65%AvWin7.123LossAv-6.647
RETURNSum32.784Yearly1.876Daily0.005
Average1.490AvAbs6.88Kurtosis3.35
Median2.407MaxWin22.417MaxLoss-17.481
StdDev8.73Excess0.351/Prof.0.65
INVTIMEDays5.8%Year5.6%254 of4416
FULLYear33.263
LENGTHAverage11.5StdDev7.91Median8.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio55.5%Wins141Losses113
AverageDiff.0.93Wins6.04Losses-5.44
SumProftf.1.4Wins851.0Losses-614.9
SqrSumProfitf.1.3Wins10511.2Losses7848.3
Extremal Temporary Returns
AverageDiff.-3.9Wins-7.33Losses3.47
SumProftf.2.1Wins-161.29Losses76.44

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%
1Short-111.07.199622.2768926.07.199621.552420.7243.25211-3.3150.12579.03.252
2Short-109.08.199621.8589110.09.199622.61123-0.752-3.442220.0003.659-39.2-0.190
3Short-114.06.199954.1588302.07.199955.15405-0.995-1.83814-0.4152.786-37.2-2.027
4Short-124.08.199946.77523.09.199941.638425.13710.98122-10.9811.441133.38.954
5Short-115.06.200038.3204827.06.200037.721720.5991.5638-3.6460.00047.410.517
6Short-120.10.200036.5907401.11.200037.25602-0.665-1.8188-7.0911.818-55.28.699
7Short-113.05.200237.3265213.06.200234.738832.5886.93323-6.9333.89481.515.631
8Short-105.07.200233.9235330.07.200232.328381.5954.70217-15.2560.10468.520.333
9Short-124.02.200319.8507603.03.200320.13434-0.284-1.4295-2.8571.429-74.318.905
10Short-106.03.200318.7518817.03.200319.00001-0.248-1.3237-9.4901.323-43.817.582
11Short-106.06.200319.8421325.07.200323.31077-3.469-17.48135-1.31622.105-129.90.100
12Short-127.07.200428.4281718.08.200426.208442.2207.80816-9.3151.781129.37.909
13Short-107.04.200526.8315225.04.200524.877181.9547.28412-8.3460.000147.415.192
14Short-102.06.200634.137914.06.200630.900693.2379.4837-9.4830.000287.824.675
15Short-111.07.200632.1367121.07.200631.783560.3531.0998-3.3750.65440.025.774
16Short-124.06.200837.5176707.07.200834.134643.3839.0179-9.0171.240252.734.791
17Short-115.07.200832.8816618.07.200836.76588-3.884-11.81330.00011.813-1434.322.978
18Short-109.09.200836.0722715.09.200834.631351.4413.9954-3.9951.588242.526.973
19Short-130.09.200832.2193714.10.200824.996867.22322.41710-38.0280.000583.249.390
20Short-123.10.200820.584630.10.200823.35905-2.774-13.4785-12.60913.478-701.435.911
21Short-111.11.200821.3184818.11.200820.450350.8684.0725-5.5420.000211.939.984
22Short-127.06.201233.87702.07.201236.316-2.439-7.2003-0.2807.200-524.532.784

Generated 30.07.2012 21:08:15