Backtesting of Daimler NA - AW Indikator 2 (Daimler)

Calls 34 - Puts 22

Scan time: 2012-07-30 21:08:15

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/-22Daimler NAAW Indikator 2Daimler
Years17.5Start20.02.1995End27.07.2012
TRADESCount#56Yearly#3.2Every114. day
HITSRatio55.36%Wins#31Losses#25
PERFORMProfitf.1.434WinSum207.169LossSum-144.480
Efficiency17.88%AvWin6.683LossAv-5.779
RETURNSum62.689Yearly3.587Daily0.010
Average1.119AvAbs6.26Kurtosis5.59
Median1.459MaxWin22.417MaxLoss-30.582
StdDev8.56Excess2.591/Prof.0.70
INVTIMEDays15.9%Year16.1%704 of4416
FULLYear22.343
LENGTHAverage12.6StdDev7.71Median10.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio51.5%Wins362Losses341
AverageDiff.-0.10Wins5.19Losses-5.72
SumProftf.1.0Wins1878.9Losses-1952.2
SqrSumProfitf.0.7Wins19722.9Losses28193.0
Extremal Temporary Returns
AverageDiff.-0.9Wins0.08Losses-1.00
SumProftf.0.1Wins4.38Losses-56.00

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
2Short-111.07.199622.2768926.07.199621.552420.7243.25211-3.3150.12579.02.977
3Short-109.08.199621.8589110.09.199622.61123-0.752-3.442220.0003.659-39.2-0.465
4Long131.10.199624.7706519.11.199626.860422.0908.4361310.0680.000161.77.971
5Long116.02.199836.7772806.03.199844.587887.81121.2381421.2380.000429.829.209
6Long111.08.199856.0077724.08.199855.94387-0.064-0.11494.224-0.571-3.229.095
7Long107.09.199852.1077210.09.199849.39044-2.717-5.21530.000-5.215-633.223.880
8Long111.12.199847.3125213.01.199953.833016.52013.7821922.2390.000152.137.662
9Short-114.06.199954.1588302.07.199955.15405-0.995-1.83814-0.4152.786-37.235.824
10Short-124.08.199946.77523.09.199941.638425.13710.98122-10.9811.441133.346.806
11Long130.09.199941.5421114.10.199944.624053.0827.419107.4190.000193.054.225
12Short-115.06.200038.3204827.06.200037.721720.5991.5638-3.6460.00047.455.787
13Long102.08.200038.4535407.08.200038.985770.5321.38431.384-1.384100.857.171
14Short-120.10.200036.5907401.11.200037.25602-0.665-1.8188-7.0911.818-55.255.353
15Long108.02.200135.5595419.02.200136.690531.1313.18173.274-2.058105.358.534
16Long115.05.200139.1353912.06.200136.63295-2.502-6.394201.066-6.394-83.252.139
17Long121.12.200131.5585610.01.200232.740271.1823.744911.6740.00068.255.884
18Long112.04.200235.4477922.04.200236.404880.9572.70066.9000.00098.358.584
19Short-113.05.200237.3265213.06.200234.738832.5886.93323-6.9333.89481.565.516
20Short-105.07.200233.9235330.07.200232.328381.5954.70217-15.2560.10468.570.219
21Short-124.02.200319.8507603.03.200320.13434-0.284-1.4295-2.8571.429-74.368.790
22Short-106.03.200318.7518817.03.200319.00001-0.248-1.3237-9.4901.323-43.867.467
23Long108.05.200320.7745605.06.200319.35727-1.417-6.822201.400-7.720-88.860.644
24Short-106.06.200319.8421325.07.200323.31077-3.469-17.48135-1.31622.105-129.943.163
25Long128.07.200323.3107727.08.200325.86192.55110.9442210.944-0.800132.954.107
26Long116.01.200428.9426522.01.200428.86806-0.075-0.25840.644-1.031-15.653.850
27Long112.02.200427.6148708.03.200427.30158-0.313-1.134170.000-3.701-16.552.715
28Long118.05.200427.454602.06.200428.389230.9353.404114.057-1.27782.756.119
29Short-127.07.200428.4281718.08.200426.208442.2207.80816-9.3151.781129.363.928
30Long121.01.200527.0184511.02.200527.805090.7872.911154.641-0.69250.566.839
31Long121.02.200527.7661504.04.200526.67575-1.090-3.927280.000-5.891-34.962.912
32Short-107.04.200526.8315225.04.200524.877181.9547.28412-8.3460.000147.470.196
33Long106.07.200527.4666827.07.200529.559462.0937.619157.619-1.423132.277.815
34Long105.12.200535.0316316.01.200636.766111.7344.951296.020-1.76742.982.766
35Short-102.06.200634.137914.06.200630.900693.2379.4837-9.4830.000287.892.249
36Short-111.07.200632.1367121.07.200631.783560.3531.0998-3.3750.65440.093.348
37Long121.07.200631.7835602.08.200633.490461.7075.37087.2750.000163.098.718
38Long131.08.200634.6087707.09.200633.92769-0.681-1.96850.486-1.968-102.496.750
39Long130.04.200751.4984322.05.200756.15744.6599.047159.047-1.756149.8105.797
40Long114.06.200758.5084221.06.200758.749550.2410.41251.4720.00021.4106.209
41Long127.07.200756.450229.08.200754.81396-1.636-2.899232.029-10.984-32.0103.311
42Long116.01.200848.6651504.02.200846.52943-2.136-4.389130.000-14.351-84.198.922
43Long117.03.200844.3420401.04.200847.218382.8766.48796.9720.000157.5105.409
44Short-124.06.200837.5176707.07.200834.134643.3839.0179-9.0171.240252.7114.426
45Short-115.07.200832.8816618.07.200836.76588-3.884-11.81330.00011.813-1434.3102.613
46Short-109.09.200836.0722715.09.200834.631351.4413.9954-3.9951.588242.5106.608
47Short-130.09.200832.2193714.10.200824.996867.22322.41710-38.0280.000583.2129.024
48Short-123.10.200820.584630.10.200823.35905-2.774-13.4785-12.60913.478-701.4115.546
49Short-111.11.200821.3184818.11.200820.450350.8684.0725-5.5420.000211.9119.618
50Long103.12.200932.5547609.12.200931.74777-0.807-2.47942.479-2.479-150.5117.140
51Long113.01.201033.2654608.02.201030.39056-2.875-8.642181.999-11.151-121.1108.497
52Long109.07.201038.2266320.07.201038.18077-0.046-0.12074.546-0.120-4.0108.377
53Long123.12.201049.6207912.01.201150.381930.7611.534121.534-5.89527.9109.911
54Long127.07.201148.3381102.09.201133.55519-14.783-30.582270.334-33.130-301.179.329
55Long128.03.201243.3977904.05.201239.301-4.097-9.440240.892-9.440-92.969.889
56Short-127.06.201233.87702.07.201236.316-2.439-7.2003-0.2807.200-524.562.689

Generated 30.07.2012 21:08:32