Backtesting of Linde AG - AW Indikator 2 (Linde) - Put Part



Scan time: 2012-07-30 21:09:58

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/-14Linde AGAW Indikator 2Linde
Years17.5Start20.02.1995End27.07.2012
TRADESCount#14Yearly#0.8Every455. day
HITSRatio57.14%Wins#8Losses#6
PERFORMProfitf.1.996WinSum44.824LossSum-22.458
Efficiency33.74%AvWin5.603LossAv-3.743
RETURNSum22.366Yearly1.280Daily0.004
Average1.598AvAbs4.73Kurtosis2.46
Median2.042MaxWin13.317MaxLoss-6.589
StdDev5.62Excess-0.541/Prof.0.50
INVTIMEDays2.5%Year2.5%111 of4417
FULLYear52.223
LENGTHAverage7.9StdDev7.01Median4.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio36.9%Wins41Losses70
AverageDiff.-0.53Wins3.54Losses-2.91
SumProftf.0.7Wins145.0Losses-204.0
SqrSumProfitf.0.8Wins876.0Losses1064.1
Extremal Temporary Returns
AverageDiff.-1.4Wins-3.67Losses2.26
SumProftf.1.6Wins-51.43Losses31.66

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-126.09.199739.9089801.10.199740.23344-0.324-0.8133-0.8130.813-59.2-0.813
2Short-112.11.199733.4846118.12.199735.69096-2.206-6.58926-0.77511.434-66.7-7.402
3Short-116.09.199833.3471518.09.199832.194981.1523.4552-3.4550.000629.3-3.947
4Short-110.02.200032.6587315.02.200032.164970.4941.5123-1.5120.000110.1-2.435
5Short-123.02.200031.7417401.03.200030.048851.6935.3335-7.7780.000277.52.898
6Short-104.04.200031.5301307.04.200030.3311.1993.8033-3.8031.119461.86.701
7Short-110.04.200135.6309610.05.200136.13687-0.506-1.42019-1.4204.057-17.25.281
8Short-116.09.200230.4364823.09.200227.442112.9949.8385-9.8380.000511.915.119
9Short-106.03.200657.7277721.03.200660.1472-2.419-4.191110.0004.191-101.810.928
10Short-130.08.200777.1451213.09.200773.29193.8534.99510-5.2280.559130.015.923
11Short-126.09.200872.7702302.10.200863.079729.69113.3174-13.3170.000808.429.240
12Short-111.11.200858.307614.11.200856.808321.4992.5713-3.4960.047312.231.811
13Short-110.02.201076.2213402.03.201081.19783-4.976-6.529140.0006.529-118.925.282
14Short-108.05.2012121.5711.05.2012125.115-3.545-2.91630.0002.916-354.122.366

Generated 30.07.2012 21:10:15