Backtesting of Linde AG - AW Indikator 2 (Linde)

Calls 48 - Puts 14

Scan time: 2012-07-30 21:10:15

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

48/-14Linde AGAW Indikator 2Linde
Years17.5Start20.02.1995End27.07.2012
TRADESCount#62Yearly#3.5Every103. day
HITSRatio66.13%Wins#41Losses#21
PERFORMProfitf.2.693WinSum168.379LossSum-62.525
Efficiency46.04%AvWin4.107LossAv-2.977
RETURNSum105.855Yearly6.057Daily0.017
Average1.707AvAbs3.71Kurtosis4.12
Median1.181MaxWin13.317MaxLoss-13.721
StdDev4.75Excess1.121/Prof.0.37
INVTIMEDays12.8%Year12.7%564 of4417
FULLYear47.543
LENGTHAverage9.1StdDev6.50Median7.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio42.7%Wins237Losses318
AverageDiff.-0.38Wins3.01Losses-2.92
SumProftf.0.8Wins713.4Losses-929.1
SqrSumProfitf.0.7Wins3759.8Losses5077.2
Extremal Temporary Returns
AverageDiff.0.3Wins1.66Losses-1.32
SumProftf.1.3Wins102.77Losses-81.84

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%
1Long107.09.199527.9757613.09.199528.148840.1730.61940.619-0.67537.60.619
2Long122.11.199526.4652601.12.199526.905820.4411.66572.1400.00067.42.283
3Long120.02.199627.4407923.02.199627.818410.3781.37631.3760.000167.13.659
4Long109.04.199629.3289115.04.199630.493261.1643.97043.9700.000241.07.629
5Long110.05.199629.4233215.05.199630.430321.0073.42233.4220.000249.311.052
6Long130.10.199630.780713.11.199630.74871-0.032-0.104100.312-2.547-2.710.948
7Long116.12.199629.820807.01.199731.228661.4084.721114.989-0.96678.215.669
8Long105.02.199733.1484512.02.199735.772172.6247.91557.9150.000411.923.584
9Long127.02.199735.6761804.03.199736.764071.0883.04933.049-1.794222.126.633
10Long125.03.199736.6360802.04.199736.25212-0.384-1.04843.668-1.048-47.725.585
11Long121.07.199741.2717307.08.199746.398245.12712.4211312.4210.000266.138.007
12Long122.08.199740.0712108.09.199740.720140.6491.619112.024-2.42934.739.626
13Short-126.09.199739.9089801.10.199740.23344-0.324-0.8133-0.8130.813-59.238.813
14Short-112.11.199733.4846118.12.199735.69096-2.206-6.58926-0.77511.434-66.732.224
15Short-116.09.199833.3471518.09.199832.194981.1523.4552-3.4550.000629.335.679
16Long107.12.199830.1210730.12.199833.742183.62112.0221512.022-7.104190.447.701
17Long129.04.199937.7292314.06.199937.48959-0.240-0.635292.389-5.160-5.047.066
18Long112.08.199942.3481402.09.199936.53758-5.811-13.721151.240-13.721-238.033.345
19Short-110.02.200032.6587315.02.200032.164970.4941.5123-1.5120.000110.134.857
20Short-123.02.200031.7417401.03.200030.048851.6935.3335-7.7780.000277.540.190
21Short-104.04.200031.5301307.04.200030.3311.1993.8033-3.8031.119461.843.993
22Long107.04.200030.33110.05.200031.953351.6225.349206.047-2.32659.049.342
23Long115.06.200031.8004506.07.200031.72817-0.072-0.227152.273-5.682-3.949.115
24Long124.08.200033.5350230.08.200034.330030.7952.37144.310-0.431143.951.485
25Long120.03.200136.2814204.04.200134.33003-1.951-5.378110.000-8.367-139.946.107
26Short-110.04.200135.6309610.05.200136.13687-0.506-1.42019-1.4204.057-17.244.687
27Long111.05.200136.8596125.05.200137.076430.2170.588100.980-1.96115.345.275
28Long107.11.200132.8748713.11.200133.394340.5191.58042.2570.00095.946.855
29Long102.04.200242.3885505.04.200241.85424-0.534-1.26130.000-1.261-153.045.595
30Long123.04.200240.4442617.05.200240.02606-0.418-1.034170.000-4.037-15.744.561
31Short-116.09.200230.4364823.09.200227.442112.9949.8385-9.8380.000511.954.399
32Long118.08.200330.6773220.08.200330.708810.0310.10320.103-0.41118.754.502
33Long112.02.200434.173408.03.200435.866321.6934.954175.760-5.06972.259.456
34Long118.05.200433.3466209.06.200435.369262.0236.066168.6350.000100.465.521
35Long124.06.200434.6820830.06.200436.565751.8845.43145.4310.000329.770.952
36Long101.11.200438.821309.11.200439.152760.3310.85461.000-0.18738.971.806
37Long129.11.200437.6733103.12.200437.25292-0.420-1.11640.215-1.116-101.670.690
38Long101.02.200540.5594407.02.200541.820611.2613.10943.1490.000188.873.800
39Long101.07.200546.2416718.07.200546.613260.3720.804111.679-0.98217.274.603
40Long115.12.200550.2217629.12.200554.755094.5339.02799.191-0.214234.983.630
41Long118.01.200654.4660802.02.200654.829410.3630.667114.412-5.29116.284.297
42Long109.02.200654.4908528.02.200654.812890.3220.591130.591-2.86411.384.888
43Short-106.03.200657.7277721.03.200660.1472-2.419-4.191110.0004.191-101.880.697
44Long115.09.200661.1407529.09.200665.594254.4547.284107.284-0.981189.587.981
45Long117.11.200668.6984611.12.200666.92588-1.773-2.580160.000-4.878-39.285.401
46Long101.08.200779.1121407.08.200779.237890.1260.15941.067-1.6359.685.560
47Short-130.08.200777.1451213.09.200773.29193.8534.99510-5.2280.559130.090.554
48Long125.10.200781.4474231.10.200778.48341-2.964-3.63940.651-3.639-220.986.915
49Long108.11.200777.351704.12.200780.791753.4404.447184.447-6.38662.391.363
50Long114.03.200877.648120.03.200880.118112.4703.18144.6850.000193.194.544
51Long119.05.200885.9563122.05.200884.67191-1.284-1.49430.000-1.494-181.493.049
52Short-126.09.200872.7702302.10.200863.079729.69113.3174-13.3170.000808.4106.366
53Short-111.11.200858.307614.11.200856.808321.4992.5713-3.4960.047312.2108.937
54Long101.06.200956.5510105.06.200956.560440.0090.01742.0000.0001.5108.954
55Long101.10.200968.1439714.10.200971.41453.2714.79994.799-0.830134.5113.753
56Short-110.02.201076.2213402.03.201081.19783-4.976-6.529140.0006.529-118.9107.224
57Long114.04.201083.2053929.04.201084.025380.8200.986112.118-1.63123.9108.210
58Long131.08.201085.4743610.09.201092.645357.1718.39088.3900.000305.6116.599
59Long112.05.2011116.227820.06.2011113.89495-2.333-2.007270.911-4.394-18.7114.592
60Long115.08.2011108.6016201.09.2011102.92598-5.676-5.226130.000-11.192-112.0109.366
61Short-108.05.2012121.5711.05.2012125.115-3.545-2.91630.0002.916-354.1106.450
62Long111.06.2012119.92315.06.2012119.209-0.714-0.59540.259-0.802-54.2105.855

Generated 30.07.2012 21:10:32