Backtesting of .MDAX (X) - AW Indikator 3 (MDAX) - Put Part



Scan time: 2012-07-30 20:55:37

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/-20.MDAX (X)AW Indikator 3MDAX
Years16.2Start04.06.1996End27.07.2012
TRADESCount#20Yearly#1.2Every295. day
HITSRatio50.00%Wins#10Losses#10
PERFORMProfitf.2.487WinSum43.424LossSum-17.458
Efficiency43.36%AvWin4.342LossAv-1.746
RETURNSum25.966Yearly1.604Daily0.004
Average1.298AvAbs2.99Kurtosis2.43
Median-0.041MaxWin9.845MaxLoss-4.165
StdDev3.72Excess-0.571/Prof.0.40
INVTIMEDays6.1%Year6.0%248 of4096
FULLYear26.568
LENGTHAverage12.4StdDev6.88Median12.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio35.9%Wins89Losses159
AverageDiff.-0.75Wins2.75Losses-2.70
SumProftf.0.6Wins244.7Losses-429.5
SqrSumProfitf.0.6Wins1280.8Losses2317.4
Extremal Temporary Returns
AverageDiff.-0.4Wins-3.73Losses3.36
SumProftf.1.1Wins-74.55Losses67.21

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-110.11.19973692.4717.11.19973613.0979.3802.1505-2.9380.000111.92.150
2Short-125.11.19973639.1117.12.19973687.5-48.390-1.330160.0003.968-22.00.820
3Short-114.09.19984048.3223.09.19983812.39235.9305.8287-7.1180.000235.96.648
4Short-117.03.1999376926.04.19993790.03-21.030-0.55826-1.4492.122-5.26.090
5Short-120.12.19994023.0207.01.20004095.51-72.490-1.80212-0.7002.593-36.54.288
6Short-104.01.20014649.1911.01.20014526.12123.0702.6475-3.5660.065137.76.935
7Short-122.01.20014643.515.02.20014836.89-193.390-4.165180.0004.456-63.22.770
8Short-130.08.20014531.7513.09.20014085.61446.1409.84510-10.8790.000256.112.615
9Short-103.07.20023846.0218.07.20023643.48202.5405.26611-6.3411.707127.917.881
10Short-115.08.20023382.2302.09.20023391.94-9.710-0.287120.0002.595-5.817.594
11Short-130.09.20022854.111.10.20022858.26-4.160-0.1469-4.1501.410-4.817.449
12Short-107.02.20032903.9628.02.20032843.460.5602.08515-4.0191.16636.219.534
13Short-127.07.20067827.6715.08.20067978.07-150.400-1.921130.0001.968-36.817.613
14Short-128.08.20088574.9509.09.20088068.09506.8605.9118-6.4081.994179.423.524
15Short-116.10.20085337.7913.11.20085334.43.3900.06420-9.87714.1400.823.587
16Short-102.12.20085138.7619.01.20094999.88138.8802.70329-3.50114.05620.526.290
17Short-103.02.20095101.0220.02.20094747.71353.3106.92613-6.9267.298148.433.216
18Short-112.03.20094409.0401.04.20094531.72-122.680-2.78214-2.0123.208-50.730.433
19Short-103.10.20118163.6106.10.20118398.51-234.900-2.8773-4.6612.877-349.427.556
20Short-114.06.20129931.2518.06.201210089.15-157.900-1.59020.0001.590-144.825.966

Generated 30.07.2012 20:55:53