Main Statistical Values - Table
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Temporary Intra Trade Statistical Values - Table
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Cummulative Return - Timeseries |
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Cummulative Return (from Trade to Trade) - Series |
Cummulative Return (from Day to Day im Market) - Series |
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Return - Distribution |
Intra Trade Return - Distribution |
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Trade Durations - Distribution |
Return versus Trade Duration - Scatter |
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Every Trade - Series |
Every Trade Reverse - Series |
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Pseude Average Trade - Series |
Temporary Maximal Wins and Losses - Distribution |
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Temporary Maximal Wins and Loss versus Return - Scatter |
No | Direc. | # | Buy at | Buy for | Sell at | Sell for | Return | Return% | Days | Temp.Win% | Temp.Loss% | Yearly% | Cum.Win% |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Long | 1 | 22.08.1996 | 2825.91 | 12.09.1996 | 2849.42 | 23.510 | 0.832 | 15 | 0.832 | -1.763 | 14.4 | 0.832 |
2 | Long | 1 | 25.09.1996 | 2898.74 | 10.10.1996 | 2988.51 | 89.770 | 3.097 | 10 | 3.600 | 0.000 | 75.2 | 3.929 |
3 | Long | 1 | 15.10.1996 | 3010.65 | 11.11.1996 | 2916.37 | -94.280 | -3.132 | 19 | 0.000 | -3.921 | -42.2 | 0.797 |
4 | Long | 1 | 29.01.1997 | 3140.48 | 14.02.1997 | 3308.78 | 168.300 | 5.359 | 12 | 5.359 | 0.000 | 122.0 | 6.156 |
5 | Long | 1 | 25.02.1997 | 3324.83 | 10.03.1997 | 3518.61 | 193.780 | 5.828 | 9 | 5.828 | -0.024 | 163.3 | 11.985 |
6 | Long | 1 | 25.04.1997 | 3551.12 | 09.05.1997 | 3632.31 | 81.190 | 2.286 | 8 | 2.286 | -0.435 | 59.5 | 14.271 |
7 | Long | 1 | 05.06.1997 | 3859.01 | 17.06.1997 | 3892.03 | 33.020 | 0.856 | 8 | 1.234 | 0.000 | 26.0 | 15.127 |
8 | Long | 1 | 02.07.1997 | 3939.96 | 11.07.1997 | 4050.62 | 110.660 | 2.809 | 7 | 3.144 | 0.000 | 113.7 | 17.935 |
9 | Long | 1 | 23.07.1997 | 4077.51 | 14.08.1997 | 4122.64 | 45.130 | 1.107 | 16 | 2.941 | -0.555 | 18.3 | 19.042 |
10 | Short | -1 | 10.11.1997 | 3692.47 | 17.11.1997 | 3613.09 | 79.380 | 2.150 | 5 | -2.938 | 0.000 | 111.9 | 21.192 |
11 | Short | -1 | 25.11.1997 | 3639.11 | 17.12.1997 | 3687.5 | -48.390 | -1.330 | 16 | 0.000 | 3.968 | -22.0 | 19.862 |
12 | Long | 1 | 04.06.1998 | 4718.47 | 09.06.1998 | 4737.78 | 19.310 | 0.409 | 3 | 0.656 | 0.000 | 29.8 | 20.271 |
13 | Short | -1 | 14.09.1998 | 4048.32 | 23.09.1998 | 3812.39 | 235.930 | 5.828 | 7 | -7.118 | 0.000 | 235.9 | 26.099 |
14 | Short | -1 | 17.03.1999 | 3769 | 26.04.1999 | 3790.03 | -21.030 | -0.558 | 26 | -1.449 | 2.122 | -5.2 | 25.541 |
15 | Long | 1 | 20.05.1999 | 3933.11 | 15.06.1999 | 3894.79 | -38.320 | -0.974 | 16 | 0.121 | -2.267 | -13.6 | 24.567 |
16 | Long | 1 | 01.07.1999 | 4046.54 | 07.07.1999 | 4141.92 | 95.380 | 2.357 | 4 | 2.357 | 0.000 | 143.1 | 26.924 |
17 | Short | -1 | 20.12.1999 | 4023.02 | 07.01.2000 | 4095.51 | -72.490 | -1.802 | 12 | -0.700 | 2.593 | -36.5 | 25.122 |
18 | Long | 1 | 10.01.2000 | 4147.59 | 17.01.2000 | 4266.55 | 118.960 | 2.868 | 5 | 2.868 | -0.050 | 149.2 | 27.990 |
19 | Long | 1 | 27.01.2000 | 4218.23 | 23.02.2000 | 4216.25 | -1.980 | -0.047 | 19 | 1.618 | -1.814 | -0.6 | 27.943 |
20 | Long | 1 | 16.05.2000 | 4541.91 | 08.06.2000 | 4575.64 | 33.730 | 0.743 | 17 | 0.743 | -2.856 | 11.8 | 28.686 |
21 | Long | 1 | 19.06.2000 | 4530.33 | 11.07.2000 | 4557.33 | 27.000 | 0.596 | 16 | 1.005 | -2.761 | 9.9 | 29.282 |
22 | Long | 1 | 16.08.2000 | 4852.68 | 30.08.2000 | 4890.95 | 38.270 | 0.789 | 10 | 1.178 | -0.510 | 20.5 | 30.071 |
23 | Long | 1 | 15.09.2000 | 4828.5 | 05.10.2000 | 4912.71 | 84.210 | 1.744 | 13 | 3.497 | -2.393 | 31.8 | 31.815 |
24 | Long | 1 | 16.10.2000 | 4753.62 | 23.10.2000 | 4796.9 | 43.280 | 0.910 | 5 | 0.930 | 0.000 | 47.4 | 32.725 |
25 | Short | -1 | 04.01.2001 | 4649.19 | 11.01.2001 | 4526.12 | 123.070 | 2.647 | 5 | -3.566 | 0.065 | 137.7 | 35.372 |
26 | Short | -1 | 22.01.2001 | 4643.5 | 15.02.2001 | 4836.89 | -193.390 | -4.165 | 18 | 0.000 | 4.456 | -63.2 | 31.207 |
27 | Long | 1 | 20.06.2001 | 4752.4 | 26.06.2001 | 4767.85 | 15.450 | 0.325 | 4 | 1.532 | 0.000 | 19.7 | 31.533 |
28 | Long | 1 | 14.08.2001 | 4679.31 | 20.08.2001 | 4597.3 | -82.010 | -1.753 | 4 | 0.000 | -1.753 | -106.4 | 29.780 |
29 | Short | -1 | 30.08.2001 | 4531.75 | 13.09.2001 | 4085.61 | 446.140 | 9.845 | 10 | -10.879 | 0.000 | 256.1 | 39.625 |
30 | Long | 1 | 04.12.2001 | 4321.15 | 07.12.2001 | 4280.86 | -40.290 | -0.932 | 3 | 0.000 | -0.932 | -113.2 | 38.692 |
31 | Long | 1 | 18.01.2002 | 4353.64 | 25.01.2002 | 4405.65 | 52.010 | 1.195 | 5 | 1.438 | 0.000 | 62.2 | 39.887 |
32 | Long | 1 | 18.03.2002 | 4447.77 | 25.03.2002 | 4447.29 | -0.480 | -0.011 | 5 | 0.450 | -0.069 | -0.6 | 39.876 |
33 | Long | 1 | 02.04.2002 | 4452.78 | 12.04.2002 | 4478.74 | 25.960 | 0.583 | 8 | 0.597 | -0.512 | 23.6 | 40.459 |
34 | Short | -1 | 03.07.2002 | 3846.02 | 18.07.2002 | 3643.48 | 202.540 | 5.266 | 11 | -6.341 | 1.707 | 127.9 | 45.725 |
35 | Short | -1 | 15.08.2002 | 3382.23 | 02.09.2002 | 3391.94 | -9.710 | -0.287 | 12 | 0.000 | 2.595 | -5.8 | 45.438 |
36 | Short | -1 | 30.09.2002 | 2854.1 | 11.10.2002 | 2858.26 | -4.160 | -0.146 | 9 | -4.150 | 1.410 | -4.8 | 45.293 |
37 | Long | 1 | 11.12.2002 | 3160.96 | 06.01.2003 | 3132.52 | -28.440 | -0.900 | 13 | 0.000 | -5.701 | -12.6 | 44.393 |
38 | Short | -1 | 07.02.2003 | 2903.96 | 28.02.2003 | 2843.4 | 60.560 | 2.085 | 15 | -4.019 | 1.166 | 36.2 | 46.478 |
39 | Long | 1 | 27.05.2003 | 3304.01 | 30.05.2003 | 3399.63 | 95.620 | 2.894 | 3 | 2.894 | 0.000 | 351.4 | 49.372 |
40 | Long | 1 | 25.07.2003 | 3728.56 | 01.08.2003 | 3850.67 | 122.110 | 3.275 | 5 | 3.275 | 0.000 | 170.4 | 52.647 |
41 | Long | 1 | 12.08.2003 | 3846.68 | 21.08.2003 | 4006.53 | 159.850 | 4.156 | 7 | 4.156 | 0.000 | 168.2 | 56.803 |
42 | Long | 1 | 17.09.2003 | 4158.98 | 23.09.2003 | 4041.02 | -117.960 | -2.836 | 4 | 0.991 | -2.836 | -172.2 | 53.967 |
43 | Long | 1 | 30.10.2003 | 4342.61 | 05.11.2003 | 4332.41 | -10.200 | -0.235 | 4 | 2.111 | -0.235 | -14.3 | 53.732 |
44 | Long | 1 | 13.11.2003 | 4340.74 | 01.12.2003 | 4423.41 | 82.670 | 1.905 | 12 | 1.905 | -2.882 | 38.5 | 55.636 |
45 | Long | 1 | 28.01.2004 | 4745.45 | 16.02.2004 | 4889.64 | 144.190 | 3.038 | 13 | 3.038 | -0.882 | 58.3 | 58.675 |
46 | Long | 1 | 01.03.2004 | 4937.54 | 04.03.2004 | 4929.65 | -7.890 | -0.160 | 3 | 0.151 | -0.376 | -19.4 | 58.515 |
47 | Long | 1 | 17.06.2004 | 4974.64 | 01.07.2004 | 5098.3 | 123.660 | 2.486 | 10 | 2.740 | -0.196 | 64.7 | 61.001 |
48 | Long | 1 | 30.11.2004 | 5272.21 | 07.12.2004 | 5357.1 | 84.890 | 1.610 | 5 | 1.732 | 0.000 | 83.8 | 62.611 |
49 | Long | 1 | 16.12.2004 | 5313.55 | 23.12.2004 | 5368.04 | 54.490 | 1.025 | 5 | 1.025 | 0.000 | 53.4 | 63.636 |
50 | Long | 1 | 03.01.2005 | 5423.29 | 04.03.2005 | 5783.2 | 359.910 | 6.636 | 44 | 6.809 | -0.249 | 40.3 | 70.273 |
51 | Long | 1 | 29.06.2005 | 6327.36 | 05.09.2005 | 6838.71 | 511.350 | 8.082 | 48 | 8.464 | -0.080 | 43.3 | 78.354 |
52 | Long | 1 | 30.11.2005 | 7087.89 | 07.12.2005 | 7165.16 | 77.270 | 1.090 | 5 | 1.633 | 0.000 | 56.7 | 79.444 |
53 | Long | 1 | 15.12.2005 | 7176.32 | 22.12.2005 | 7278.7 | 102.380 | 1.427 | 5 | 1.549 | 0.000 | 74.2 | 80.871 |
54 | Long | 1 | 20.01.2006 | 7668.36 | 01.02.2006 | 8164.48 | 496.120 | 6.470 | 8 | 6.470 | -0.634 | 196.4 | 87.341 |
55 | Long | 1 | 10.02.2006 | 8140.29 | 01.03.2006 | 8405.68 | 265.390 | 3.260 | 13 | 3.804 | -0.346 | 62.5 | 90.601 |
56 | Long | 1 | 08.03.2006 | 8199.48 | 17.03.2006 | 8607.64 | 408.160 | 4.978 | 7 | 4.978 | 0.000 | 201.5 | 95.579 |
57 | Long | 1 | 31.03.2006 | 8669.99 | 07.04.2006 | 8667.87 | -2.120 | -0.024 | 5 | 0.649 | -0.024 | -1.5 | 95.554 |
58 | Long | 1 | 03.05.2006 | 8828.58 | 10.05.2006 | 9100.17 | 271.590 | 3.076 | 5 | 3.701 | 0.000 | 160.1 | 98.631 |
59 | Short | -1 | 27.07.2006 | 7827.67 | 15.08.2006 | 7978.07 | -150.400 | -1.921 | 13 | 0.000 | 1.968 | -36.8 | 96.709 |
60 | Long | 1 | 29.08.2006 | 8102.25 | 01.09.2006 | 8203.26 | 101.010 | 1.247 | 3 | 1.247 | 0.000 | 151.4 | 97.956 |
61 | Long | 1 | 13.09.2006 | 8242.31 | 20.09.2006 | 8290.93 | 48.620 | 0.590 | 5 | 0.590 | -0.414 | 30.7 | 98.546 |
62 | Long | 1 | 19.10.2006 | 8623.74 | 30.10.2006 | 8607.2 | -16.540 | -0.192 | 7 | 1.515 | -0.192 | -6.4 | 98.354 |
63 | Long | 1 | 06.11.2006 | 8801.25 | 08.11.2006 | 8831 | 29.750 | 0.338 | 2 | 0.338 | 0.000 | 61.6 | 98.692 |
64 | Long | 1 | 22.11.2006 | 8989.32 | 20.12.2006 | 9281.58 | 292.260 | 3.251 | 20 | 3.583 | -3.606 | 42.3 | 101.943 |
65 | Long | 1 | 12.01.2007 | 9523.74 | 06.02.2007 | 9926.75 | 403.010 | 4.232 | 17 | 4.232 | 0.000 | 61.7 | 106.175 |
66 | Long | 1 | 26.04.2007 | 10739.9 | 17.05.2007 | 10872.39 | 132.490 | 1.234 | 14 | 1.234 | -0.345 | 21.4 | 107.409 |
67 | Long | 1 | 30.05.2007 | 10870.16 | 22.06.2007 | 11002.66 | 132.500 | 1.219 | 17 | 2.875 | -1.967 | 19.3 | 108.627 |
68 | Long | 1 | 29.06.2007 | 11023.94 | 06.07.2007 | 11307.19 | 283.250 | 2.569 | 5 | 2.569 | 0.000 | 133.7 | 111.197 |
69 | Long | 1 | 11.04.2008 | 8809.68 | 09.05.2008 | 9548 | 738.320 | 8.381 | 19 | 9.726 | -0.153 | 109.0 | 119.578 |
70 | Short | -1 | 28.08.2008 | 8574.95 | 09.09.2008 | 8068.09 | 506.860 | 5.911 | 8 | -6.408 | 1.994 | 179.4 | 125.489 |
71 | Short | -1 | 16.10.2008 | 5337.79 | 13.11.2008 | 5334.4 | 3.390 | 0.064 | 20 | -9.877 | 14.140 | 0.8 | 125.552 |
72 | Short | -1 | 02.12.2008 | 5138.76 | 19.01.2009 | 4999.88 | 138.880 | 2.703 | 29 | -3.501 | 14.056 | 20.5 | 128.255 |
73 | Short | -1 | 03.02.2009 | 5101.02 | 20.02.2009 | 4747.71 | 353.310 | 6.926 | 13 | -6.926 | 7.298 | 148.4 | 135.181 |
74 | Short | -1 | 12.03.2009 | 4409.04 | 01.04.2009 | 4531.72 | -122.680 | -2.782 | 14 | -2.012 | 3.208 | -50.7 | 132.398 |
75 | Long | 1 | 19.05.2009 | 5856.85 | 22.05.2009 | 5812.94 | -43.910 | -0.750 | 3 | 2.265 | -0.750 | -91.0 | 131.649 |
76 | Long | 1 | 29.05.2009 | 5745.38 | 01.07.2009 | 5878.27 | 132.890 | 2.313 | 23 | 5.340 | -4.529 | 25.5 | 133.962 |
77 | Long | 1 | 30.07.2009 | 6177.94 | 06.08.2009 | 6415.88 | 237.940 | 3.851 | 5 | 3.851 | 0.000 | 200.4 | 137.813 |
78 | Long | 1 | 13.08.2009 | 6509.04 | 26.08.2009 | 6807.22 | 298.180 | 4.581 | 9 | 5.696 | -2.074 | 128.4 | 142.394 |
79 | Long | 1 | 04.09.2009 | 6769.72 | 15.09.2009 | 7205.99 | 436.270 | 6.444 | 7 | 6.444 | 0.000 | 213.4 | 148.839 |
80 | Long | 1 | 29.09.2009 | 7332.22 | 14.10.2009 | 7630.26 | 298.040 | 4.065 | 11 | 4.065 | -4.611 | 98.7 | 152.903 |
81 | Long | 1 | 15.12.2009 | 7365.35 | 18.12.2009 | 7393.75 | 28.400 | 0.386 | 3 | 0.863 | 0.000 | 46.8 | 153.289 |
82 | Long | 1 | 20.01.2010 | 7750.3 | 23.02.2010 | 7480.13 | -270.170 | -3.486 | 24 | 0.000 | -6.544 | -37.3 | 149.803 |
83 | Long | 1 | 01.03.2010 | 7543.85 | 09.03.2010 | 7826.63 | 282.780 | 3.748 | 6 | 4.099 | 0.000 | 170.7 | 153.552 |
84 | Long | 1 | 15.04.2010 | 8495.04 | 18.05.2010 | 8320.75 | -174.290 | -2.052 | 23 | 1.727 | -10.103 | -22.6 | 151.500 |
85 | Long | 1 | 03.08.2010 | 8568.19 | 03.09.2010 | 8507.83 | -60.360 | -0.704 | 23 | 1.411 | -6.556 | -8.3 | 150.795 |
86 | Long | 1 | 27.09.2010 | 8794.92 | 13.10.2010 | 9158.38 | 363.460 | 4.133 | 12 | 4.133 | -1.003 | 94.1 | 154.928 |
87 | Long | 1 | 01.11.2010 | 9350.21 | 09.12.2010 | 9806.02 | 455.810 | 4.875 | 28 | 6.106 | -1.919 | 46.7 | 159.803 |
88 | Long | 1 | 16.12.2010 | 9935.27 | 20.12.2010 | 9976 | 40.730 | 0.410 | 2 | 0.410 | -0.286 | 37.3 | 160.213 |
89 | Long | 1 | 04.01.2011 | 10178.1 | 19.01.2011 | 10248.13 | 70.030 | 0.688 | 11 | 2.006 | -2.694 | 16.7 | 160.901 |
90 | Long | 1 | 20.05.2011 | 10778.06 | 02.06.2011 | 10680.39 | -97.670 | -0.906 | 9 | 0.983 | -1.927 | -25.4 | 159.995 |
91 | Long | 1 | 14.07.2011 | 10796.14 | 27.07.2011 | 10643.12 | -153.020 | -1.417 | 9 | 1.093 | -2.048 | -39.7 | 158.577 |
92 | Short | -1 | 03.10.2011 | 8163.61 | 06.10.2011 | 8398.51 | -234.900 | -2.877 | 3 | -4.661 | 2.877 | -349.4 | 155.700 |
93 | Long | 1 | 01.02.2012 | 10128.66 | 15.03.2012 | 10726.2 | 597.540 | 5.899 | 31 | 5.899 | -1.309 | 51.2 | 161.599 |
94 | Long | 1 | 22.03.2012 | 10573.05 | 29.03.2012 | 10531.92 | -41.130 | -0.389 | 5 | 2.347 | -0.389 | -20.2 | 161.210 |
95 | Long | 1 | 10.04.2012 | 10332.73 | 19.04.2012 | 10601.98 | 269.250 | 2.606 | 7 | 4.013 | 0.000 | 105.5 | 163.816 |
96 | Short | -1 | 14.06.2012 | 9931.25 | 18.06.2012 | 10089.15 | -157.900 | -1.590 | 2 | 0.000 | 1.590 | -144.8 | 162.226 |