Backtesting of .DAX (X) - AW Indikator 3 (DAX-Call)

Call System

Scan time: 2012-07-30 20:50:06

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

82/0.DAX (X)AW Indikator 3DAX-Call
Years17.3Start09.05.1995End27.07.2012
TRADESCount#82Yearly#4.7Every77. day
HITSRatio68.29%Wins#56Losses#26
PERFORMProfitf.2.470WinSum140.465LossSum-56.880
Efficiency42.57%AvWin2.508LossAv-2.188
RETURNSum83.586Yearly4.841Daily0.013
Average1.019AvAbs2.39Kurtosis4.30
Median1.153MaxWin9.595MaxLoss-6.572
StdDev2.98Excess1.301/Prof.0.40
INVTIMEDays17.0%Year17.1%743 of4364
FULLYear28.269
LENGTHAverage9.1StdDev5.42Median7.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio60.6%Wins450Losses293
AverageDiff.0.24Wins2.03Losses-2.52
SumProftf.1.2Wins915.5Losses-739.2
SqrSumProfitf.1.0Wins3491.2Losses3469.4
Extremal Temporary Returns
AverageDiff.0.8Wins2.35Losses-1.53
SumProftf.1.5Wins192.30Losses-125.47

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%
1Long116.06.19952119.7922.06.19952148.6828.8901.36341.3630.00082.71.363
2Long121.07.19952201.8628.07.19952229.9928.1301.27851.769-0.19966.52.640
3Long103.08.19952240.7223.08.19952263.4222.7001.013141.279-1.44018.53.653
4Long101.09.19952233.0908.09.19952273.740.6101.81951.9720.00094.65.472
5Long113.02.19962433.9101.03.19962501.2267.3102.766132.766-2.10859.38.238
6Long113.03.19962426.3819.03.19962493.2666.8802.75642.7560.000167.310.994
7Long109.04.19962503.2625.04.19962532.4129.1501.164121.8740.00026.512.158
8Long105.06.19962552.5312.06.19962568.8816.3500.64140.641-0.24233.312.799
9Long125.06.19962572.9628.06.19962561.39-11.570-0.45030.028-0.829-54.612.349
10Long110.07.19962567.4301.08.19962494.46-72.970-2.842160.316-4.660-47.19.507
11Long104.10.19962683.2818.10.19962734.8251.5401.921101.921-0.09450.011.428
12Long129.10.19962673.6208.11.19962739.8366.2102.47682.476-0.53790.213.904
13Long126.11.19962810.6405.12.19962909.9199.2703.53273.532-0.484142.917.436
14Long111.12.19962841.0503.01.19972859.2818.2300.642121.677-1.45510.218.078
15Long128.01.19972989.3318.02.19973276.16286.8309.595159.5950.000166.427.673
16Long126.02.19973237.8703.03.19973263.8625.9900.80331.2000.00058.528.476
17Long122.05.19973579.4230.05.19973547.84-31.580-0.88252.652-0.882-40.227.593
18Long105.06.19973673.0311.06.19973677.434.4000.12040.606-0.2187.327.713
19Long123.07.19974406.0904.08.19974296.94-109.150-2.47780.745-2.477-75.225.236
20Long108.08.19974354.1508.09.19974068.01-286.140-6.572210.205-10.292-77.218.664
21Long115.01.19984148.3423.01.19984237.3188.9702.14563.8470.00097.720.809
22Long128.01.19984391.0205.02.19984548.46157.4403.58563.5850.000163.324.395
23Long117.02.19984602.405.03.19984623.421.0000.456123.362-0.43510.424.851
24Long110.03.19984834.4313.03.19984889.6555.2201.14231.142-0.035138.725.993
25Long121.04.19985388.9407.05.19985186.23-202.710-3.762110.000-6.871-85.622.231
26Long104.06.19985592.4801.07.19985906.85314.3705.621185.769-1.16575.827.853
27Long109.02.19994904.3518.02.19994845.08-59.270-1.20970.007-2.193-48.926.644
28Long101.07.19995480.2208.07.19995607.1126.8802.31552.6530.000120.528.960
29Long120.07.19995491.2919.08.19995186.85-304.440-5.544220.000-9.339-67.323.415
30Long120.10.19995291.2326.10.19995388.7697.5301.84341.843-0.846111.925.259
31Long129.11.19995888.8809.12.19996118.06229.1803.89284.5830.000141.829.150
32Long115.12.19996232.7504.01.20006586.95354.2005.6831211.6380.000103.534.833
33Long111.01.20006891.2508.02.20007549.88658.6309.557209.557-1.184124.344.391
34Long118.02.20007573.7829.02.20007644.5570.7700.93472.1770.00030.945.325
35Long102.03.20007945.7710.03.20007975.9530.1800.38061.5000.00017.345.705
36Long115.05.20007195.1519.05.20006989.03-206.120-2.86542.445-2.865-260.942.840
37Long104.06.20016177.7408.06.20016187.219.4700.15341.0420.00014.042.994
38Long118.12.20015039.6408.01.20025236.37196.7303.904105.538-2.09367.746.897
39Long114.01.20025065.8430.01.20025052.2-13.640-0.269122.065-1.612-6.146.628
40Long101.02.20025097.0618.02.20024871.76-225.300-4.420110.000-5.742-94.742.208
41Long116.05.20032989.0816.06.20033264.5275.4209.214219.214-5.562108.351.422
42Long130.06.20033220.5810.07.20033269.8449.2601.53083.847-2.29955.752.952
43Long125.07.20033356.8905.08.20033438.3681.4702.42773.9020.00080.455.379
44Long101.09.20033571.2208.09.20033641.5370.3101.96952.729-0.113102.457.347
45Long117.09.20033561.0323.09.20033411.02-150.010-4.21341.432-4.213-255.753.135
46Long129.10.20033615.4206.11.20033733.93118.5103.27863.5700.000149.256.413
47Long112.12.20033860.1317.12.20033847.57-12.560-0.32530.397-0.325-23.756.087
48Long115.01.20044068.7521.01.20044138.0469.2901.70341.7490.000103.457.790
49Long114.12.20044231.320.12.20044211.55-19.750-0.46740.057-1.159-28.357.324
50Long123.12.20044251.6203.01.20054291.5339.9100.93950.939-0.38231.158.262
51Long115.03.20054387.6931.03.20054348.77-38.920-0.887100.000-2.082-20.257.375
52Long112.07.20054653.0327.07.20054855.35202.3204.348114.3480.000105.661.723
53Long111.08.20054953.9314.09.20054911.17-42.760-0.863241.050-3.434-9.260.860
54Long119.09.20054926.1306.10.20055017.2791.1401.850124.301-1.56639.662.710
55Long113.10.20054950.0710.11.20055015.5565.4801.323201.498-2.90917.264.033
56Long102.12.20055307.9902.01.20065449.98141.9902.675202.837-0.77731.466.708
57Long108.05.20066127.9811.05.20066054.72-73.260-1.19530.208-1.195-145.265.513
58Long128.08.20065854.9904.09.20065909.7254.7300.93550.935-0.13648.666.447
59Long107.11.20066361.9613.11.20066393.7331.7700.49940.499-0.20030.366.947
60Long128.12.20066611.8118.01.20076689.6277.8101.177141.814-0.68420.468.124
61Long123.01.20076678.9309.02.20076911.11232.1803.476133.5430.00074.571.600
62Long115.02.20076958.6221.02.20076941.66-16.960-0.24440.409-0.244-14.871.356
63Long126.04.20077387.0209.05.20077475.9988.9701.20481.877-0.12033.772.561
64Long115.05.20077505.3529.05.20077781.04275.6903.67393.673-0.32195.676.234
65Long129.06.20078007.3205.07.20077987.13-20.190-0.25240.848-0.613-15.375.982
66Long113.07.20078092.7719.07.20077991.21-101.560-1.25540.160-2.461-76.274.727
67Long120.05.20095038.9422.05.20094918.75-120.190-2.38520.000-2.744-434.472.342
68Long128.05.20094932.8805.06.20095077.03144.1502.92264.2810.000133.175.264
69Long111.06.20095107.2601.07.20094905.44-201.820-3.952140.000-8.103-72.071.312
70Long107.09.20095463.5115.09.20095628.98165.4703.02963.0290.000137.974.341
71Long129.09.20095713.5214.10.20095854.14140.6202.461112.461-4.29959.876.802
72Long111.06.20106047.8323.06.20106204.52156.6902.59184.0530.00078.679.393
73Long103.08.20106307.9109.08.20106351.643.6900.69340.693-0.76542.080.085
74Long128.09.20106276.0913.10.20106434.52158.4302.524112.524-2.26161.382.610
75Long102.11.20106654.3109.11.20106787.81133.5002.00652.006-0.549104.484.616
76Long116.11.20106663.2409.12.20106964.16300.9204.516175.0830.00071.589.132
77Long122.12.20107067.9218.01.20117143.4575.5301.069171.069-2.98314.490.201
78Long130.06.20117376.2411.07.20117230.25-145.990-1.97971.291-1.979-65.588.222
79Long113.12.20115774.2628.12.20115771.27-2.990-0.052102.000-1.793-1.388.170
80Long111.01.20126152.3417.01.20126332.93180.5902.93542.935-0.151178.291.105
81Long116.02.20126751.9606.03.20126633.11-118.850-1.760132.907-1.760-33.789.345
82Long127.03.20127078.919.04.20126671.22-407.680-5.759150.000-6.993-91.283.586

Generated 30.07.2012 20:50:22