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% |
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1 | Long | 1 | 16.06.1995 | 2119.79 | 22.06.1995 | 2148.68 | 28.890 | 1.363 | 4 | 1.363 | 0.000 | 82.7 | 1.363 |
2 | Long | 1 | 21.07.1995 | 2201.86 | 28.07.1995 | 2229.99 | 28.130 | 1.278 | 5 | 1.769 | -0.199 | 66.5 | 2.640 |
3 | Long | 1 | 03.08.1995 | 2240.72 | 23.08.1995 | 2263.42 | 22.700 | 1.013 | 14 | 1.279 | -1.440 | 18.5 | 3.653 |
4 | Long | 1 | 01.09.1995 | 2233.09 | 08.09.1995 | 2273.7 | 40.610 | 1.819 | 5 | 1.972 | 0.000 | 94.6 | 5.472 |
5 | Long | 1 | 13.02.1996 | 2433.91 | 01.03.1996 | 2501.22 | 67.310 | 2.766 | 13 | 2.766 | -2.108 | 59.3 | 8.238 |
6 | Long | 1 | 13.03.1996 | 2426.38 | 19.03.1996 | 2493.26 | 66.880 | 2.756 | 4 | 2.756 | 0.000 | 167.3 | 10.994 |
7 | Long | 1 | 09.04.1996 | 2503.26 | 25.04.1996 | 2532.41 | 29.150 | 1.164 | 12 | 1.874 | 0.000 | 26.5 | 12.158 |
8 | Long | 1 | 05.06.1996 | 2552.53 | 12.06.1996 | 2568.88 | 16.350 | 0.641 | 4 | 0.641 | -0.242 | 33.3 | 12.799 |
9 | Long | 1 | 25.06.1996 | 2572.96 | 28.06.1996 | 2561.39 | -11.570 | -0.450 | 3 | 0.028 | -0.829 | -54.6 | 12.349 |
10 | Long | 1 | 10.07.1996 | 2567.43 | 01.08.1996 | 2494.46 | -72.970 | -2.842 | 16 | 0.316 | -4.660 | -47.1 | 9.507 |
11 | Long | 1 | 04.10.1996 | 2683.28 | 18.10.1996 | 2734.82 | 51.540 | 1.921 | 10 | 1.921 | -0.094 | 50.0 | 11.428 |
12 | Long | 1 | 29.10.1996 | 2673.62 | 08.11.1996 | 2739.83 | 66.210 | 2.476 | 8 | 2.476 | -0.537 | 90.2 | 13.904 |
13 | Long | 1 | 26.11.1996 | 2810.64 | 05.12.1996 | 2909.91 | 99.270 | 3.532 | 7 | 3.532 | -0.484 | 142.9 | 17.436 |
14 | Long | 1 | 11.12.1996 | 2841.05 | 03.01.1997 | 2859.28 | 18.230 | 0.642 | 12 | 1.677 | -1.455 | 10.2 | 18.078 |
15 | Long | 1 | 28.01.1997 | 2989.33 | 18.02.1997 | 3276.16 | 286.830 | 9.595 | 15 | 9.595 | 0.000 | 166.4 | 27.673 |
16 | Long | 1 | 26.02.1997 | 3237.87 | 03.03.1997 | 3263.86 | 25.990 | 0.803 | 3 | 1.200 | 0.000 | 58.5 | 28.476 |
17 | Long | 1 | 22.05.1997 | 3579.42 | 30.05.1997 | 3547.84 | -31.580 | -0.882 | 5 | 2.652 | -0.882 | -40.2 | 27.593 |
18 | Long | 1 | 05.06.1997 | 3673.03 | 11.06.1997 | 3677.43 | 4.400 | 0.120 | 4 | 0.606 | -0.218 | 7.3 | 27.713 |
19 | Long | 1 | 23.07.1997 | 4406.09 | 04.08.1997 | 4296.94 | -109.150 | -2.477 | 8 | 0.745 | -2.477 | -75.2 | 25.236 |
20 | Long | 1 | 08.08.1997 | 4354.15 | 08.09.1997 | 4068.01 | -286.140 | -6.572 | 21 | 0.205 | -10.292 | -77.2 | 18.664 |
21 | Long | 1 | 15.01.1998 | 4148.34 | 23.01.1998 | 4237.31 | 88.970 | 2.145 | 6 | 3.847 | 0.000 | 97.7 | 20.809 |
22 | Long | 1 | 28.01.1998 | 4391.02 | 05.02.1998 | 4548.46 | 157.440 | 3.585 | 6 | 3.585 | 0.000 | 163.3 | 24.395 |
23 | Long | 1 | 17.02.1998 | 4602.4 | 05.03.1998 | 4623.4 | 21.000 | 0.456 | 12 | 3.362 | -0.435 | 10.4 | 24.851 |
24 | Long | 1 | 10.03.1998 | 4834.43 | 13.03.1998 | 4889.65 | 55.220 | 1.142 | 3 | 1.142 | -0.035 | 138.7 | 25.993 |
25 | Long | 1 | 21.04.1998 | 5388.94 | 07.05.1998 | 5186.23 | -202.710 | -3.762 | 11 | 0.000 | -6.871 | -85.6 | 22.231 |
26 | Long | 1 | 04.06.1998 | 5592.48 | 01.07.1998 | 5906.85 | 314.370 | 5.621 | 18 | 5.769 | -1.165 | 75.8 | 27.853 |
27 | Long | 1 | 09.02.1999 | 4904.35 | 18.02.1999 | 4845.08 | -59.270 | -1.209 | 7 | 0.007 | -2.193 | -48.9 | 26.644 |
28 | Long | 1 | 01.07.1999 | 5480.22 | 08.07.1999 | 5607.1 | 126.880 | 2.315 | 5 | 2.653 | 0.000 | 120.5 | 28.960 |
29 | Long | 1 | 20.07.1999 | 5491.29 | 19.08.1999 | 5186.85 | -304.440 | -5.544 | 22 | 0.000 | -9.339 | -67.3 | 23.415 |
30 | Long | 1 | 20.10.1999 | 5291.23 | 26.10.1999 | 5388.76 | 97.530 | 1.843 | 4 | 1.843 | -0.846 | 111.9 | 25.259 |
31 | Long | 1 | 29.11.1999 | 5888.88 | 09.12.1999 | 6118.06 | 229.180 | 3.892 | 8 | 4.583 | 0.000 | 141.8 | 29.150 |
32 | Long | 1 | 15.12.1999 | 6232.75 | 04.01.2000 | 6586.95 | 354.200 | 5.683 | 12 | 11.638 | 0.000 | 103.5 | 34.833 |
33 | Long | 1 | 11.01.2000 | 6891.25 | 08.02.2000 | 7549.88 | 658.630 | 9.557 | 20 | 9.557 | -1.184 | 124.3 | 44.391 |
34 | Long | 1 | 18.02.2000 | 7573.78 | 29.02.2000 | 7644.55 | 70.770 | 0.934 | 7 | 2.177 | 0.000 | 30.9 | 45.325 |
35 | Long | 1 | 02.03.2000 | 7945.77 | 10.03.2000 | 7975.95 | 30.180 | 0.380 | 6 | 1.500 | 0.000 | 17.3 | 45.705 |
36 | Long | 1 | 15.05.2000 | 7195.15 | 19.05.2000 | 6989.03 | -206.120 | -2.865 | 4 | 2.445 | -2.865 | -260.9 | 42.840 |
37 | Long | 1 | 04.06.2001 | 6177.74 | 08.06.2001 | 6187.21 | 9.470 | 0.153 | 4 | 1.042 | 0.000 | 14.0 | 42.994 |
38 | Long | 1 | 18.12.2001 | 5039.64 | 08.01.2002 | 5236.37 | 196.730 | 3.904 | 10 | 5.538 | -2.093 | 67.7 | 46.897 |
39 | Long | 1 | 14.01.2002 | 5065.84 | 30.01.2002 | 5052.2 | -13.640 | -0.269 | 12 | 2.065 | -1.612 | -6.1 | 46.628 |
40 | Long | 1 | 01.02.2002 | 5097.06 | 18.02.2002 | 4871.76 | -225.300 | -4.420 | 11 | 0.000 | -5.742 | -94.7 | 42.208 |
41 | Long | 1 | 16.05.2003 | 2989.08 | 16.06.2003 | 3264.5 | 275.420 | 9.214 | 21 | 9.214 | -5.562 | 108.3 | 51.422 |
42 | Long | 1 | 30.06.2003 | 3220.58 | 10.07.2003 | 3269.84 | 49.260 | 1.530 | 8 | 3.847 | -2.299 | 55.7 | 52.952 |
43 | Long | 1 | 25.07.2003 | 3356.89 | 05.08.2003 | 3438.36 | 81.470 | 2.427 | 7 | 3.902 | 0.000 | 80.4 | 55.379 |
44 | Long | 1 | 01.09.2003 | 3571.22 | 08.09.2003 | 3641.53 | 70.310 | 1.969 | 5 | 2.729 | -0.113 | 102.4 | 57.347 |
45 | Long | 1 | 17.09.2003 | 3561.03 | 23.09.2003 | 3411.02 | -150.010 | -4.213 | 4 | 1.432 | -4.213 | -255.7 | 53.135 |
46 | Long | 1 | 29.10.2003 | 3615.42 | 06.11.2003 | 3733.93 | 118.510 | 3.278 | 6 | 3.570 | 0.000 | 149.2 | 56.413 |
47 | Long | 1 | 12.12.2003 | 3860.13 | 17.12.2003 | 3847.57 | -12.560 | -0.325 | 3 | 0.397 | -0.325 | -23.7 | 56.087 |
48 | Long | 1 | 15.01.2004 | 4068.75 | 21.01.2004 | 4138.04 | 69.290 | 1.703 | 4 | 1.749 | 0.000 | 103.4 | 57.790 |
49 | Long | 1 | 14.12.2004 | 4231.3 | 20.12.2004 | 4211.55 | -19.750 | -0.467 | 4 | 0.057 | -1.159 | -28.3 | 57.324 |
50 | Long | 1 | 23.12.2004 | 4251.62 | 03.01.2005 | 4291.53 | 39.910 | 0.939 | 5 | 0.939 | -0.382 | 31.1 | 58.262 |
51 | Long | 1 | 15.03.2005 | 4387.69 | 31.03.2005 | 4348.77 | -38.920 | -0.887 | 10 | 0.000 | -2.082 | -20.2 | 57.375 |
52 | Long | 1 | 12.07.2005 | 4653.03 | 27.07.2005 | 4855.35 | 202.320 | 4.348 | 11 | 4.348 | 0.000 | 105.6 | 61.723 |
53 | Long | 1 | 11.08.2005 | 4953.93 | 14.09.2005 | 4911.17 | -42.760 | -0.863 | 24 | 1.050 | -3.434 | -9.2 | 60.860 |
54 | Long | 1 | 19.09.2005 | 4926.13 | 06.10.2005 | 5017.27 | 91.140 | 1.850 | 12 | 4.301 | -1.566 | 39.6 | 62.710 |
55 | Long | 1 | 13.10.2005 | 4950.07 | 10.11.2005 | 5015.55 | 65.480 | 1.323 | 20 | 1.498 | -2.909 | 17.2 | 64.033 |
56 | Long | 1 | 02.12.2005 | 5307.99 | 02.01.2006 | 5449.98 | 141.990 | 2.675 | 20 | 2.837 | -0.777 | 31.4 | 66.708 |
57 | Long | 1 | 08.05.2006 | 6127.98 | 11.05.2006 | 6054.72 | -73.260 | -1.195 | 3 | 0.208 | -1.195 | -145.2 | 65.513 |
58 | Long | 1 | 28.08.2006 | 5854.99 | 04.09.2006 | 5909.72 | 54.730 | 0.935 | 5 | 0.935 | -0.136 | 48.6 | 66.447 |
59 | Long | 1 | 07.11.2006 | 6361.96 | 13.11.2006 | 6393.73 | 31.770 | 0.499 | 4 | 0.499 | -0.200 | 30.3 | 66.947 |
60 | Long | 1 | 28.12.2006 | 6611.81 | 18.01.2007 | 6689.62 | 77.810 | 1.177 | 14 | 1.814 | -0.684 | 20.4 | 68.124 |
61 | Long | 1 | 23.01.2007 | 6678.93 | 09.02.2007 | 6911.11 | 232.180 | 3.476 | 13 | 3.543 | 0.000 | 74.5 | 71.600 |
62 | Long | 1 | 15.02.2007 | 6958.62 | 21.02.2007 | 6941.66 | -16.960 | -0.244 | 4 | 0.409 | -0.244 | -14.8 | 71.356 |
63 | Long | 1 | 26.04.2007 | 7387.02 | 09.05.2007 | 7475.99 | 88.970 | 1.204 | 8 | 1.877 | -0.120 | 33.7 | 72.561 |
64 | Long | 1 | 15.05.2007 | 7505.35 | 29.05.2007 | 7781.04 | 275.690 | 3.673 | 9 | 3.673 | -0.321 | 95.6 | 76.234 |
65 | Long | 1 | 29.06.2007 | 8007.32 | 05.07.2007 | 7987.13 | -20.190 | -0.252 | 4 | 0.848 | -0.613 | -15.3 | 75.982 |
66 | Long | 1 | 13.07.2007 | 8092.77 | 19.07.2007 | 7991.21 | -101.560 | -1.255 | 4 | 0.160 | -2.461 | -76.2 | 74.727 |
67 | Long | 1 | 20.05.2009 | 5038.94 | 22.05.2009 | 4918.75 | -120.190 | -2.385 | 2 | 0.000 | -2.744 | -434.4 | 72.342 |
68 | Long | 1 | 28.05.2009 | 4932.88 | 05.06.2009 | 5077.03 | 144.150 | 2.922 | 6 | 4.281 | 0.000 | 133.1 | 75.264 |
69 | Long | 1 | 11.06.2009 | 5107.26 | 01.07.2009 | 4905.44 | -201.820 | -3.952 | 14 | 0.000 | -8.103 | -72.0 | 71.312 |
70 | Long | 1 | 07.09.2009 | 5463.51 | 15.09.2009 | 5628.98 | 165.470 | 3.029 | 6 | 3.029 | 0.000 | 137.9 | 74.341 |
71 | Long | 1 | 29.09.2009 | 5713.52 | 14.10.2009 | 5854.14 | 140.620 | 2.461 | 11 | 2.461 | -4.299 | 59.8 | 76.802 |
72 | Long | 1 | 11.06.2010 | 6047.83 | 23.06.2010 | 6204.52 | 156.690 | 2.591 | 8 | 4.053 | 0.000 | 78.6 | 79.393 |
73 | Long | 1 | 03.08.2010 | 6307.91 | 09.08.2010 | 6351.6 | 43.690 | 0.693 | 4 | 0.693 | -0.765 | 42.0 | 80.085 |
74 | Long | 1 | 28.09.2010 | 6276.09 | 13.10.2010 | 6434.52 | 158.430 | 2.524 | 11 | 2.524 | -2.261 | 61.3 | 82.610 |
75 | Long | 1 | 02.11.2010 | 6654.31 | 09.11.2010 | 6787.81 | 133.500 | 2.006 | 5 | 2.006 | -0.549 | 104.4 | 84.616 |
76 | Long | 1 | 16.11.2010 | 6663.24 | 09.12.2010 | 6964.16 | 300.920 | 4.516 | 17 | 5.083 | 0.000 | 71.5 | 89.132 |
77 | Long | 1 | 22.12.2010 | 7067.92 | 18.01.2011 | 7143.45 | 75.530 | 1.069 | 17 | 1.069 | -2.983 | 14.4 | 90.201 |
78 | Long | 1 | 30.06.2011 | 7376.24 | 11.07.2011 | 7230.25 | -145.990 | -1.979 | 7 | 1.291 | -1.979 | -65.5 | 88.222 |
79 | Long | 1 | 13.12.2011 | 5774.26 | 28.12.2011 | 5771.27 | -2.990 | -0.052 | 10 | 2.000 | -1.793 | -1.3 | 88.170 |
80 | Long | 1 | 11.01.2012 | 6152.34 | 17.01.2012 | 6332.93 | 180.590 | 2.935 | 4 | 2.935 | -0.151 | 178.2 | 91.105 |
81 | Long | 1 | 16.02.2012 | 6751.96 | 06.03.2012 | 6633.11 | -118.850 | -1.760 | 13 | 2.907 | -1.760 | -33.7 | 89.345 |
82 | Long | 1 | 27.03.2012 | 7078.9 | 19.04.2012 | 6671.22 | -407.680 | -5.759 | 15 | 0.000 | -6.993 | -91.2 | 83.586 |