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

Put System

Scan time: 2012-07-30 20:49:49

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/-57.DAX (X)AW Indikator 3DAX Put
Years17.3Start09.05.1995End27.07.2012
TRADESCount#57Yearly#3.3Every110. day
HITSRatio50.88%Wins#29Losses#28
PERFORMProfitf.1.718WinSum176.581LossSum-102.775
Efficiency26.51%AvWin6.089LossAv-3.671
RETURNSum73.806Yearly4.275Daily0.012
Average1.295AvAbs4.88Kurtosis3.93
Median0.179MaxWin21.064MaxLoss-15.442
StdDev6.81Excess0.931/Prof.0.58
INVTIMEDays12.1%Year11.9%527 of4364
FULLYear35.845
LENGTHAverage9.2StdDev6.48Median8.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio57.5%Wins303Losses224
AverageDiff.1.25Wins5.07Losses-3.90
SumProftf.1.8Wins1535.3Losses-874.3
SqrSumProfitf.2.4Wins15752.9Losses6700.4
Extremal Temporary Returns
AverageDiff.-2.2Wins-4.73Losses2.55
SumProftf.1.9Wins-269.73Losses145.48

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-123.10.19952107.4227.10.19952096.0811.3400.5384-0.5382.02749.00.538
2Short-112.06.19962568.8825.06.19962572.96-4.080-0.1599-1.1370.159-4.50.379
3Short-102.04.19973301.9108.04.19973329.76-27.850-0.8434-2.6250.843-61.4-0.464
4Short-115.04.19973327.6826.05.19973657.86-330.180-9.922260.0009.922-88.2-10.386
5Short-111.11.19973731.0817.11.19973794.61-63.530-1.7034-1.9251.703-103.4-12.089
6Short-123.12.19974121.7916.01.19984184.46-62.670-1.52013-0.8376.544-23.1-13.610
7Short-123.01.19984237.3129.01.19984419.38-182.070-4.2974-0.2964.297-260.9-17.906
8Short-108.05.19985257.5804.06.19985592.48-334.900-6.370170.0007.355-85.9-24.276
9Short-125.08.19985371.7607.09.19984923.37448.3908.3479-10.7960.000233.9-15.929
10Short-114.09.19984896.4925.09.19984561.58334.9106.8409-9.4480.000226.5-9.089
11Short-130.09.19984474.5108.10.19983896.08578.43012.9276-12.9270.000588.63.838
12Short-125.01.19994982.4529.01.19995159.96-177.510-3.56340.0003.563-324.40.275
13Short-112.03.19995008.1630.03.19994856.84151.3203.02112-4.6521.82361.13.297
14Short-131.08.20007216.4527.09.20006814.06402.3905.57619-7.3933.17575.28.873
15Short-101.12.20006512.9106.12.20006622.25-109.340-1.6793-1.6091.907-122.37.194
16Short-113.03.20015962.9328.03.20015817.52145.4102.43911-9.6410.00059.29.632
17Short-104.04.20015597.6609.04.20015781.01-183.350-3.27530.0003.275-238.66.357
18Short-112.06.20016059.1522.06.20015941.77117.3801.9378-3.1380.87170.68.294
19Short-128.06.20015971.7716.07.20015853.76118.0101.97612-2.8462.30640.010.270
20Short-119.07.20015829.6931.07.20015861.19-31.500-0.5408-4.2360.540-16.49.730
21Short-107.08.20015752.5116.08.20015361.92390.5906.7907-6.7900.000274.816.520
22Short-131.08.20015188.1726.09.20014095.321092.85021.06418-27.0030.384295.137.584
23Short-128.01.20025159.0212.02.20024884.78274.2405.31611-6.8740.000129.142.900
24Short-119.02.20024764.0526.02.20024897.75-133.700-2.8065-0.3882.806-146.040.093
25Short-105.07.20024483.0319.07.20023891.88591.15013.18610-13.1860.000343.153.280
26Short-105.08.20023332.6509.08.20023760.86-428.210-12.84940.00012.849-1170.140.431
27Short-116.08.20023684.6910.09.20023494.69190.0005.15617-8.9556.02175.145.587
28Short-116.09.20023319.0527.09.20022918.9400.15012.0569-13.4330.000399.257.644
29Short-113.01.20033060.6515.01.20033049.411.2500.3682-0.3681.24466.958.011
30Short-107.02.20032569.3417.02.20032708.97-139.630-5.4346-0.5485.434-198.052.577
31Short-124.02.20032571.3503.03.20032549.6521.7000.8445-4.7120.00043.953.421
32Short-107.03.20032431.6617.03.20032487.12-55.460-2.2816-9.4052.281-83.151.140
33Short-123.09.20033411.0206.10.20033404.916.1100.1799-4.5220.2345.051.319
34Short-116.02.20044070.4620.02.20044073.35-2.890-0.07140.0001.746-6.551.248
35Short-108.07.20054597.9713.07.20054679.89-81.920-1.78230.0001.782-129.849.466
36Short-101.06.20065707.5919.06.20065439.23268.3604.70211-7.2790.00095.154.168
37Short-115.03.20076585.4720.03.20076700.29-114.820-1.7443-0.0851.744-127.052.425
38Short-113.08.20077474.3303.09.20077648.58-174.250-2.33115-2.7332.331-40.450.093
39Short-102.11.20077849.4927.11.20077531.35318.1404.05317-4.3000.00059.154.146
40Short-104.01.20087808.6928.01.20086818.85989.84012.67616-17.5380.529192.466.822
41Short-104.06.20086965.4317.06.20086796.16169.2702.4309-4.5250.00068.169.253
42Short-123.06.20086589.4608.07.20086304.41285.0504.32611-4.8150.431105.073.578
43Short-114.07.20086200.2518.07.20086382.65-182.400-2.9424-1.9122.942-267.970.637
44Short-129.09.20085807.0815.10.20084861.63945.45016.28112-21.7450.412370.686.918
45Short-103.12.20084567.2402.01.20094973.07-405.830-8.88617-4.0678.886-107.978.032
46Short-103.02.20094374.9606.03.20093666.41708.55016.19623-16.1966.671190.394.227
47Short-106.07.20094651.8214.07.20094781.69-129.870-2.7926-1.7022.792-127.191.436
48Short-108.02.20105484.8511.02.20105503.93-19.080-0.34830.0000.939-42.291.088
49Short-129.04.20106144.9105.05.20105958.45186.4603.0344-3.0340.358184.294.122
50Short-106.06.20117084.5710.06.20117069.914.6700.2074-0.3441.06018.994.329
51Short-120.06.20117150.2130.06.20117376.24-226.030-3.1618-0.5923.161-115.191.168
52Short-119.08.2011548025.08.20115584.14-104.140-1.9004-0.1143.669-115.489.268
53Short-105.09.20115246.1809.09.20115189.9356.2501.0724-1.0723.09397.690.340
54Short-129.12.20115848.7816.02.20126751.96-903.180-15.442350.00016.072-114.874.898
55Short-125.04.20126704.527.04.20126801.32-96.820-1.44420.0001.444-263.073.454
56Short-128.05.20126323.1908.06.20126130.82192.3703.0429-5.5951.165100.776.496
57Short-118.06.20126248.229.06.20126416.28-168.080-2.6909-1.8532.690-89.173.806

Generated 30.07.2012 20:50:05