Backtesting of .TecDAX (X) - AW Indikator 3 (TecDAX) - Call Part



Scan time: 2012-07-30 21:02:18

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

90/0.TecDAX (X)AW Indikator 3TecDAX
Years14.2Start12.05.1998End27.07.2012
TRADESCount#89Yearly#6.3Every58. day
HITSRatio59.55%Wins#53Losses#36
PERFORMProfitf.1.862WinSum179.472LossSum-96.395
Efficiency30.22%AvWin3.386LossAv-2.678
RETURNSum83.077Yearly5.831Daily0.016
Average0.933AvAbs3.09Kurtosis3.84
Median1.030MaxWin12.151MaxLoss-11.094
StdDev4.03Excess0.841/Prof.0.54
INVTIMEDays20.5%Year20.3%739 of3613
FULLYear28.738
LENGTHAverage8.3StdDev6.46Median5.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio52.9%Wins391Losses348
AverageDiff.0.01Wins2.84Losses-3.16
SumProftf.1.0Wins1111.8Losses-1101.4
SqrSumProfitf.0.9Wins5706.6Losses6518.8
Extremal Temporary Returns
AverageDiff.0.9Wins3.09Losses-2.20
SumProftf.1.4Wins274.74Losses-195.81

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%
1Long127.05.19982463.9423.06.19982623.61159.6706.480177.313-0.79587.46.480
2Long106.07.19982699.5608.07.19982663.42-36.140-1.33920.000-1.339-243.85.142
3Long103.08.19982985.4221.08.19982809.01-176.410-5.909142.701-7.021-119.6-0.768
4Long120.11.19982855.1725.11.19982879.7524.5800.86131.5420.00062.70.093
5Long116.12.19983120.4923.12.19983343.63223.1407.15157.1510.000372.17.244
6Long105.01.19993559.4908.01.19993962.41402.92011.320311.3200.0001374.418.564
7Long115.01.19993949.7922.01.19994141.39191.6004.851511.9130.000252.423.415
8Long105.02.19994661.3618.02.19994655.27-6.090-0.13192.608-4.914-3.723.284
9Long122.02.19994656.2325.02.19994646.82-9.410-0.20231.693-0.202-24.523.082
10Long122.04.19993999.9129.04.19994091.2791.3602.28452.7070.000118.925.366
11Long116.07.19994566.6222.07.19994424-142.620-3.12340.865-3.123-189.622.243
12Long124.08.19994095.9830.08.19994053.49-42.490-1.03740.725-1.037-63.021.206
13Long120.10.19993634.9926.10.19993609.35-25.640-0.70541.132-0.705-42.820.500
14Long107.12.19994665.6216.12.19994928.9263.2805.64378.1100.000228.426.143
15Long122.12.19995183.6628.12.19994984.64-199.020-3.83930.549-3.839-233.122.304
16Long104.01.20004977.7414.01.20005582.59604.85012.151812.151-3.776442.634.455
17Long121.02.20008061.7328.02.20008106.6644.9300.55754.3800.00029.035.012
18Long102.03.20008784.5809.03.20009323.3538.7206.13356.1330.000319.141.145
19Long116.05.20007028.5919.05.20006489.72-538.870-7.66730.000-7.667-930.933.478
20Long114.06.20006577.5311.07.20005847.83-729.700-11.094190.000-11.094-149.722.384
21Long104.06.20011745.0308.06.20011696.42-48.610-2.78640.499-2.786-253.719.598
22Long113.08.20011131.1329.08.20011081.25-49.880-4.410122.360-6.713-100.415.189
23Long106.11.20011088.6812.11.20011106.3317.6501.62144.8910.00098.416.810
24Long129.10.2002419.2707.11.2002428.829.5502.27879.8190.00092.219.088
25Long116.04.2003369.6125.04.2003378.338.7202.35954.6860.00095.521.447
26Long115.05.2003397.3816.06.2003431.0133.6308.463229.855-6.46296.329.910
27Long125.07.2003453.631.07.2003461.47.8001.72041.720-0.432104.431.629
28Long111.08.2003460.118.08.2003483.6923.5905.12755.1270.000266.836.757
29Long117.09.2003543.9922.09.2003510.68-33.310-6.12330.000-6.123-446.130.633
30Long112.11.2003558.4327.11.2003555.86-2.570-0.460112.460-2.486-11.230.173
31Long128.01.2004623.130.01.2004615.62-7.480-1.20020.000-1.465-218.628.973
32Long121.04.2004603.1526.05.2004558.89-44.260-7.338252.245-12.662-76.421.635
33Long117.06.2004574.7302.07.2004570.87-3.860-0.672110.729-2.594-16.320.963
34Long124.11.2004514.0503.01.2005529.3815.3302.982262.982-1.05427.223.945
35Long118.01.2005530.720.01.2005527.89-2.810-0.52920.605-0.529-96.423.416
36Long123.02.2005534.5707.04.2005531.44-3.130-0.586292.363-2.372-5.122.830
37Long113.06.2005536.9623.06.2005545.798.8301.64481.644-0.22259.924.475
38Long130.06.2005548.8420.07.2005586.837.9606.916146.916-0.501126.031.391
39Long128.07.2005594.8405.08.2005586.48-8.360-1.40561.231-1.405-64.029.986
40Long112.08.2005586.2314.09.2005599.112.8702.195233.570-1.57324.232.181
41Long121.09.2005605.6223.09.2005604.81-0.810-0.13420.000-0.793-24.432.047
42Long118.11.200558225.11.2005584.762.7600.47451.0070.00024.732.521
43Long125.01.2006658.2807.02.2006697.5239.2405.96196.8530.000167.038.482
44Long113.02.2006707.4520.02.2006723.115.6502.21252.2120.000115.140.695
45Long103.05.2006739.7411.05.2006753.8414.1001.90662.782-0.01486.842.601
46Long130.06.2006652.1506.07.2006657.525.3700.82343.1020.00050.043.424
47Long115.08.2006638.2922.08.2006655.1416.8502.64053.4840.000137.446.064
48Long131.08.2006647.2906.09.2006643.25-4.040-0.62441.234-0.624-37.945.440
49Long127.09.2006655.705.10.2006661.435.7300.87451.1560.00039.846.314
50Long124.10.2006686.430.10.2006683.71-2.690-0.39240.791-0.392-23.845.922
51Long106.11.2006692.7406.12.2006700.547.8001.126222.698-1.73413.747.048
52Long112.01.2007771.3622.01.2007796.7425.3803.29063.2900.000119.850.338
53Long115.02.2007849.2319.02.2007858.188.9501.05421.054-0.22796.051.392
54Long102.04.2007849.213.04.2007876.9327.7303.26573.6430.000108.154.657
55Long126.04.2007892.7621.05.2007872.9-19.860-2.225160.000-3.956-32.452.433
56Long113.06.2007902.2918.06.2007930.0327.7403.07433.9100.000224.055.507
57Long129.06.2007932.4706.07.2007968.6136.1403.87654.1110.000201.759.383
58Long113.09.2007908.0726.09.2007964.2356.1606.18596.185-2.353173.365.567
59Long113.02.2008820.2718.02.2008820.320.0500.00630.139-2.3210.465.574
60Long122.02.2008804.4704.04.2008820.9616.4902.050282.404-13.71118.267.623
61Long116.04.2008823.623.04.2008847.0423.4402.84652.846-0.913148.170.469
62Long108.05.2008846.4521.05.2008866.8220.3702.40794.824-1.31867.472.876
63Long131.07.2008766.3604.08.2008747.83-18.530-2.41820.000-2.418-220.270.458
64Long118.08.2008799.4722.08.2008813.8514.3801.79941.799-1.308163.872.257
65Long113.11.2008504.2402.12.2008476.4-27.840-5.521130.000-14.428-105.866.735
66Long105.02.2009485.5512.02.2009490.555.0001.03054.8670.00053.667.765
67Long127.04.2009561.3711.05.2009603.4942.1207.503912.411-2.138195.275.268
68Long118.05.2009608.4722.05.2009623.8515.3802.52845.0980.000230.277.796
69Long128.05.2009628.305.06.2009651.4123.1103.67863.8500.000167.581.474
70Long111.06.2009660.101.07.2009634.49-25.610-3.880140.000-10.561-70.777.594
71Long110.07.2009611.7227.07.2009663.2951.5708.430119.4770.000180.686.025
72Long131.07.2009673.1906.08.2009670.8-2.390-0.35541.332-0.683-21.685.670
73Long124.08.2009707.3426.08.2009703.73-3.610-0.51020.000-0.510-92.985.159
74Long130.09.2009757.816.10.2009765.858.0501.062124.252-4.97924.286.222
75Long104.01.2010834.4612.01.2010842.097.6300.91463.3630.00041.687.136
76Long115.01.2010841.1405.02.2010775.94-65.200-7.751150.000-7.751-134.479.385
77Long102.03.2010803.5415.03.2010827.0923.5502.93194.9940.00089.082.315
78Long111.06.2010764.0218.06.2010777.1413.1201.71751.8630.00089.484.033
79Long122.07.2010783.728.07.2010779.68-4.020-0.51341.202-0.513-31.183.520
80Long129.09.2010777.9213.10.2010802.2224.3003.124103.124-1.14581.386.643
81Long122.10.2010809.9428.10.2010822.3412.4001.53141.5310.00092.988.174
82Long110.11.2010814.5401.12.2010782.94-31.600-3.879150.000-5.651-67.384.295
83Long122.12.2010843.6928.12.2010848.775.0800.60230.882-0.18136.684.897
84Long109.09.2011701.4720.09.2011696.21-5.260-0.75071.125-2.613-24.884.147
85Long107.11.2011689.605.12.2011702.1312.5301.817202.487-7.73623.685.964
86Long131.01.2012743.8608.02.2012773.6129.7503.99963.9990.000182.189.964
87Long127.03.2012802.6119.04.2012775.93-26.680-3.324150.000-4.833-52.686.639
88Long114.05.2012771.7431.05.2012751.01-20.730-2.686130.000-3.790-57.683.953
89Long116.07.2012755.2524.07.2012748.63-6.620-0.87762.669-1.323-39.983.077

Generated 30.07.2012 21:02:32