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



Scan time: 2012-07-30 21:02:33

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/-69.TecDAX (X)AW Indikator 3TecDAX
Years14.2Start12.05.1998End27.07.2012
TRADESCount#69Yearly#4.8Every75. day
HITSRatio63.77%Wins#44Losses#25
PERFORMProfitf.2.963WinSum262.325LossSum-88.533
Efficiency49.68%AvWin5.962LossAv-3.541
RETURNSum173.792Yearly12.197Daily0.033
Average2.519AvAbs5.07Kurtosis2.85
Median1.537MaxWin19.201MaxLoss-10.109
StdDev6.08Excess-0.151/Prof.0.34
INVTIMEDays14.9%Year14.9%537 of3613
FULLYear81.788
LENGTHAverage7.8StdDev5.48Median6.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio52.9%Wins284Losses253
AverageDiff.0.88Wins5.19Losses-3.95
SumProftf.1.5Wins1472.8Losses-998.9
SqrSumProfitf.2.4Wins13846.4Losses5865.9
Extremal Temporary Returns
AverageDiff.-3.0Wins-5.65Losses2.68
SumProftf.2.1Wins-389.80Losses185.20

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-113.05.19982467.6126.05.19982548.39-80.780-3.27480.0003.949-91.7-3.274
2Short-121.08.19982809.0103.09.19982411.5397.51014.1519-17.4143.451396.510.878
3Short-111.09.19982589.8123.09.19982454135.8105.2448-8.7643.455159.216.122
4Short-130.09.19982452.3806.10.19982150.03302.35012.3294-14.9720.000748.528.450
5Short-119.03.19994223.0726.03.19993877.79345.2808.1765-10.0970.000425.436.627
6Short-101.04.19993869.9422.04.19993999.91-129.970-3.35813-0.8888.955-61.233.268
7Short-104.05.19994168.112.05.19993910.49257.6106.1816-7.5110.000281.439.449
8Short-126.05.19993965.1217.06.19993965.49-0.370-0.00915-2.9231.682-0.239.439
9Short-126.10.19993609.3529.10.19993683.94-74.590-2.0673-0.6822.067-250.937.373
10Short-113.04.20006752.3319.04.20006693.9258.4100.8654-6.1250.00052.538.238
11Short-119.05.20006489.7226.05.20005687.07802.65012.3685-13.8650.000643.650.606
12Short-112.07.20005837.7502.08.20005773.5864.1701.09915-1.09910.10319.151.705
13Short-114.08.20005698.9723.08.20005619.4779.5001.3957-1.3951.12856.553.100
14Short-130.11.20003153.6906.12.20003281.34-127.650-4.0484-3.6284.048-245.749.052
15Short-108.12.20003308.3120.12.20002761.31547.00016.5348-16.5345.478501.965.586
16Short-103.01.20012641.9307.02.20012529.35112.5804.26125-19.89510.55944.369.848
17Short-113.03.20011786.1721.03.20011553.78232.39013.0116-13.0110.000592.482.858
18Short-130.03.20011512.606.04.20011389.03123.5708.1695-13.4140.000495.991.028
19Short-124.05.20011897.9104.06.20011745.03152.8808.0557-10.2110.000266.799.083
20Short-108.06.20011696.4214.06.20011519.18177.24010.4484-10.4480.000634.3109.531
21Short-105.07.20011282.2711.07.20011170.85111.4208.6894-8.6890.000527.5118.220
22Short-117.07.20011152.3913.08.20011131.1321.2601.84519-7.47811.16924.9120.065
23Short-130.08.20011021.8405.09.2001992.729.1402.8524-2.8521.456173.1122.917
24Short-130.01.20021129.0901.02.20021152.32-23.230-2.05720.0002.406-374.7120.859
25Short-118.02.2002993.6622.02.2002963.6330.0303.0224-4.4150.000275.2123.881
26Short-123.04.2002884.9102.05.2002843.7341.1804.6546-5.2750.000188.3128.535
27Short-104.07.2002546.5408.07.2002579.76-33.220-6.07820.0007.407-553.5122.457
28Short-112.07.2002535.6417.07.2002561.99-26.350-4.9193-3.8054.919-358.4117.537
29Short-123.07.2002522.2226.07.2002529.45-7.230-1.38430.0001.957-168.1116.153
30Short-102.08.2002519.0408.08.2002493.7325.3104.8764-6.4310.000296.0121.029
31Short-114.08.2002474.7110.09.2002447.6627.0505.69819-5.69810.11876.9126.727
32Short-120.11.2002430.8106.12.2002430.060.7500.17412-0.1744.8174.0126.901
33Short-109.01.2003373.9230.01.2003359.5214.4003.85115-4.9376.35466.8130.753
34Short-105.02.2003354.3312.02.2003350.164.1701.1775-2.5510.00061.2131.929
35Short-121.02.2003345.9603.03.2003337.088.8802.5676-5.0440.00093.5134.496
36Short-107.03.2003327.1514.03.2003333.77-6.620-2.0245-5.3802.024-105.3132.473
37Short-122.09.2003510.6801.10.2003490.9219.7603.8697-4.9420.000156.6136.342
38Short-104.03.2004648.3818.03.2004583.165.28010.06810-10.9130.740262.0146.410
39Short-104.08.2004484.0412.08.2004438.9245.1209.3226-9.3221.248424.4155.732
40Short-126.10.2004492.2624.11.2004514.05-21.790-4.427210.0004.843-55.6151.305
41Short-116.03.2006727.0422.03.2006726.10.9400.1294-0.1910.2427.8151.434
42Short-106.04.2006728.3219.04.2006735.85-7.530-1.0347-1.6641.034-29.0150.401
43Short-131.05.2006659.1213.06.2006593.6465.4809.9348-9.9341.667278.4160.335
44Short-107.09.2006634.7613.09.2006645.94-11.180-1.7614-0.3701.761-106.9158.574
45Short-106.12.2006700.5412.01.2007771.36-70.820-10.109240.00010.972-99.5148.464
46Short-114.03.2007789.802.04.2007849.2-59.400-7.521130.0007.794-144.2140.943
47Short-113.08.2007888.5117.08.2007844.743.8104.9314-6.2360.000449.0145.874
48Short-102.01.2008970.5115.01.2008847.36123.15012.6899-12.6890.000355.5158.563
49Short-101.02.2008825.4713.02.2008820.275.2000.6308-7.7801.17819.1159.193
50Short-109.06.2008838.0816.06.2008825.212.8801.5375-3.9880.00080.0160.730
51Short-120.06.2008815.1626.06.2008783.1232.0403.9314-3.9310.065238.6164.661
52Short-111.07.2008704.9917.07.2008723.54-18.550-2.6314-2.2602.631-159.7162.029
53Short-126.09.2008725.2214.10.2008585.97139.25019.20112-28.7460.000388.6181.231
54Short-116.10.2008526.3529.10.2008485.4840.8707.7659-12.9466.684217.6188.995
55Short-102.12.2008476.417.12.200846313.4002.81311-4.7983.32768.3191.808
56Short-105.02.2010775.9402.03.2010803.54-27.600-3.55717-0.5675.239-51.8188.251
57Short-130.03.2010809.8606.04.2010838.34-28.480-3.51730.0003.517-183.0184.734
58Short-118.05.2010768.6811.06.2010764.024.6600.60618-10.1030.0009.2185.341
59Short-120.08.2010742.1527.08.2010733.768.3901.1305-3.2490.00058.8186.471
60Short-101.12.2010782.9422.12.2010843.69-60.750-7.759150.0007.759-134.6178.712
61Short-103.06.2011901.615.06.2011881.7819.8202.1988-2.6550.00066.7180.910
62Short-128.07.2011826.7602.08.2011787.5239.2404.7463-4.7460.000345.8185.657
63Short-118.08.2011686.5423.08.2011702.18-15.640-2.27830.0002.278-166.0183.378
64Short-120.09.2011696.2126.09.2011660.4735.7405.1344-6.1000.000311.6188.512
65Short-104.10.2011626.2206.10.2011663.86-37.640-6.01120.0006.011-1094.7182.501
66Short-120.04.2012774.9226.04.2012786.62-11.700-1.5104-2.2301.510-91.7180.991
67Short-101.06.2012730.907.06.2012748.88-17.980-2.4604-2.3262.460-149.3178.531
68Short-113.06.2012733.9719.06.2012740.03-6.060-0.8264-1.5140.826-50.1177.706
69Short-124.07.2012748.6327.07.2012777.93-29.300-3.91430.0003.914-475.2173.792

Generated 30.07.2012 21:02:48