Backtesting of .Silber New York (Cents) - AW Indikator 3 (Silber New York (USD)-Index)

Call System

Scan time: 2012-07-30 21:02:03

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

35/0.Silber New York (Cents)AW Indikator 3Silber New York (USD)-Index
Years7.7Start16.09.2004End31.05.2012
TRADESCount#34Yearly#4.5Every80. day
HITSRatio82.35%Wins#28Losses#6
PERFORMProfitf.2.610WinSum190.943LossSum-73.153
Efficiency44.77%AvWin6.819LossAv-12.192
RETURNSum117.789Yearly15.247Daily0.042
Average3.464AvAbs7.74Kurtosis4.65
Median3.803MaxWin23.421MaxLoss-25.513
StdDev9.39Excess1.651/Prof.0.38
INVTIMEDays34.1%Year33.9%654 of1916
FULLYear44.926
LENGTHAverage19.2StdDev11.61Median14.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio61.1%Wins399Losses254
AverageDiff.0.62Wins6.05Losses-7.91
SumProftf.1.2Wins2415.9Losses-2009.0
SqrSumProfitf.0.9Wins28435.0Losses32778.2
Extremal Temporary Returns
AverageDiff.3.0Wins7.73Losses-4.76
SumProftf.1.6Wins262.77Losses-161.99

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%
1Long117.09.200462514.10.2004702.577.50012.4001816.5600.000167.312.400
2Long105.01.2005655.503.02.200567014.5002.212194.882-1.37327.814.612
3Long112.04.200572822.04.2005730.52.5000.34381.030-2.81612.514.955
4Long119.05.2005715.501.06.2005759.544.0006.15086.150-2.586172.321.105
5Long115.07.200569802.08.2005725.527.5003.940124.4410.00079.725.045
6Long107.09.200570926.09.200573526.0003.667134.795-2.11670.328.712
7Long114.11.200577801.12.2005844.566.5008.548128.548-0.386183.137.260
8Long102.03.2006986.513.03.2006100114.5001.47073.041-1.97748.738.729
9Long122.06.2006103414.07.20061153119.00011.5091512.089-1.838190.550.238
10Long105.09.2006131419.10.20061202.5-111.500-8.486320.076-19.559-70.241.753
11Long116.01.2007126306.02.20071364.5101.5008.036158.3530.000139.449.789
12Long126.03.20071335.512.04.20071379.544.0003.295124.380-1.68570.653.084
13Long124.05.2007128711.06.20071326.539.5003.069117.1480.00062.156.153
14Long109.07.20071280.526.07.20071288.58.0000.625134.6080.00013.456.778
15Long104.09.2007123217.09.20071271.539.5003.20693.693-0.89389.859.984
16Long112.12.2007146708.01.20081560.593.5006.374146.374-6.03386.066.357
17Long114.04.2008177829.05.20081669-109.000-6.130322.925-9.111-49.660.227
18Long119.06.2008174710.07.2008182679.0004.522144.579-4.83778.464.749
19Long126.08.2008136207.10.20081144-218.000-16.006280.734-22.907-138.848.743
20Long103.11.2008998.513.11.2008912-86.500-8.66384.957-8.663-315.540.080
21Long122.01.2009114025.02.20091407267.00023.4212227.7190.000250.963.501
22Long124.03.20091335.515.05.20091405.570.0005.241375.953-10.67036.768.742
23Long116.07.20091331.511.08.20091431.5100.0007.5101810.6270.000105.276.253
24Long102.09.2009152024.09.20091631.5111.5007.3361514.4740.000121.583.588
25Long108.10.20091784.525.11.20091877.593.0005.212345.212-8.88239.588.800
26Long105.01.2010178520.01.201017872.0000.112104.9300.0002.788.912
27Long117.02.2010160009.03.20101737.5137.5008.594148.719-3.625156.597.506
28Long101.04.20101793.523.06.20101847.554.0003.011569.841-1.89613.2100.517
29Long127.07.2010176512.08.2010180641.0002.323125.326-0.85052.9102.839
30Long103.02.2011285316.03.20113471.5618.50021.6792828.7770.000197.4124.518
31Long131.05.2011383014.06.20113510-320.000-8.355100.000-8.355-217.4116.163
32Long106.07.20113609.501.08.20113992.5383.00010.6111813.742-1.648148.7126.774
33Long122.08.2011438225.10.20113264-1118.000-25.513450.000-32.268-145.2101.261
34Long114.12.2011289206.02.20123370478.00016.5283518.084-7.019111.5117.789

Generated 30.07.2012 21:02:18