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



Scan time: 2012-07-30 20:59:29

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

53/0.SDAX (X)AW Indikator 3SDAX
Years17.3Start09.05.1995End27.07.2012
TRADESCount#53Yearly#3.1Every119. day
HITSRatio77.36%Wins#41Losses#12
PERFORMProfitf.4.090WinSum83.887LossSum-20.509
Efficiency61.30%AvWin2.046LossAv-1.709
RETURNSum63.378Yearly3.671Daily0.010
Average1.196AvAbs1.95Kurtosis3.84
Median1.054MaxWin6.717MaxLoss-5.497
StdDev2.20Excess0.841/Prof.0.24
INVTIMEDays14.4%Year14.3%628 of4364
FULLYear25.622
LENGTHAverage11.8StdDev8.38Median9.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio56.5%Wins355Losses273
AverageDiff.0.14Wins1.67Losses-1.85
SumProftf.1.2Wins592.8Losses-504.7
SqrSumProfitf.1.0Wins1648.4Losses1695.6
Extremal Temporary Returns
AverageDiff.0.8Wins1.96Losses-1.19
SumProftf.1.7Wins103.75Losses-62.83

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%
1Long116.06.19952366.7127.06.19952384.2717.5600.74271.3250.00024.60.742
2Long105.07.19952385.4817.07.19952393.658.1700.34280.609-0.35210.41.084
3Long131.07.19952395.6307.08.19952408.0812.4500.52050.520-0.52327.01.604
4Long126.03.19962122.4126.04.19962149.5927.1801.281211.317-1.20215.52.885
5Long119.06.1996227702.07.1996236487.0003.82193.8210.000107.16.706
6Long119.02.19972469.1215.04.19972634.96165.8406.717376.717-0.34545.313.422
7Long129.04.19972618.3507.05.19972685.1366.7802.55052.5500.000116.115.973
8Long124.07.19973194.7525.08.19973113.41-81.340-2.546220.451-3.681-29.013.427
9Long111.03.19983075.224.03.19983146.1970.9902.30893.042-0.27764.715.735
10Long124.04.19983366.7819.05.19983404.7437.9601.127161.127-1.26216.416.863
11Long113.01.19992644.8422.01.19992665.3220.4800.77472.2330.00031.317.637
12Long117.02.19992678.0726.02.19992672.86-5.210-0.19571.052-0.195-7.917.442
13Long102.03.19992658.119.03.19992609.67-48.430-1.822130.000-2.755-39.015.620
14Long106.09.19992924.8109.09.19992912.29-12.520-0.42830.000-0.428-52.015.192
15Long121.02.20003180.6214.03.20003275.1694.5402.972162.972-2.71349.218.165
16Long104.04.20003332.4410.05.20003422.6990.2502.708233.943-2.51027.420.873
17Long117.05.20003436.902.06.20003361.96-74.940-2.180120.000-3.209-49.618.692
18Long127.02.20022420.9104.03.20022429.228.3100.34330.343-0.28725.019.036
19Long119.03.20022446.5609.04.20022461.9815.4200.630130.853-0.49811.519.666
20Long106.05.20022458.8908.05.20022459.650.7600.03120.031-0.6055.619.697
21Long124.05.20022478.9612.07.20022342.68-136.280-5.497350.624-5.641-40.914.199
22Long116.05.20032039.7420.05.20032013.39-26.350-1.29220.000-1.429-117.612.908
23Long128.05.20032012.116.06.20032137.59125.4906.237136.2370.000119.619.144
24Long101.07.20032135.3810.07.20032204.0568.6703.21674.2360.000130.222.360
25Long111.08.20032364.3520.08.20032382.6818.3300.77571.1770.00031.423.135
26Long125.08.20032397.2908.09.20032468.1470.8502.955102.955-0.42276.926.091
27Long114.11.20032593.5928.11.20032603.7510.1600.392100.394-1.37610.226.483
28Long103.03.20042988.7107.04.20042963.71-25.000-0.836250.543-6.614-9.025.646
29Long120.04.20042942.8110.06.20042889.81-53.000-1.801370.722-7.011-12.923.845
30Long120.10.20042866.1404.11.20042946.9180.7702.818112.9200.00068.426.663
31Long115.12.20043091.7329.12.20043122.8631.1301.00791.007-0.22226.227.670
32Long122.08.20054095.8313.09.20054190.7894.9502.318162.862-0.52838.429.988
33Long121.09.20054248.5906.10.20054293.3644.7701.054102.003-1.08925.631.042
34Long126.01.20064519.7306.02.20064684.19164.4603.63973.6390.000120.534.681
35Long121.04.20065269.4902.05.20065325.5356.0401.06361.063-0.16035.235.744
36Long128.09.20064878.4909.10.20064974.7296.2301.97362.2240.00065.337.717
37Long123.10.20065064.5409.11.20065101.4136.8700.728131.205-0.46915.638.445
38Long101.12.20065246.2920.12.20065441.51195.2203.721134.0910.00071.342.166
39Long131.01.20075871.2513.02.20076066.7195.4503.32993.3290.00093.345.495
40Long123.04.20076415.6330.04.20076418.683.0500.04850.290-0.5492.545.542
41Long108.05.20076403.9525.05.20076456.8452.8900.826131.6840.00017.746.368
42Long129.06.20076479.3209.07.20076659.19179.8702.77662.7760.000101.149.144
43Long120.05.20092918.8725.05.20092896.05-22.820-0.78230.000-1.393-57.048.362
44Long101.06.20092938.0208.06.20092922.1-15.920-0.54251.078-0.542-28.247.821
45Long108.09.20093406.7215.09.20093449.1942.4701.24752.0030.00064.949.067
46Long129.09.20093475.5914.10.20093604.53128.9403.710113.710-1.43990.152.777
47Long105.01.20103624.0813.01.2010372398.9202.73063.2980.000124.355.507
48Long126.03.20103832.9109.04.20104001.45168.5404.39784.3970.000114.459.904
49Long122.07.20104036.0530.07.20104151.15115.1002.85262.9390.000129.862.756
50Long118.01.20115208.1301.02.20115235.5327.4000.526100.526-2.02613.763.282
51Long115.06.20115370.4612.07.20115450.5480.0801.491194.485-2.82820.164.773
52Long120.02.20125108.7221.03.20125169.6760.9501.193221.996-3.47715.065.966
53Long127.03.20125229.2904.05.20125093.96-135.330-2.588250.426-4.780-24.863.378

Generated 30.07.2012 20:59:44