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



Scan time: 2012-07-30 20:59:44

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/-27.SDAX (X)AW Indikator 3SDAX
Years17.3Start09.05.1995End27.07.2012
TRADESCount#27Yearly#1.6Every233. day
HITSRatio62.96%Wins#17Losses#10
PERFORMProfitf.2.358WinSum68.664LossSum-29.115
Efficiency40.87%AvWin4.039LossAv-2.912
RETURNSum39.549Yearly2.291Daily0.006
Average1.465AvAbs3.58Kurtosis4.41
Median0.539MaxWin15.339MaxLoss-11.809
StdDev5.22Excess1.411/Prof.0.42
INVTIMEDays7.0%Year7.0%305 of4364
FULLYear32.890
LENGTHAverage11.3StdDev8.52Median8.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio51.1%Wins156Losses149
AverageDiff.0.12Wins3.77Losses-3.70
SumProftf.1.1Wins588.1Losses-550.9
SqrSumProfitf.1.3Wins4945.1Losses3928.9
Extremal Temporary Returns
AverageDiff.-1.7Wins-3.72Losses2.02
SumProftf.1.8Wins-100.57Losses54.66

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-110.11.19952164.6621.11.19952116.9347.7302.2057-2.2050.00073.02.205
2Short-118.03.19962124.7926.03.19962122.412.3800.1126-0.3970.2635.12.317
3Short-129.09.19973002.4122.10.19972998.953.4600.11516-0.1152.7481.82.432
4Short-106.11.19972799.8909.12.19972720.4879.4102.83623-3.1710.00031.35.268
5Short-122.01.19982740.8110.03.19983064.47-323.660-11.809330.00012.134-91.5-6.541
6Short-124.08.19983074.6103.09.19982839.42235.1907.6498-9.0490.000278.61.109
7Short-111.09.19982815.4924.09.19982788.127.3900.9739-3.3751.26727.32.082
8Short-101.10.19982624.5108.10.19982475.03149.4805.6965-5.6960.000296.47.777
9Short-122.01.19992665.3227.01.19992669.19-3.870-0.1453-0.3810.425-10.67.632
10Short-119.03.19992609.6726.03.19992539.5970.0802.6855-3.3030.000139.710.317
11Short-106.04.19992551.4112.04.19992537.4213.9900.5484-0.9450.00033.310.866
12Short-104.01.20013078.1915.02.20013202.39-124.200-4.035300.0004.880-35.06.831
13Short-107.08.20012718.8215.08.20012697.7621.0600.7756-1.5030.00035.37.606
14Short-131.08.20012610.1826.09.20012209.81400.37015.33918-18.0140.000214.922.944
15Short-105.08.2002211109.08.20022113.25-2.250-0.1074-0.5830.107-9.722.838
16Short-116.08.20022122.3903.09.20022110.9411.4500.53912-0.5391.71510.923.377
17Short-107.11.20021804.3715.11.20021796.477.9000.4386-1.2500.00219.923.815
18Short-122.11.20021799.9129.11.20021808.72-8.810-0.4895-1.0160.489-25.523.326
19Short-131.10.20075922.1607.11.20075652.69269.4704.5505-4.5500.000236.827.876
20Short-107.01.20085013.3324.01.20084397.22616.11012.28913-16.3500.366263.340.165
21Short-123.04.20084592.9314.05.20084762.13-169.200-3.68414-0.6434.193-63.936.481
22Short-117.10.20082769.6330.10.20082650.64118.9904.2969-10.9802.003120.440.778
23Short-102.12.20082518.8619.01.20092541.97-23.110-0.91729-2.30913.513-7.039.860
24Short-103.02.20092525.6726.02.20092333.27192.4007.61817-10.3952.406120.647.478
25Short-104.10.20114133.4707.10.20114311.99-178.520-4.31930.0004.319-524.443.159
26Short-101.06.20124717.407.06.20124778.12-60.720-1.2874-2.4291.287-78.141.872
27Short-115.06.20124749.802.07.20124860.12-110.320-2.32311-1.3692.542-49.839.549

Generated 30.07.2012 20:59:59