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

Calls 53 - Puts 27

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

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/-27.SDAX (X)AW Indikator 3SDAX
Years17.3Start09.05.1995End27.07.2012
TRADESCount#80Yearly#4.6Every79. day
HITSRatio72.50%Wins#58Losses#22
PERFORMProfitf.3.074WinSum152.552LossSum-49.625
Efficiency51.16%AvWin2.630LossAv-2.256
RETURNSum102.927Yearly5.961Daily0.016
Average1.287AvAbs2.51Kurtosis7.67
Median0.801MaxWin15.339MaxLoss-11.809
StdDev3.52Excess4.671/Prof.0.33
INVTIMEDays21.4%Year21.3%933 of4364
FULLYear27.999
LENGTHAverage11.7StdDev8.43Median9.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio54.8%Wins511Losses422
AverageDiff.0.13Wins2.31Losses-2.50
SumProftf.1.1Wins1180.9Losses-1055.6
SqrSumProfitf.1.2Wins6593.5Losses5624.5
Extremal Temporary Returns
AverageDiff.-0.1Wins0.04Losses-0.10
SumProftf.0.4Wins3.18Losses-8.17

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
4Short-110.11.19952164.6621.11.19952116.9347.7302.2057-2.2050.00073.03.809
5Short-118.03.19962124.7926.03.19962122.412.3800.1126-0.3970.2635.13.921
6Long126.03.19962122.4126.04.19962149.5927.1801.281211.317-1.20215.55.202
7Long119.06.1996227702.07.1996236487.0003.82193.8210.000107.19.023
8Long119.02.19972469.1215.04.19972634.96165.8406.717376.717-0.34545.315.739
9Long129.04.19972618.3507.05.19972685.1366.7802.55052.5500.000116.118.290
10Long124.07.19973194.7525.08.19973113.41-81.340-2.546220.451-3.681-29.015.744
11Short-129.09.19973002.4122.10.19972998.953.4600.11516-0.1152.7481.815.859
12Short-106.11.19972799.8909.12.19972720.4879.4102.83623-3.1710.00031.318.695
13Short-122.01.19982740.8110.03.19983064.47-323.660-11.809330.00012.134-91.56.886
14Long111.03.19983075.224.03.19983146.1970.9902.30893.042-0.27764.79.195
15Long124.04.19983366.7819.05.19983404.7437.9601.127161.127-1.26216.410.322
16Short-124.08.19983074.6103.09.19982839.42235.1907.6498-9.0490.000278.617.971
17Short-111.09.19982815.4924.09.19982788.127.3900.9739-3.3751.26727.318.944
18Short-101.10.19982624.5108.10.19982475.03149.4805.6965-5.6960.000296.424.640
19Long113.01.19992644.8422.01.19992665.3220.4800.77472.2330.00031.325.414
20Short-122.01.19992665.3227.01.19992669.19-3.870-0.1453-0.3810.425-10.625.269
21Long117.02.19992678.0726.02.19992672.86-5.210-0.19571.052-0.195-7.925.074
22Long102.03.19992658.119.03.19992609.67-48.430-1.822130.000-2.755-39.023.252
23Short-119.03.19992609.6726.03.19992539.5970.0802.6855-3.3030.000139.725.938
24Short-106.04.19992551.4112.04.19992537.4213.9900.5484-0.9450.00033.326.486
25Long106.09.19992924.8109.09.19992912.29-12.520-0.42830.000-0.428-52.026.058
26Long121.02.20003180.6214.03.20003275.1694.5402.972162.972-2.71349.229.030
27Long104.04.20003332.4410.05.20003422.6990.2502.708233.943-2.51027.431.739
28Long117.05.20003436.902.06.20003361.96-74.940-2.180120.000-3.209-49.629.558
29Short-104.01.20013078.1915.02.20013202.39-124.200-4.035300.0004.880-35.025.523
30Short-107.08.20012718.8215.08.20012697.7621.0600.7756-1.5030.00035.326.298
31Short-131.08.20012610.1826.09.20012209.81400.37015.33918-18.0140.000214.941.637
32Long127.02.20022420.9104.03.20022429.228.3100.34330.343-0.28725.041.980
33Long119.03.20022446.5609.04.20022461.9815.4200.630130.853-0.49811.542.610
34Long106.05.20022458.8908.05.20022459.650.7600.03120.031-0.6055.642.641
35Long124.05.20022478.9612.07.20022342.68-136.280-5.497350.624-5.641-40.937.144
36Short-105.08.2002211109.08.20022113.25-2.250-0.1074-0.5830.107-9.737.037
37Short-116.08.20022122.3903.09.20022110.9411.4500.53912-0.5391.71510.937.577
38Short-107.11.20021804.3715.11.20021796.477.9000.4386-1.2500.00219.938.014
39Short-122.11.20021799.9129.11.20021808.72-8.810-0.4895-1.0160.489-25.537.525
40Long116.05.20032039.7420.05.20032013.39-26.350-1.29220.000-1.429-117.636.233
41Long128.05.20032012.116.06.20032137.59125.4906.237136.2370.000119.642.470
42Long101.07.20032135.3810.07.20032204.0568.6703.21674.2360.000130.245.686
43Long111.08.20032364.3520.08.20032382.6818.3300.77571.1770.00031.446.461
44Long125.08.20032397.2908.09.20032468.1470.8502.955102.955-0.42276.949.416
45Long114.11.20032593.5928.11.20032603.7510.1600.392100.394-1.37610.249.808
46Long103.03.20042988.7107.04.20042963.71-25.000-0.836250.543-6.614-9.048.972
47Long120.04.20042942.8110.06.20042889.81-53.000-1.801370.722-7.011-12.947.171
48Long120.10.20042866.1404.11.20042946.9180.7702.818112.9200.00068.449.989
49Long115.12.20043091.7329.12.20043122.8631.1301.00791.007-0.22226.250.996
50Long122.08.20054095.8313.09.20054190.7894.9502.318162.862-0.52838.453.314
51Long121.09.20054248.5906.10.20054293.3644.7701.054102.003-1.08925.654.368
52Long126.01.20064519.7306.02.20064684.19164.4603.63973.6390.000120.558.006
53Long121.04.20065269.4902.05.20065325.5356.0401.06361.063-0.16035.259.070
54Long128.09.20064878.4909.10.20064974.7296.2301.97362.2240.00065.361.042
55Long123.10.20065064.5409.11.20065101.4136.8700.728131.205-0.46915.661.770
56Long101.12.20065246.2920.12.20065441.51195.2203.721134.0910.00071.365.491
57Long131.01.20075871.2513.02.20076066.7195.4503.32993.3290.00093.368.820
58Long123.04.20076415.6330.04.20076418.683.0500.04850.290-0.5492.568.868
59Long108.05.20076403.9525.05.20076456.8452.8900.826131.6840.00017.769.694
60Long129.06.20076479.3209.07.20076659.19179.8702.77662.7760.000101.172.470
61Short-131.10.20075922.1607.11.20075652.69269.4704.5505-4.5500.000236.877.020
62Short-107.01.20085013.3324.01.20084397.22616.11012.28913-16.3500.366263.389.310
63Short-123.04.20084592.9314.05.20084762.13-169.200-3.68414-0.6434.193-63.985.626
64Short-117.10.20082769.6330.10.20082650.64118.9904.2969-10.9802.003120.489.922
65Short-102.12.20082518.8619.01.20092541.97-23.110-0.91729-2.30913.513-7.089.004
66Short-103.02.20092525.6726.02.20092333.27192.4007.61817-10.3952.406120.696.622
67Long120.05.20092918.8725.05.20092896.05-22.820-0.78230.000-1.393-57.095.840
68Long101.06.20092938.0208.06.20092922.1-15.920-0.54251.078-0.542-28.295.298
69Long108.09.20093406.7215.09.20093449.1942.4701.24752.0030.00064.996.545
70Long129.09.20093475.5914.10.20093604.53128.9403.710113.710-1.43990.1100.255
71Long105.01.20103624.0813.01.2010372398.9202.73063.2980.000124.3102.985
72Long126.03.20103832.9109.04.20104001.45168.5404.39784.3970.000114.4107.382
73Long122.07.20104036.0530.07.20104151.15115.1002.85262.9390.000129.8110.234
74Long118.01.20115208.1301.02.20115235.5327.4000.526100.526-2.02613.7110.760
75Long115.06.20115370.4612.07.20115450.5480.0801.491194.485-2.82820.1112.251
76Short-104.10.20114133.4707.10.20114311.99-178.520-4.31930.0004.319-524.4107.932
77Long120.02.20125108.7221.03.20125169.6760.9501.193221.996-3.47715.0109.125
78Long127.03.20125229.2904.05.20125093.96-135.330-2.588250.426-4.780-24.8106.537
79Short-101.06.20124717.407.06.20124778.12-60.720-1.2874-2.4291.287-78.1105.250
80Short-115.06.20124749.802.07.20124860.12-110.320-2.32311-1.3692.542-49.8102.927

Generated 30.07.2012 21:00:14