Main Statistical Values - Table
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Temporary Intra Trade Statistical Values - Table
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Cummulative Return - Timeseries |
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Cummulative Return (from Trade to Trade) - Series |
Cummulative Return (from Day to Day im Market) - Series |
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Return - Distribution |
Intra Trade Return - Distribution |
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Trade Durations - Distribution |
Return versus Trade Duration - Scatter |
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Every Trade - Series |
Every Trade Reverse - Series |
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Pseude Average Trade - Series |
Temporary Maximal Wins and Losses - Distribution |
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Temporary Maximal Wins and Loss versus Return - Scatter |
No | Direc. | # | Buy at | Buy for | Sell at | Sell for | Return | Return% | Days | Temp.Win% | Temp.Loss% | Yearly% | Cum.Win% |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Long | 1 | 24.05.1995 | 528.61 | 30.05.1995 | 523.58 | -5.030 | -0.952 | 3 | 0.000 | -0.952 | -57.8 | -0.952 |
2 | Long | 1 | 02.06.1995 | 532.51 | 21.06.1995 | 543.98 | 11.470 | 2.154 | 13 | 2.387 | -0.858 | 41.3 | 1.202 |
3 | Long | 1 | 03.07.1995 | 547.09 | 12.07.1995 | 560.89 | 13.800 | 2.522 | 6 | 2.522 | 0.000 | 102.1 | 3.725 |
4 | Long | 1 | 26.07.1995 | 561.61 | 31.07.1995 | 562.06 | 0.450 | 0.080 | 3 | 0.643 | 0.000 | 5.8 | 3.805 |
5 | Long | 1 | 08.08.1995 | 560.39 | 11.08.1995 | 555.11 | -5.280 | -0.942 | 3 | 0.000 | -0.942 | -114.4 | 2.863 |
6 | Long | 1 | 29.09.1995 | 584.41 | 18.10.1995 | 587.44 | 3.030 | 0.518 | 13 | 0.518 | -1.179 | 9.9 | 3.381 |
7 | Long | 1 | 31.10.1995 | 581.5 | 06.11.1995 | 588.46 | 6.960 | 1.197 | 4 | 1.560 | 0.000 | 72.7 | 4.578 |
8 | Long | 1 | 23.02.1996 | 659.08 | 21.03.1996 | 649.19 | -9.890 | -1.501 | 19 | 0.000 | -3.881 | -20.2 | 3.078 |
9 | Long | 1 | 02.04.1996 | 655.26 | 09.04.1996 | 642.19 | -13.070 | -1.995 | 4 | 0.095 | -1.995 | -121.1 | 1.083 |
10 | Long | 1 | 03.06.1996 | 667.68 | 27.06.1996 | 668.55 | 0.870 | 0.130 | 18 | 1.612 | -0.857 | 2.0 | 1.213 |
11 | Long | 1 | 28.08.1996 | 664.81 | 18.09.1996 | 681.47 | 16.660 | 2.506 | 14 | 2.884 | -2.312 | 43.5 | 3.719 |
12 | Long | 1 | 01.10.1996 | 689.08 | 04.10.1996 | 701.46 | 12.380 | 1.797 | 3 | 1.797 | 0.000 | 218.1 | 5.516 |
13 | Long | 1 | 15.10.1996 | 702.57 | 13.11.1996 | 731.13 | 28.560 | 4.065 | 21 | 4.170 | -0.756 | 51.1 | 9.581 |
14 | Long | 1 | 06.01.1997 | 747.65 | 17.01.1997 | 776.17 | 28.520 | 3.815 | 9 | 3.815 | 0.000 | 126.3 | 13.396 |
15 | Long | 1 | 31.01.1997 | 786.16 | 06.02.1997 | 780.15 | -6.010 | -0.764 | 4 | 0.394 | -1.002 | -46.4 | 12.631 |
16 | Long | 1 | 10.02.1997 | 785.43 | 13.03.1997 | 789.56 | 4.130 | 0.526 | 22 | 3.929 | 0.000 | 6.2 | 13.157 |
17 | Long | 1 | 21.05.1997 | 839.35 | 19.06.1997 | 897.99 | 58.640 | 6.986 | 20 | 6.986 | -0.440 | 87.8 | 20.143 |
18 | Long | 1 | 26.06.1997 | 883.68 | 18.07.1997 | 915.3 | 31.620 | 3.578 | 15 | 5.987 | 0.000 | 59.2 | 23.721 |
19 | Long | 1 | 24.07.1997 | 940.3 | 29.07.1997 | 942.29 | 1.990 | 0.212 | 3 | 0.212 | -0.409 | 15.4 | 23.933 |
20 | Long | 1 | 30.09.1997 | 947.28 | 09.10.1997 | 970.62 | 23.340 | 2.464 | 7 | 3.783 | 0.000 | 99.7 | 26.397 |
21 | Long | 1 | 14.11.1997 | 928.35 | 21.11.1997 | 963.09 | 34.740 | 3.742 | 5 | 3.742 | 0.000 | 194.7 | 30.139 |
22 | Long | 1 | 17.12.1997 | 965.54 | 06.01.1998 | 966.58 | 1.040 | 0.108 | 12 | 1.194 | -3.401 | 2.0 | 30.247 |
23 | Long | 1 | 14.01.1998 | 957.94 | 22.01.1998 | 963.04 | 5.100 | 0.532 | 5 | 2.157 | -0.753 | 24.2 | 30.779 |
24 | Long | 1 | 29.01.1998 | 985.49 | 03.02.1998 | 1006 | 20.510 | 2.081 | 3 | 2.081 | -0.529 | 151.6 | 32.860 |
25 | Long | 1 | 10.03.1998 | 1064.25 | 24.03.1998 | 1105.65 | 41.400 | 3.890 | 10 | 3.890 | 0.000 | 101.2 | 36.750 |
26 | Long | 1 | 02.04.1998 | 1120.01 | 06.05.1998 | 1104.92 | -15.090 | -1.347 | 23 | 0.940 | -3.116 | -14.9 | 35.403 |
27 | Long | 1 | 18.06.1998 | 1106.37 | 24.06.1998 | 1132.88 | 26.510 | 2.396 | 4 | 2.396 | -0.517 | 145.5 | 37.799 |
28 | Long | 1 | 17.11.1998 | 1139.32 | 25.11.1998 | 1186.87 | 47.550 | 4.174 | 6 | 4.291 | 0.000 | 190.0 | 41.973 |
29 | Long | 1 | 07.12.1998 | 1187.7 | 28.12.1998 | 1225.49 | 37.790 | 3.182 | 14 | 3.439 | -3.915 | 55.2 | 45.155 |
30 | Long | 1 | 20.01.1999 | 1256.62 | 02.02.1999 | 1261.99 | 5.370 | 0.427 | 9 | 1.832 | -2.501 | 12.0 | 45.582 |
31 | Long | 1 | 26.03.1999 | 1282.8 | 12.04.1999 | 1358.63 | 75.830 | 5.911 | 10 | 5.911 | 0.000 | 134.6 | 51.493 |
32 | Long | 1 | 22.04.1999 | 1358.82 | 28.04.1999 | 1350.91 | -7.910 | -0.582 | 4 | 0.293 | -0.582 | -35.3 | 50.911 |
33 | Long | 1 | 05.05.1999 | 1347.31 | 17.05.1999 | 1339.49 | -7.820 | -0.580 | 8 | 1.503 | -1.133 | -17.6 | 50.331 |
34 | Long | 1 | 17.06.1999 | 1339.9 | 23.06.1999 | 1333.06 | -6.840 | -0.510 | 4 | 0.679 | -0.510 | -31.0 | 49.820 |
35 | Long | 1 | 30.06.1999 | 1372.71 | 07.07.1999 | 1395.86 | 23.150 | 1.686 | 4 | 1.686 | 0.000 | 87.8 | 51.507 |
36 | Long | 1 | 05.04.2000 | 1487.37 | 26.04.2000 | 1460.99 | -26.380 | -1.774 | 14 | 1.948 | -8.795 | -30.8 | 49.733 |
37 | Long | 1 | 30.10.2000 | 1398.66 | 03.11.2000 | 1426.69 | 28.030 | 2.004 | 4 | 2.198 | 0.000 | 182.5 | 51.737 |
38 | Long | 1 | 12.01.2001 | 1318.55 | 17.01.2001 | 1329.47 | 10.920 | 0.828 | 2 | 0.828 | 0.000 | 60.3 | 52.565 |
39 | Long | 1 | 27.04.2001 | 1253.05 | 03.05.2001 | 1248.58 | -4.470 | -0.357 | 4 | 1.148 | -0.357 | -21.7 | 52.209 |
40 | Long | 1 | 10.05.2001 | 1255.18 | 23.05.2001 | 1289.05 | 33.870 | 2.698 | 9 | 4.593 | -0.758 | 75.6 | 54.907 |
41 | Long | 1 | 27.07.2001 | 1205.82 | 02.08.2001 | 1220.75 | 14.930 | 1.238 | 4 | 1.238 | -0.108 | 75.2 | 56.145 |
42 | Long | 1 | 24.10.2001 | 1085.2 | 08.11.2001 | 1118.55 | 33.350 | 3.073 | 11 | 3.101 | -2.341 | 74.6 | 59.218 |
43 | Long | 1 | 19.03.2002 | 1170.29 | 23.04.2002 | 1100.96 | -69.330 | -5.924 | 24 | 0.000 | -5.924 | -63.5 | 53.294 |
44 | Long | 1 | 31.03.2003 | 848.18 | 09.04.2003 | 865.99 | 17.810 | 2.100 | 7 | 3.858 | 0.000 | 95.6 | 55.394 |
45 | Long | 1 | 15.04.2003 | 890.81 | 28.04.2003 | 914.84 | 24.030 | 2.698 | 8 | 3.167 | -1.224 | 75.6 | 58.091 |
46 | Long | 1 | 13.05.2003 | 942.3 | 30.05.2003 | 963.59 | 21.290 | 2.259 | 12 | 2.259 | -2.395 | 48.4 | 60.351 |
47 | Long | 1 | 27.08.2003 | 996.8 | 08.09.2003 | 1031.65 | 34.850 | 3.496 | 7 | 3.496 | 0.000 | 106.1 | 63.847 |
48 | Long | 1 | 17.09.2003 | 1025.95 | 09.10.2003 | 1038.75 | 12.800 | 1.248 | 16 | 1.330 | -2.924 | 20.7 | 65.095 |
49 | Long | 1 | 13.11.2003 | 1058.41 | 02.12.2003 | 1066.62 | 8.210 | 0.776 | 12 | 1.106 | -2.339 | 14.9 | 65.870 |
50 | Long | 1 | 16.01.2004 | 1139.83 | 13.02.2004 | 1145.81 | 5.980 | 0.525 | 19 | 1.573 | -1.168 | 6.8 | 66.395 |
51 | Long | 1 | 23.02.2004 | 1140.99 | 03.03.2004 | 1151.03 | 10.040 | 0.880 | 7 | 1.313 | -0.167 | 35.6 | 67.275 |
52 | Long | 1 | 20.04.2004 | 1118.15 | 10.05.2004 | 1087.12 | -31.030 | -2.775 | 14 | 2.008 | -2.775 | -50.5 | 64.500 |
53 | Long | 1 | 17.06.2004 | 1132.05 | 04.08.2004 | 1098.63 | -33.420 | -2.952 | 33 | 1.061 | -4.238 | -22.4 | 61.548 |
54 | Long | 1 | 22.09.2004 | 1113.56 | 06.10.2004 | 1142.05 | 28.490 | 2.558 | 10 | 2.558 | -0.902 | 66.6 | 64.106 |
55 | Long | 1 | 29.11.2004 | 1178.57 | 16.12.2004 | 1203.21 | 24.640 | 2.091 | 13 | 2.304 | -0.403 | 44.8 | 66.197 |
56 | Long | 1 | 23.12.2004 | 1210.13 | 29.12.2004 | 1213.45 | 3.320 | 0.274 | 3 | 0.282 | -0.431 | 16.7 | 66.471 |
57 | Long | 1 | 16.03.2005 | 1188.07 | 04.04.2005 | 1176.12 | -11.950 | -1.006 | 12 | 0.180 | -1.912 | -20.4 | 65.465 |
58 | Long | 1 | 18.05.2005 | 1185.56 | 24.05.2005 | 1194.07 | 8.510 | 0.718 | 4 | 0.718 | 0.000 | 43.6 | 66.183 |
59 | Long | 1 | 10.06.2005 | 1198.11 | 21.06.2005 | 1213.61 | 15.500 | 1.294 | 7 | 1.573 | 0.000 | 42.8 | 67.477 |
60 | Long | 1 | 28.07.2005 | 1243.72 | 16.08.2005 | 1219.34 | -24.380 | -1.960 | 13 | 0.106 | -1.960 | -37.6 | 65.517 |
61 | Long | 1 | 20.09.2005 | 1221.34 | 04.10.2005 | 1214.47 | -6.870 | -0.562 | 10 | 0.612 | -0.912 | -14.6 | 64.954 |
62 | Long | 1 | 05.12.2005 | 1262.09 | 16.12.2005 | 1267.32 | 5.230 | 0.414 | 9 | 0.844 | -0.495 | 13.7 | 65.368 |
63 | Long | 1 | 23.12.2005 | 1268.66 | 28.12.2005 | 1258.17 | -10.490 | -0.827 | 2 | 0.000 | -0.955 | -60.2 | 64.542 |
64 | Long | 1 | 20.01.2006 | 1261.49 | 01.02.2006 | 1282.46 | 20.970 | 1.662 | 8 | 1.880 | 0.000 | 50.5 | 66.204 |
65 | Long | 1 | 28.04.2006 | 1310.61 | 11.05.2006 | 1305.92 | -4.690 | -0.358 | 9 | 1.156 | -0.414 | -10.0 | 65.846 |
66 | Long | 1 | 29.08.2006 | 1304.28 | 07.09.2006 | 1294.02 | -10.260 | -0.787 | 6 | 0.688 | -0.787 | -31.8 | 65.059 |
67 | Long | 1 | 13.09.2006 | 1318.07 | 18.09.2006 | 1321.18 | 3.110 | 0.236 | 3 | 0.236 | -0.136 | 17.2 | 65.295 |
68 | Long | 1 | 26.09.2006 | 1336.34 | 30.10.2006 | 1377.93 | 41.590 | 3.112 | 24 | 3.947 | -0.376 | 33.3 | 68.408 |
69 | Long | 1 | 08.11.2006 | 1385.72 | 21.11.2006 | 1402.81 | 17.090 | 1.233 | 9 | 1.233 | -0.533 | 34.6 | 69.641 |
70 | Long | 1 | 30.11.2006 | 1400.63 | 18.01.2007 | 1426.37 | 25.740 | 1.838 | 31 | 2.233 | -0.280 | 13.7 | 71.479 |
71 | Long | 1 | 15.02.2007 | 1456.81 | 22.02.2007 | 1456.38 | -0.430 | -0.030 | 4 | 0.197 | -0.087 | -1.5 | 71.449 |
72 | Long | 1 | 04.04.2007 | 1439.37 | 12.04.2007 | 1447.8 | 8.430 | 0.586 | 5 | 0.627 | -0.035 | 26.7 | 72.035 |
73 | Long | 1 | 04.05.2007 | 1505.62 | 09.05.2007 | 1512.58 | 6.960 | 0.462 | 3 | 0.462 | 0.000 | 33.7 | 72.497 |
74 | Long | 1 | 17.05.2007 | 1512.75 | 06.06.2007 | 1517.38 | 4.630 | 0.306 | 13 | 1.747 | -0.346 | 5.6 | 72.803 |
75 | Long | 1 | 28.06.2007 | 1505.71 | 06.07.2007 | 1530.44 | 24.730 | 1.642 | 5 | 1.642 | -0.157 | 74.8 | 74.446 |
76 | Long | 1 | 13.07.2007 | 1552.5 | 19.07.2007 | 1553.08 | 0.580 | 0.037 | 4 | 0.037 | -0.408 | 2.3 | 74.483 |
77 | Long | 1 | 12.09.2007 | 1471.56 | 18.09.2007 | 1519.78 | 48.220 | 3.277 | 4 | 3.277 | 0.000 | 198.9 | 77.760 |
78 | Long | 1 | 27.09.2007 | 1531.38 | 31.10.2007 | 1549.38 | 18.000 | 1.175 | 24 | 2.205 | -2.008 | 12.6 | 78.935 |
79 | Long | 1 | 02.04.2008 | 1367.53 | 08.04.2008 | 1365.54 | -1.990 | -0.146 | 4 | 0.366 | -0.146 | -8.8 | 78.790 |
80 | Long | 1 | 17.04.2008 | 1365.56 | 23.04.2008 | 1379.93 | 14.370 | 1.052 | 4 | 1.814 | 0.000 | 63.9 | 79.842 |
81 | Long | 1 | 14.05.2008 | 1408.66 | 21.05.2008 | 1390.71 | -17.950 | -1.274 | 5 | 1.276 | -1.274 | -66.3 | 78.568 |
82 | Long | 1 | 25.08.2008 | 1266.84 | 03.09.2008 | 1274.98 | 8.140 | 0.643 | 6 | 2.671 | 0.000 | 26.0 | 79.210 |
83 | Long | 1 | 17.12.2008 | 904.42 | 07.01.2009 | 906.65 | 2.230 | 0.247 | 13 | 3.348 | -4.562 | 4.3 | 79.457 |
84 | Long | 1 | 03.04.2009 | 842.5 | 29.04.2009 | 873.64 | 31.140 | 3.696 | 17 | 3.696 | -3.199 | 51.8 | 83.153 |
85 | Long | 1 | 20.05.2009 | 903.47 | 05.06.2009 | 940.09 | 36.620 | 4.053 | 11 | 4.568 | -1.823 | 92.3 | 87.206 |
86 | Long | 1 | 14.08.2009 | 1004.09 | 26.08.2009 | 1028.12 | 24.030 | 2.393 | 8 | 2.393 | -2.426 | 72.6 | 89.599 |
87 | Long | 1 | 08.09.2009 | 1025.39 | 14.09.2009 | 1049.34 | 23.950 | 2.336 | 4 | 2.336 | 0.000 | 141.8 | 91.935 |
88 | Long | 1 | 29.09.2009 | 1060.61 | 14.10.2009 | 1092.02 | 31.410 | 2.962 | 11 | 2.962 | -3.338 | 71.9 | 94.897 |
89 | Long | 1 | 25.11.2009 | 1110.63 | 17.12.2009 | 1096.08 | -14.550 | -1.310 | 15 | 0.313 | -1.723 | -21.7 | 93.586 |
90 | Long | 1 | 22.12.2009 | 1118.02 | 30.12.2009 | 1126.42 | 8.400 | 0.751 | 5 | 0.873 | 0.000 | 34.2 | 94.338 |
91 | Long | 1 | 06.01.2010 | 1137.14 | 13.01.2010 | 1145.68 | 8.540 | 0.751 | 5 | 0.865 | -0.081 | 39.1 | 95.089 |
92 | Long | 1 | 31.03.2010 | 1169.43 | 19.04.2010 | 1197.52 | 28.090 | 2.402 | 12 | 3.612 | 0.000 | 46.0 | 97.491 |
93 | Long | 1 | 23.04.2010 | 1217.28 | 27.04.2010 | 1183.71 | -33.570 | -2.758 | 2 | 0.000 | -2.758 | -251.1 | 94.733 |
94 | Long | 1 | 04.08.2010 | 1127.24 | 09.09.2010 | 1104.18 | -23.060 | -2.046 | 25 | 0.049 | -7.099 | -20.7 | 92.687 |
95 | Long | 1 | 07.10.2010 | 1158.06 | 15.10.2010 | 1176.19 | 18.130 | 1.566 | 6 | 1.730 | 0.000 | 71.3 | 94.253 |
96 | Long | 1 | 22.10.2010 | 1183.08 | 28.10.2010 | 1183.78 | 0.700 | 0.059 | 4 | 0.216 | -0.053 | 3.6 | 94.312 |
97 | Long | 1 | 03.11.2010 | 1197.96 | 09.11.2010 | 1213.4 | 15.440 | 1.289 | 4 | 2.328 | 0.000 | 78.2 | 95.601 |
98 | Long | 1 | 13.01.2011 | 1283.76 | 31.01.2011 | 1286.12 | 2.360 | 0.184 | 11 | 1.229 | -0.578 | 3.7 | 95.785 |
99 | Long | 1 | 02.02.2011 | 1304.03 | 08.02.2011 | 1324.57 | 20.540 | 1.575 | 4 | 1.575 | 0.000 | 95.6 | 97.360 |
100 | Long | 1 | 10.05.2011 | 1357.16 | 02.06.2011 | 1312.94 | -44.220 | -3.258 | 16 | 0.000 | -3.258 | -51.6 | 94.102 |
101 | Long | 1 | 19.07.2011 | 1326.73 | 26.07.2011 | 1331.94 | 5.210 | 0.393 | 5 | 1.379 | -0.067 | 20.4 | 94.494 |
102 | Long | 1 | 09.09.2011 | 1154.23 | 20.09.2011 | 1202.09 | 47.860 | 4.146 | 7 | 5.352 | 0.000 | 137.3 | 98.641 |
103 | Long | 1 | 08.11.2011 | 1275.92 | 10.11.2011 | 1239.7 | -36.220 | -2.839 | 2 | 0.000 | -3.670 | -517.0 | 95.802 |
104 | Long | 1 | 03.02.2012 | 1344.9 | 08.02.2012 | 1349.96 | 5.060 | 0.376 | 3 | 0.376 | -0.042 | 27.4 | 96.178 |
105 | Long | 1 | 17.02.2012 | 1361.23 | 15.03.2012 | 1402.6 | 41.370 | 3.039 | 18 | 3.039 | -1.313 | 42.6 | 99.217 |
106 | Long | 1 | 27.03.2012 | 1412.52 | 19.04.2012 | 1376.92 | -35.600 | -2.520 | 16 | 0.462 | -3.818 | -39.9 | 96.697 |
107 | Long | 1 | 28.06.2012 | 1329.04 | 05.07.2012 | 1367.58 | 38.540 | 2.900 | 4 | 3.384 | 0.000 | 150.9 | 99.597 |
108 | Long | 1 | 16.07.2012 | 1353.64 | 23.07.2012 | 1350.52 | -3.120 | -0.230 | 5 | 1.690 | -0.230 | -12.0 | 99.366 |