Backtesting of .Zink LME 15M $/to - AW Indikator 3 (Zink LME 15M $/to) - Put Part



Scan time: 2012-07-30 21:04:50

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/-8.Zink LME 15M $/toAW Indikator 3Zink LME 15M $/to
Years6.6Start22.09.2005End20.04.2012
TRADESCount#8Yearly#1.2Every300. day
HITSRatio75.00%Wins#6Losses#2
PERFORMProfitf.7.027WinSum31.983LossSum-4.551
Efficiency77.20%AvWin5.330LossAv-2.276
RETURNSum27.432Yearly4.160Daily0.011
Average3.429AvAbs4.44Kurtosis1.77
Median3.633MaxWin9.633MaxLoss-3.171
StdDev4.19Excess-1.231/Prof.0.14
INVTIMEDays5.4%Year5.5%90 of1654
FULLYear76.275
LENGTHAverage11.2StdDev5.07Median11.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio72.2%Wins65Losses25
AverageDiff.2.92Wins5.03Losses-2.57
SumProftf.5.1Wins327.2Losses-64.4
SqrSumProfitf.9.9Wins2482.8Losses251.5
Extremal Temporary Returns
AverageDiff.-3.4Wins-6.54Losses3.14
SumProftf.2.1Wins-52.30Losses25.09

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-103.04.20072995.505.04.20073090.5-95.000-3.17120.0003.171-577.6-3.171
2Short-111.07.20073185.515.08.20073017.5168.0005.27420-5.5888.94754.92.102
3Short-131.08.20072885.514.09.20072715.5170.0005.89210-9.1840.000153.37.994
4Short-127.06.20082004.510.07.20081977.527.0001.3479-8.0820.00037.79.341
5Short-129.07.20081920.520.08.20081735.5185.0009.63316-13.8511.927159.518.974
6Short-105.11.20081255.517.11.20081230.525.0001.9918-4.4602.38960.420.965
7Short-124.11.20081274.511.12.20081174.5100.0007.84613-7.8464.943168.128.811
8Short-121.06.20101884.507.07.20101910.5-26.000-1.38012-3.2903.715-31.427.432

Generated 30.07.2012 21:05:04