Backtesting of .Kupfer LME Cash $/to - AW Indikator 3 (Kupfer LME Cash $/to) - Put Part



Scan time: 2012-07-30 20:54:14

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/-42.Kupfer LME Cash $/toAW Indikator 3Kupfer LME Cash $/to
Years17.3Start10.05.1995End27.07.2012
TRADESCount#42Yearly#2.4Every150. day
HITSRatio42.86%Wins#18Losses#24
PERFORMProfitf.0.860WinSum81.779LossSum-95.064
Efficiency-7.56%AvWin4.543LossAv-3.961
RETURNSum-13.285Yearly-0.770Daily-0.002
Average-0.316AvAbs4.19Kurtosis8.91
Median-0.219MaxWin26.309MaxLoss-16.526
StdDev6.36Excess5.911/Prof.1.16
INVTIMEDays12.0%Year12.0%518 of4324
FULLYear-6.410
LENGTHAverage12.3StdDev8.04Median11.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio41.5%Wins214Losses302
AverageDiff.-1.11Wins3.72Losses-4.55
SumProftf.0.6Wins796.6Losses-1373.6
SqrSumProfitf.0.6Wins8371.4Losses13570.3
Extremal Temporary Returns
AverageDiff.1.6Wins-2.92Losses4.52
SumProftf.0.6Wins-122.83Losses189.65

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-116.05.1995275625.05.19952864-108.000-3.9197-0.7983.919-158.6-3.919
2Short-131.10.1995283221.11.19952983-151.000-5.332150.0006.992-92.5-9.251
3Short-101.03.19962554.519.03.19962558-3.500-0.13712-0.0981.899-2.8-9.388
4Short-108.07.1996198317.07.1996195528.0001.4127-5.6980.35357.1-7.976
5Short-124.09.1996188621.10.19961976-90.000-4.772190.0005.779-64.4-12.748
6Short-113.08.1997229121.08.1997220982.0003.5796-6.5470.175163.0-9.168
7Short-129.08.1997215017.09.19972037.5112.5005.23313-5.2331.302100.3-3.936
8Short-126.09.19972053.509.10.19972055-1.500-0.0739-0.6824.602-2.0-4.009
9Short-120.10.1997209030.10.19971976.5113.5005.4318-6.0770.526197.81.422
10Short-102.12.1997180805.01.19981694.5113.5006.27819-6.2780.27767.37.699
11Short-121.01.1998169306.02.19981686.56.5000.38412-0.6793.4268.78.083
12Short-103.04.1998169709.04.19981740-43.000-2.5344-0.1182.534-184.65.549
13Short-125.06.19981641.529.06.1998162120.5001.2492-1.2490.000113.76.798
14Short-130.09.19981634.506.10.1998157757.5003.5184-3.5180.000213.610.316
15Short-125.11.19981563.508.12.19981485.578.0004.9899-4.9890.128139.815.305
16Short-123.12.19981443.521.01.19991447.5-4.000-0.27716-2.4942.251-3.515.028
17Short-103.03.19991381.509.04.19991400-18.500-1.33923-1.9913.619-13.513.689
18Short-117.04.2000160719.04.20001672-65.000-4.04520.0004.045-736.79.644
19Short-122.11.2000177019.12.20001852-82.000-4.63319-0.6217.514-62.55.011
20Short-121.02.2001175827.02.2001174315.0000.8534-2.0480.00051.85.864
21Short-109.04.2001163227.04.20011670-38.000-2.328120.0003.339-47.13.536
22Short-127.06.2001157930.07.20011468111.0007.03023-8.2960.00077.610.566
23Short-107.08.2001144413.08.2001143410.0000.6934-1.0390.06942.011.258
24Short-119.09.20011411.511.10.20011378.533.0002.33816-2.4091.09838.713.596
25Short-119.10.20011355.524.10.20011360.5-5.000-0.3693-0.9960.369-26.913.227
26Short-131.10.2001136307.11.2001131944.0003.2285-3.2280.000168.016.456
27Short-114.08.2002146510.09.20021513.5-48.500-3.31118-0.1373.311-44.713.145
28Short-106.05.2003158318.06.20031680-97.000-6.128300.0008.149-51.97.017
29Short-104.08.2006775509.08.20067912.5-157.500-2.03130.0002.031-148.04.986
30Short-125.08.20067540.518.09.20067399.5141.0001.87015-1.8705.76228.46.856
31Short-116.10.20067589.526.10.20067469.75119.7501.5788-1.7661.91757.58.434
32Short-117.01.20075547.508.02.20075225.25322.2505.80916-5.8094.99896.214.243
33Short-105.12.20076550.520.12.20076561-10.500-0.16011-4.2483.988-3.914.083
34Short-129.01.20087170.512.03.20088355.5-1185.000-16.52631-0.08023.848-143.3-2.443
35Short-125.07.20088159.531.07.20088260.25-100.750-1.2354-1.3111.235-75.0-3.678
36Short-104.11.20084230.509.12.20083117.51113.00026.30925-27.8990.000273.822.631
37Short-116.12.20083020.2527.01.20093330.25-310.000-10.26427-8.36912.251-89.012.367
38Short-103.03.20093477.516.03.20093687.5-210.000-6.03990.00042.380-183.36.328
39Short-118.06.20106315.2507.07.20106544.75-229.500-3.634130.0007.636-69.72.694
40Short-114.07.20106694.2522.07.20106920.25-226.000-3.3766-2.6963.376-153.7-0.682
41Short-123.08.2010724527.08.20107286.5-41.500-0.5734-2.4640.573-52.2-1.255
42Short-130.12.20117553.7506.02.20128462.5-908.750-12.03025-1.10213.980-115.3-13.285

Generated 30.07.2012 20:54:31