Backtesting of .Gold New York (USD) - AW Indikator 3 (Gold New York (USD))

Call System

Scan time: 2012-07-30 20:52:51

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

63/0.Gold New York (USD)AW Indikator 3Gold New York (USD)
Years17.1Start05.05.1995End31.05.2012
TRADESCount#62Yearly#3.7Every99. day
HITSRatio64.52%Wins#40Losses#22
PERFORMProfitf.4.928WinSum153.261LossSum-31.101
Efficiency66.62%AvWin3.832LossAv-1.414
RETURNSum122.160Yearly7.135Daily0.020
Average1.970AvAbs2.96Kurtosis5.07
Median0.867MaxWin16.572MaxLoss-4.826
StdDev3.96Excess2.071/Prof.0.20
INVTIMEDays36.7%Year36.2%1591 of4337
FULLYear19.724
LENGTHAverage25.7StdDev11.93Median24.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio57.1%Wins903Losses679
AverageDiff.1.07Wins3.38Losses-1.98
SumProftf.2.3Wins3052.8Losses-1346.2
SqrSumProfitf.5.1Wins22974.1Losses4472.6
Extremal Temporary Returns
AverageDiff.2.8Wins4.71Losses-1.88
SumProftf.2.5Wins292.32Losses-116.54

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%
1Long130.05.1995384.226.06.1995389.55.3001.379191.770-0.18218.61.379
2Long108.08.1995384.429.09.1995383.3-1.100-0.286380.390-1.171-2.01.093
3Long103.11.1995382.123.11.1995381.4-0.700-0.183141.884-0.183-3.30.910
4Long121.03.199639829.05.1996391.5-6.500-1.633480.503-1.960-8.7-0.723
5Long112.07.1996383.215.08.1996386.33.1000.809241.540-0.0788.70.086
6Long111.10.1996381.301.11.1996378.2-3.100-0.813150.708-0.892-14.1-0.727
7Long131.12.1996367.714.03.1997352.1-15.600-4.243530.000-7.642-21.2-4.970
8Long125.04.1997341.926.05.1997342.50.6000.175212.106-0.7602.1-4.794
9Long122.07.1997325.118.08.1997321.1-4.000-1.230191.046-2.092-16.6-6.025
10Long126.09.1997326.510.10.19973292.5000.766103.262-0.27619.9-5.259
11Long123.12.1997293.813.02.1998299.155.3501.821364.050-5.41212.8-3.438
12Long124.03.1998299.328.04.1998307.78.4002.807244.978-0.13430.1-0.631
13Long111.06.1998286.615.07.1998293.77.1002.477244.327-0.73326.51.846
14Long107.09.1998288.2515.10.1998297.18.8503.070284.284-1.47429.44.916
15Long118.11.1998297.204.12.1998292.2-5.000-1.682120.000-1.952-38.33.234
16Long113.01.1999285.4517.02.1999284.5-0.950-0.333251.384-0.963-3.52.901
17Long120.04.1999284.211.05.1999277.9-6.300-2.217151.319-2.217-38.50.684
18Long101.07.1999263.224.08.1999253-10.200-3.875380.000-3.875-26.1-3.191
19Long122.09.199926419.10.1999307.7543.75016.5721923.4850.000223.613.381
20Long124.11.1999298.413.01.2000284-14.400-4.826360.000-7.473-35.28.555
21Long112.04.2000281.7530.06.2000289.758.0002.839573.798-4.17013.111.395
22Long118.08.2000276.414.09.2000272.1-4.300-1.556190.398-1.954-21.09.839
23Long109.11.2000265.515.12.2000270.655.1501.940263.465-0.49019.611.779
24Long105.02.2001265.323.03.2001262.1-3.200-1.206342.639-3.581-9.610.572
25Long119.04.2001265.2531.05.2001265.80.5500.207307.823-1.1881.810.780
26Long103.07.2001267.727.08.2001272.64.9001.830394.221-1.00912.112.610
27Long112.11.200127804.01.2002278.950.9500.342360.917-1.9422.312.952
28Long126.03.2002296.6517.04.2002302.055.4001.820163.1010.00031.614.772
29Long118.07.2002317.6511.09.2002317.15-0.500-0.157391.983-4.691-1.014.615
30Long105.11.2002317.7526.11.2002318.150.4000.126152.109-0.0312.214.741
31Long119.03.2003336.4503.06.2003365.4529.0008.6195410.641-4.07241.923.360
32Long116.07.2003343.5507.08.2003352.759.2002.678166.2870.00044.326.038
33Long128.10.2003382.8521.11.2003396.0513.2003.448184.153-1.61952.329.486
34Long118.02.2004410.7506.04.2004418.758.0001.948343.873-4.30915.131.433
35Long124.05.2004385.7515.06.2004388.72.9500.765142.655-0.59612.732.198
36Long119.08.2004406.5506.09.2004401.6-4.950-1.218121.631-1.390-24.630.981
37Long124.01.2005427.3522.03.2005432.95.5501.299404.551-3.3118.332.279
38Long122.04.2005435.605.05.2005430.7-4.900-1.12590.781-1.814-31.531.154
39Long108.06.2005425.805.07.2005423.75-2.050-0.481184.086-0.481-6.530.673
40Long104.08.2005438.626.08.2005436.75-1.850-0.422161.972-1.208-7.030.251
41Long118.11.2005485.8521.12.20054893.1500.6482210.4250.0007.230.900
42Long116.03.2006552.7530.03.200658431.2505.654105.654-1.131147.136.553
43Long130.06.2006613.527.07.200663925.5004.156188.109-1.27156.140.710
44Long125.09.2006584.7530.10.2006608.523.7504.062254.062-4.10442.344.771
45Long123.01.2007642.501.03.2007670.427.9004.342266.732-0.06242.749.114
46Long102.04.2007658.2527.04.2007677.519.2502.924185.0360.00042.652.038
47Long106.06.2007669.731.07.2007665.5-4.200-0.627382.180-4.121-4.251.411
48Long105.09.2007680.2505.10.200773756.7508.343229.2250.000101.359.753
49Long127.12.200782908.02.2008916.2587.25010.5252811.5200.00089.270.278
50Long123.04.2008898.506.06.2008890.5-8.000-0.890313.228-5.064-7.469.388
51Long127.06.2008919.524.07.20089288.5000.924187.232-0.29912.570.312
52Long102.09.2008798.503.10.200882829.5003.6942313.713-7.23243.474.007
53Long114.11.2008747.508.12.2008767.2519.7502.6421410.033-1.80640.176.649
54Long108.04.200988020.05.2009939.559.5006.761296.761-1.08058.683.410
55Long121.07.2009947.7530.07.2009932.5-15.250-1.60970.765-1.767-65.181.801
56Long113.01.20101127.2516.03.20101121.75-5.500-0.488420.976-7.629-2.981.313
57Long109.04.20101152.528.04.201011618.5000.738130.738-1.62714.182.051
58Long109.08.2010120321.10.20101343.5140.50011.6795114.152-0.87358.393.730
59Long109.02.2011136516.03.2011140237.0002.711245.311-0.86129.096.440
60Long114.07.20111590.525.08.20111729138.5008.7083018.045-0.28375.5105.148
61Long120.10.2011162011.11.20111773153.0009.4441610.8020.000156.4114.593
62Long105.01.2012159913.02.20121720121.0007.567269.5060.00070.7122.160

Generated 30.07.2012 20:53:07