Statistiken Trades: 1
Global | Erträge/Monat | Erträge/Quartal | Erträge/Jahr

Tradesignal - Strategy Performance Report

Zusammengestellt am 24.02.2013 19:01:32
Performance für AUD/USD Spot - AUDUSD FXD LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net Profit$444600,0000$444600,0000$0,0000
Gross Profit$488800,0000$488800,0000$0,0000
Gross Loss($44200,0000)($44200,0000)$0,0000
Profit Factor11,0611,06k.A.
    
Open Position P/L$0,0000$0,0000$0,0000
    
Total Number of Trades770
Percent Profitable71,43%71,43%0,00%
Number of Winning Trades550
Number of Losing Trades220
Number of Even Trades000
Number of Winning Bars170317030
Number of Losing Bars1641640
Number of Even Bars000
    
Average Trade Net Profit$63514,2857$63514,2857$0,0000
Average Winning Trade$97760,0000$97760,0000$0,0000
Average Losing Trade($22100,0000)($22100,0000)$0,0000
Ratio Avg.Win.:Avg.Los.4,424,421,00
Largest Winning Trade$178600,0000$178600,0000$0,0000
Largest Losing Trade($26800,0000)($26800,0000)$0,0000
    
Max. Consecutive Winning Trades550
Max. Consecutive Losing Trades220
Average Bars In Total Tradesk.A.266,710,00
Total Bars in Tradek.A.18670
Average Bars in Winning Trades340,60340,600,00
Average Bars in Losing Trades82,0082,000,00
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades220
Number of Consecutive Winning Trades550
    
Max. Shares/Contracts Held100000010000000
Total Shares/Contracts Held700000070000000
Total Commission$0,0000$0,0000$0,0000
Total Slippage$0,0000$0,0000$0,0000
Account Size Required$44200,0000$44200,0000$0,0000
    
Return On Account1005,88%1005,88%0,00%
    
Sharpe Ratio0,220,220,00
Average Sharpe Ratio0,120,120,00
Fröhlich-Faktor19,70  
    
Startdatum06.09.2000  
Enddatum22.02.2013  
Handelsperiode4552 Tage  
Im Markt aktiv2620 Tage  
Percent of Time in the Market57,56%  
    
Max. Drawdown($44200,0000)($44200,0000)k.A.
Datum Max. Drawdown08.02.201308.02.2013k.A.
Max. Intraday Drawdown($145325,0189)($145325,0189)$0,0000
Total Positions770
Position Changes14140
Total Closed Positions770
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Sep. 20000,000 
Okt. 20000,000 
Nov. 20000,000 
Dez. 20000,000 
    
Jan. 20010,000 
Feb. 20010,000 
Mrz. 20010,000 
Apr. 20010,000 
Mai 20010,000 
Jun. 20010,000 
Jul. 20010,000 
Aug. 20010,000 
Sep. 20010,000 
Okt. 20010,000 
Nov. 20010,000 
Dez. 20010,000 
    
Jan. 20020,000 
Feb. 20020,000 
Mrz. 200210149,990 
Apr. 20024949,990 
Mai 200228950,040 
Jun. 2002(3700,02)0 
Jul. 2002(21300,02)0 
Aug. 20028600,000 
Sep. 2002(8199,99)0 
Okt. 200212200,000 
Nov. 20026100,000 
Dez. 2002600,040 
    
Jan. 200325349,970 
Feb. 200321900,000 
Mrz. 2003(4099,97)0 
Apr. 200321799,980 
Mai 200326699,960 
Jun. 200320000,040 
Jul. 2003(24900,02)0 
Aug. 2003(1200,02)0 
Sep. 200331200,050 
Okt. 200330200,000 
Nov. 200315699,980 
Dez. 200318599,990 
    
Jan. 200420600,020 
Feb. 200410199,960 
Mrz. 2004(9499,97)0 
Apr. 2004(41700,01)0 
Mai 2004(20600,01)1100,00%
Jun. 20040,000 
Jul. 20040,000 
Aug. 20040,000 
Sep. 20040,000 
Okt. 20049300,030 
Nov. 200427199,980 
Dez. 20047799,980 
    
Jan. 2005(5800,01)0 
Feb. 200516600,010 
Mrz. 2005(19699,99)0 
Apr. 20059100,020 
Mai 2005(16000,02)1100,00%
Jun. 20050,000 
Jul. 20050,000 
Aug. 20050,000 
Sep. 20050,000 
Okt. 20050,000 
Nov. 20050,000 
Dez. 20050,000 
    
Jan. 20060,000 
Feb. 20060,000 
Mrz. 20060,000 
Apr. 20060,000 
Mai 20060,000 
Jun. 20060,000 
Jul. 200612099,990 
Aug. 2006(1599,97)0 
Sep. 2006(17700,02)0 
Okt. 200627599,990 
Nov. 200614299,990 
Dez. 2006299,990 
    
Jan. 2007(12399,97)0 
Feb. 200711299,970 
Mrz. 200720900,010 
Apr. 200720799,990 
Mai 2007(2500,00)0 
Jun. 200722600,000 
Jul. 2007(99,96)0 
Aug. 2007(30499,99)0 
Sep. 200768999,950 
Okt. 200744000,030 
Nov. 2007(47400,00)0 
Dez. 2007(9700,00)0 
    
Jan. 200821700,020 
Feb. 200834699,980 
Mrz. 2008(17099,98)0 
Apr. 200829599,960 
Mai 200812600,000 
Jun. 20082099,990 
Jul. 2008(16299,96)0 
Aug. 2008(55800,02)1100,00%
Sep. 20080,000 
Okt. 20080,000 
Nov. 20080,000 
Dez. 20080,000 
    
Jan. 20090,000 
Feb. 20090,000 
Mrz. 20090,000 
Apr. 20090,000 
Mai 20090,000 
Jun. 20090,000 
Jul. 200910250,030 
Aug. 20097649,960 
Sep. 200940200,000 
Okt. 200916600,010 
Nov. 200916475,020 
Dez. 2009(22075,00)0 
    
Jan. 2010(11250,02)0 
Feb. 201011974,990 
Mrz. 201021875,020 
Apr. 20107049,980 
Mai 2010(15249,99)1100,00%
Jun. 20100,000 
Jul. 20100,000 
Aug. 20100,000 
Sep. 201010475,000 
Okt. 201017750,020 
Nov. 2010(24600,03)0 
Dez. 201058325,050 
    
Jan. 2011(20625,05)0 
Feb. 201121874,960 
Mrz. 201114800,070 
Apr. 201163599,940 
Mai 2011(31399,97)0 
Jun. 20115200,030 
Jul. 201128224,950 
Aug. 2011(30375,00)0 
Sep. 2011(47549,97)1100,00%
Okt. 20110,000 
Nov. 20110,000 
Dez. 20110,000 
    
Jan. 20120,000 
Feb. 201211200,040 
Mrz. 2012(39100,05)0 
Apr. 20121100,0110,00%
Mai 20120,000 
Jun. 20120,000 
Jul. 20120,000 
Aug. 20120,000 
Sep. 2012(8399,94)0 
Okt. 2012(675,08)0 
Nov. 20125500,080 
Dez. 2012(3175,02)0 
    
Jan. 20133950,000 
Feb. 2013(14600,03)10,00%
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
3. Quartal 20000,000 
4. Quartal 20000,000 
    
1. Quartal 20010,000 
2. Quartal 20010,000 
3. Quartal 20010,000 
4. Quartal 20010,000 
    
1. Quartal 200210149,990 
2. Quartal 200230200,000 
3. Quartal 2002(20900,01)0 
4. Quartal 200218900,040 
    
1. Quartal 200343150,010 
2. Quartal 200368499,980 
3. Quartal 20035100,010 
4. Quartal 200364499,970 
    
1. Quartal 200421300,020 
2. Quartal 2004(62300,02)1100,00%
3. Quartal 20040,000 
4. Quartal 200444299,990 
    
1. Quartal 2005(8899,99)0 
2. Quartal 2005(6900,00)1100,00%
3. Quartal 20050,000 
4. Quartal 20050,000 
    
1. Quartal 20060,000 
2. Quartal 20060,000 
3. Quartal 2006(7199,99)0 
4. Quartal 200642199,970 
    
1. Quartal 200719800,010 
2. Quartal 200740899,990 
3. Quartal 200738399,990 
4. Quartal 2007(13099,97)0 
    
1. Quartal 200839300,020 
2. Quartal 200844299,960 
3. Quartal 2008(72099,99)1100,00%
4. Quartal 20080,000 
    
1. Quartal 20090,000 
2. Quartal 20090,000 
3. Quartal 200958099,980 
4. Quartal 200911000,040 
    
1. Quartal 201022600,000 
2. Quartal 2010(8200,01)1100,00%
3. Quartal 201010475,000 
4. Quartal 201051475,050 
    
1. Quartal 201116049,980 
2. Quartal 201137400,010 
3. Quartal 2011(49700,03)1100,00%
4. Quartal 20110,000 
    
1. Quartal 2012(27900,01)0 
2. Quartal 20121100,0110,00%
3. Quartal 2012(8399,94)0 
4. Quartal 20121649,980 
    
1. Quartal 2013(10650,03)10,00%
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
20000,000 
20010,000 
200238350,020 
2003181249,980 
20043299,991100,00%
2005(15799,99)1100,00%
200634999,980 
200786000,030 
200811500,001100,00%
200969100,020 
201076350,031100,00%
20113749,961100,00%
2012(33549,97)10,00%
2013(10650,03)10,00%