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

Tradesignal - Strategy Performance Report

Zusammengestellt am 15.10.2012 12:18:02
Performance für Brent Crude - North Sea - BRN c1 ICE LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net Profit$1417508,00$923668,00$493840,00
Gross Profit$1678904,00$1051740,00$627164,00
Gross Loss($261396,00)($128072,00)($133324,00)
Profit Factor6,428,214,70
    
Open Position P/L($7206,06)($7206,06)$0,00
    
Total Number of Trades16115
Percent Profitable50,00%45,45%60,00%
Number of Winning Trades853
Number of Losing Trades862
Number of Even Trades000
Number of Winning Bars19561534422
Number of Losing Bars574436138
Number of Even Bars000
    
Average Trade Net Profit$88594,25$83969,82$98768,00
Average Winning Trade$209863,00$210348,00$209054,67
Average Losing Trade($32674,50)($21345,33)($66662,00)
Ratio Avg.Win.:Avg.Los.6,429,853,14
Largest Winning Trade$521388,00$366488,00$521388,00
Largest Losing Trade($77512,00)($37012,00)($77512,00)
    
Max. Consecutive Winning Trades423
Max. Consecutive Losing Trades322
Average Bars In Total Tradesk.A.179,09112,00
Total Bars in Tradek.A.1970560
Average Bars in Winning Trades244,50306,80140,67
Average Bars in Losing Trades71,7572,6769,00
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades322
Number of Consecutive Winning Trades113
    
Max. Shares/Contracts Held100100100
Total Shares/Contracts Held17001200500
Total Commission$198,00$138,00$60,00
Total Slippage$0,00$0,00$0,00
Account Size Required$115242,00$59430,00$133324,00
    
Return On Account1230,03%1554,21%370,41%
    
Sharpe Ratio0,280,300,25
Average Sharpe Ratio0,240,240,19
Fröhlich-Faktor12,75  
    
Startdatum01.12.1999  
Enddatum15.10.2012  
Handelsperiode4702 Tage  
Im Markt aktiv3655 Tage  
Percent of Time in the Market77,73%  
    
Max. Drawdown($115242,00)($59430,00)($133324,00)
Datum Max. Drawdown13.09.201213.09.201209.08.2012
Max. Intraday Drawdown($535211,48)($480835,96)($275524,31)
Total Positions17125
Position Changes332310
Total Closed Positions16115
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Dez. 199913093,720 
    
Jan. 200013400,000 
Feb. 200033200,000 
Mrz. 2000(22600,00)0 
Apr. 2000(10100,00)0 
Mai 200048600,000 
Jun. 200037800,000 
Jul. 2000(25500,00)0 
Aug. 200074600,000 
Sep. 2000(22299,99)0 
Okt. 20008600,000 
Nov. 200017800,000 
Dez. 2000(62805,73)1100,00%
    
Jan. 20010,000 
Feb. 20010,000 
Mrz. 20010,000 
Apr. 20010,000 
Mai 20010,000 
Jun. 20010,000 
Jul. 2001(405,75)0 
Aug. 2001(15300,00)0 
Sep. 200134200,000 
Okt. 200129300,000 
Nov. 200114200,000 
Dez. 2001(3900,00)0 
    
Jan. 2002(1300,00)0 
Feb. 2002(17306,25)1100,00%
Mrz. 20020,000 
Apr. 200212393,750 
Mai 2002(24100,00)0 
Jun. 20024699,990 
Jul. 20021800,000 
Aug. 200219799,990 
Sep. 200212000,000 
Okt. 2002(27905,73)10,00%
Nov. 20020,000 
Dez. 20020,000 
    
Jan. 200327693,730 
Feb. 200321900,000 
Mrz. 2003(76305,73)10,00%
Apr. 20030,000 
Mai 20030,000 
Jun. 20030,000 
Jul. 20037093,730 
Aug. 200310800,000 
Sep. 2003(23300,01)0 
Okt. 200313300,000 
Nov. 200315100,000 
Dez. 200315800,000 
    
Jan. 2004(2200,00)0 
Feb. 200424600,000 
Mrz. 20048600,000 
Apr. 200423900,000 
Mai 200425000,000 
Jun. 2004(28700,00)0 
Jul. 200469500,010 
Aug. 20046800,000 
Sep. 200472400,000 
Okt. 200430900,020 
Nov. 2004(40000,00)0 
Dez. 2004(70700,00)0 
    
Jan. 200546200,000 
Feb. 200534600,000 
Mrz. 200544800,000 
Apr. 2005(45800,00)0 
Mai 2005(11900,00)0 
Jun. 200536900,000 
Jul. 200541400,010 
Aug. 200577500,000 
Sep. 2005(43000,00)0 
Okt. 2005(55700,00)0 
Nov. 2005(26505,75)1100,00%
Dez. 20050,000 
    
Jan. 20060,000 
Feb. 20060,000 
Mrz. 20069393,730 
Apr. 200635099,980 
Mai 20068900,020 
Jun. 200615900,000 
Jul. 200611400,000 
Aug. 2006(48700,00)0 
Sep. 200611688,5210,00%
Okt. 200646100,000 
Nov. 2006(37600,00)0 
Dez. 200641700,010 
    
Jan. 200739500,000 
Feb. 2007(37100,00)0 
Mrz. 2007(37506,26)1100,00%
Apr. 20070,000 
Mai 2007(23906,27)0 
Jun. 200729699,990 
Jul. 200761100,000 
Aug. 2007(46800,00)0 
Sep. 200767600,020 
Okt. 2007119400,000 
Nov. 2007(18700,00)0 
Dez. 200758900,000 
    
Jan. 2008(13200,00)0 
Feb. 200882900,000 
Mrz. 200812900,000 
Apr. 2008113200,000 
Mai 2008150400,000 
Jun. 2008108900,000 
Jul. 2008(169600,00)0 
Aug. 2008(109700,01)0 
Sep. 2008(89811,47)1100,00%
Okt. 2008345399,980 
Nov. 2008126500,020 
Dez. 2008128500,020 
    
Jan. 20098600,010 
Feb. 200910100,020 
Mrz. 2009(64506,31)1100,00%
Apr. 20090,000 
Mai 20090,000 
Jun. 20090,000 
Jul. 200929193,640 
Aug. 2009(30199,97)0 
Sep. 2009(12900,01)0 
Okt. 200956900,020 
Nov. 200925499,950 
Dez. 2009(15699,92)0 
    
Jan. 2010(41105,72)1100,00%
Feb. 20100,000 
Mrz. 20100,000 
Apr. 201042593,750 
Mai 2010(110311,54)10,00%
Jun. 2010(399,93)0 
Jul. 2010(34000,02)0 
Aug. 201037299,960 
Sep. 2010(45806,22)10,00%
Okt. 2010(22906,23)0 
Nov. 201021699,980 
Dez. 201092900,010 
    
Jan. 201168099,980 
Feb. 2011107799,990 
Mrz. 201149800,030 
Apr. 201192400,050 
Mai 2011(87699,97)0 
Jun. 2011(36500,09)0 
Jul. 201160300,060 
Aug. 2011(33505,82)1100,00%
Sep. 20110,000 
Okt. 20110,000 
Nov. 2011(9906,10)0 
Dez. 2011(27105,90)10,00%
    
Jan. 2012(12106,04)0 
Feb. 2012123999,940 
Mrz. 20122600,020 
Apr. 2012(31699,98)0 
Mai 2012(40311,85)10,00%
Jun. 201235399,930 
Jul. 2012(82399,98)0 
Aug. 2012(73706,04)10,00%
Sep. 2012(29706,06)0 
Okt. 201222500,000 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
4. Quartal 199913093,720 
    
1. Quartal 200024000,000 
2. Quartal 200076300,000 
3. Quartal 200026800,010 
4. Quartal 2000(36405,73)1100,00%
    
1. Quartal 20010,000 
2. Quartal 20010,000 
3. Quartal 200118494,250 
4. Quartal 200139600,000 
    
1. Quartal 2002(18606,25)1100,00%
2. Quartal 2002(7006,26)0 
3. Quartal 200233599,990 
4. Quartal 2002(27905,73)10,00%
    
1. Quartal 2003(26712,00)10,00%
2. Quartal 20030,000 
3. Quartal 2003(5406,28)0 
4. Quartal 200344200,000 
    
1. Quartal 200431000,000 
2. Quartal 200420200,000 
3. Quartal 2004148700,010 
4. Quartal 2004(79799,98)0 
    
1. Quartal 2005125600,000 
2. Quartal 2005(20800,00)0 
3. Quartal 200575900,010 
4. Quartal 2005(82205,75)1100,00%
    
1. Quartal 20069393,730 
2. Quartal 200659900,000 
3. Quartal 2006(25611,48)10,00%
4. Quartal 200650200,010 
    
1. Quartal 2007(35106,26)1100,00%
2. Quartal 20075793,730 
3. Quartal 200781900,020 
4. Quartal 2007159600,000 
    
1. Quartal 200882600,000 
2. Quartal 2008372500,000 
3. Quartal 2008(369111,48)1100,00%
4. Quartal 2008600400,020 
    
1. Quartal 2009(45806,29)1100,00%
2. Quartal 20090,000 
3. Quartal 2009(13906,34)0 
4. Quartal 200966700,060 
    
1. Quartal 2010(41105,72)1100,00%
2. Quartal 2010(68117,73)10,00%
3. Quartal 2010(42506,27)10,00%
4. Quartal 201091693,770 
    
1. Quartal 2011225700,000 
2. Quartal 2011(31800,00)0 
3. Quartal 201126794,241100,00%
4. Quartal 2011(37012,00)10,00%
    
1. Quartal 2012114493,920 
2. Quartal 2012(36611,90)10,00%
3. Quartal 2012(185812,08)10,00%
4. Quartal 201222500,000 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
199913093,720 
200090694,281100,00%
200158094,250 
2002(19918,25)250,00%
200312081,7210,00%
2004120100,020 
200598494,261100,00%
200693882,2610,00%
2007212187,481100,00%
2008686388,541100,00%
20096987,431100,00%
2010(60035,95)333,33%
2011183682,23250,00%
2012(85430,06)20,00%