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

Tradesignal - Strategy Performance Report

Zusammengestellt am 12.10.2012 18:49:39
Performance für DAX Perf. Index - .DAX LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net ProfitXXP 1033527,00XXP 547566,00XXP 485961,00
Gross ProfitXXP 1230412,00XXP 659784,00XXP 570628,00
Gross Loss(XXP 196885,00)(XXP 112218,00)(XXP 84667,00)
Profit Factor6,255,886,74
    
Open Position P/LXXP 29077,00XXP 29077,00XXP 0,00
    
Total Number of Trades1495
Percent Profitable78,57%88,89%60,00%
Number of Winning Trades1183
Number of Losing Trades312
Number of Even Trades000
Number of Winning Bars26181778840
Number of Losing Bars19653143
Number of Even Bars000
    
Average Trade Net ProfitXXP 73823,36XXP 60840,67XXP 97192,20
Average Winning TradeXXP 111855,64XXP 82473,00XXP 190209,33
Average Losing Trade(XXP 65628,33)(XXP 112218,00)(XXP 42333,50)
Ratio Avg.Win.:Avg.Los.1,700,734,49
Largest Winning TradeXXP 236302,00XXP 143927,00XXP 236302,00
Largest Losing Trade(XXP 112218,00)(XXP 112218,00)(XXP 78088,00)
    
Max. Consecutive Winning Trades1183
Max. Consecutive Losing Trades312
Average Bars In Total Tradesk.A.203,44196,60
Total Bars in Tradek.A.1831983
Average Bars in Winning Trades238,00222,25280,00
Average Bars in Losing Trades65,3353,0071,50
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades312
Number of Consecutive Winning Trades1183
    
Max. Shares/Contracts Held100100100
Total Shares/Contracts Held15001000500
Total CommissionXXP 174,00XXP 114,00XXP 60,00
Total SlippageXXP 0,00XXP 0,00XXP 0,00
Account Size RequiredXXP 196891,00XXP 112224,00XXP 84667,00
    
Return On Account524,92%487,92%573,97%
    
Sharpe Ratio0,270,270,27
Average Sharpe Ratio0,210,210,15
Fröhlich-Faktor11,84  
    
Startdatum01.01.1999  
Enddatum12.10.2012  
Handelsperiode5033 Tage  
Im Markt aktiv4068 Tage  
Percent of Time in the Market80,83%  
    
Max. Drawdown(XXP 196891,00)(XXP 112224,00)(XXP 84667,00)
Datum Max. Drawdown05.09.201205.09.201231.07.2012
Max. Intraday Drawdown(XXP 312744,00)(XXP 152557,00)(XXP 197233,00)
Total Positions15105
Position Changes291910
Total Closed Positions1495
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 19990,000 
Feb. 1999(12392,00)0 
Mrz. 1999(3869,00)0 
Apr. 199949517,000 
Mai 1999(29185,00)0 
Jun. 199930993,000 
Jul. 1999(27665,00)0 
Aug. 199916890,000 
Sep. 1999(14372,00)1100,00%
Okt. 19990,000 
Nov. 199921048,000 
Dez. 1999106210,000 
    
Jan. 2000(12254,00)0 
Feb. 200080895,000 
Mrz. 2000(4516,00)0 
Apr. 2000(18471,00)0 
Mai 2000(30501,00)0 
Jun. 2000(5291,00)1100,00%
Jul. 20000,000 
Aug. 20000,000 
Sep. 20000,000 
Okt. 20000,000 
Nov. 200029286,000 
Dez. 2000(6128,00)0 
    
Jan. 2001(36153,00)0 
Feb. 200158690,000 
Mrz. 200137829,000 
Apr. 2001(43456,00)0 
Mai 200117917,000 
Jun. 20012696,000 
Jul. 200119719,000 
Aug. 200167302,000 
Sep. 200188002,000 
Okt. 2001(25098,00)0 
Nov. 2001(43078,00)0 
Dez. 2001(17019,00)0 
    
Jan. 2002(502,00)1100,00%
Feb. 20020,000 
Mrz. 20020,000 
Apr. 20020,000 
Mai 20025524,000 
Jun. 200243574,000 
Jul. 200268242,000 
Aug. 2002(1280,00)0 
Sep. 200294391,000 
Okt. 2002(38382,00)0 
Nov. 2002(16747,00)0 
Dez. 200242769,000 
    
Jan. 200314480,000 
Feb. 200320078,000 
Mrz. 200312318,000 
Apr. 2003(51817,00)0 
Mai 2003(4064,00)0 
Jun. 2003(4767,00)1100,00%
Jul. 200327059,000 
Aug. 2003(328,00)0 
Sep. 2003(22780,00)0 
Okt. 200339921,000 
Nov. 20038996,000 
Dez. 200321921,000 
    
Jan. 20049344,000 
Feb. 2004(4044,00)0 
Mrz. 2004(16146,00)0 
Apr. 200412851,000 
Mai 2004(16072,00)1100,00%
Jun. 20040,000 
Jul. 20040,000 
Aug. 20040,000 
Sep. 20040,000 
Okt. 20040,000 
Nov. 20045151,000 
Dez. 200413008,000 
    
Jan. 2005(123,00)0 
Feb. 20059564,000 
Mrz. 2005(172,00)0 
Apr. 2005(16393,00)0 
Mai 200527579,000 
Jun. 200512565,000 
Jul. 200530022,000 
Aug. 2005(5681,00)0 
Sep. 200521443,000 
Okt. 2005(11505,00)0 
Nov. 200526433,000 
Dez. 200521486,000 
    
Jan. 200626589,000 
Feb. 200612189,000 
Mrz. 200617404,000 
Apr. 20063981,000 
Mai 2006(31703,00)0 
Jun. 2006(23454,00)1100,00%
Jul. 20060,000 
Aug. 20060,000 
Sep. 20060,000 
Okt. 200620340,000 
Nov. 20064027,000 
Dez. 200628773,000 
    
Jan. 200719219,000 
Feb. 2007(7367,00)0 
Mrz. 200720159,000 
Apr. 200749184,000 
Mai 200747417,000 
Jun. 200712428,000 
Jul. 2007(42318,00)0 
Aug. 20075403,000 
Sep. 200722334,000 
Okt. 200715771,000 
Nov. 2007(14870,00)0 
Dez. 200719680,000 
    
Jan. 2008(56253,00)1100,00%
Feb. 200823723,000 
Mrz. 200821316,000 
Apr. 2008(41385,00)0 
Mai 2008(14797,00)0 
Jun. 200867847,000 
Jul. 2008(6124,00)0 
Aug. 20085726,000 
Sep. 200859128,000 
Okt. 200884305,000 
Nov. 200831853,000 
Dez. 2008(14076,00)0 
    
Jan. 200947185,000 
Feb. 200949461,000 
Mrz. 2009(24102,00)0 
Apr. 2009(53758,00)1100,00%
Mai 20090,000 
Jun. 20090,000 
Jul. 200923324,000 
Aug. 200913247,000 
Sep. 200921055,000 
Okt. 2009(26020,00)0 
Nov. 200921099,000 
Dez. 200933148,000 
    
Jan. 2010(34864,00)0 
Feb. 20101346,001100,00%
Mrz. 201039427,000 
Apr. 2010(1785,00)0 
Mai 2010(17137,00)0 
Jun. 2010119,000 
Jul. 201018245,000 
Aug. 2010(21076,00)1100,00%
Sep. 2010(2955,00)0 
Okt. 201037235,000 
Nov. 20108712,000 
Dez. 201022570,000 
    
Jan. 201116329,000 
Feb. 201119484,000 
Mrz. 2011(23101,00)0 
Apr. 201147315,000 
Mai 2011(22077,00)0 
Jun. 20118255,000 
Jul. 2011(21747,00)0 
Aug. 201138635,001100,00%
Sep. 201128283,000 
Okt. 2011(63932,00)0 
Nov. 20115250,000 
Dez. 201119049,000 
    
Jan. 2012(24297,00)10,00%
Feb. 20120,000 
Mrz. 2012(17515,00)0 
Apr. 2012(18564,00)0 
Mai 2012(49681,00)0 
Jun. 2012(68106,00)10,00%
Jul. 2012(36440,00)10,00%
Aug. 20120,000 
Sep. 201227443,000 
Okt. 20121634,000 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 1999(16261,00)0 
2. Quartal 199951325,000 
3. Quartal 1999(25147,00)1100,00%
4. Quartal 1999127258,000 
    
1. Quartal 200064125,000 
2. Quartal 2000(54263,00)1100,00%
3. Quartal 20000,000 
4. Quartal 200023158,000 
    
1. Quartal 200160366,000 
2. Quartal 2001(22843,00)0 
3. Quartal 2001175023,000 
4. Quartal 2001(85195,00)0 
    
1. Quartal 2002(502,00)1100,00%
2. Quartal 200249098,000 
3. Quartal 2002161353,000 
4. Quartal 2002(12360,00)0 
    
1. Quartal 200346876,000 
2. Quartal 2003(60648,00)1100,00%
3. Quartal 20033951,000 
4. Quartal 200370838,000 
    
1. Quartal 2004(10846,00)0 
2. Quartal 2004(3221,00)1100,00%
3. Quartal 20040,000 
4. Quartal 200418159,000 
    
1. Quartal 20059269,000 
2. Quartal 200523751,000 
3. Quartal 200545784,000 
4. Quartal 200536414,000 
    
1. Quartal 200656182,000 
2. Quartal 2006(51176,00)1100,00%
3. Quartal 20060,000 
4. Quartal 200653140,000 
    
1. Quartal 200732011,000 
2. Quartal 2007109029,000 
3. Quartal 2007(14581,00)0 
4. Quartal 200720581,000 
    
1. Quartal 2008(11214,00)1100,00%
2. Quartal 200811665,000 
3. Quartal 200858730,000 
4. Quartal 2008102082,000 
    
1. Quartal 200972544,000 
2. Quartal 2009(53758,00)1100,00%
3. Quartal 200957626,000 
4. Quartal 200928227,000 
    
1. Quartal 20105909,001100,00%
2. Quartal 2010(18803,00)0 
3. Quartal 2010(5786,00)1100,00%
4. Quartal 201068517,000 
    
1. Quartal 201112712,000 
2. Quartal 201133493,000 
3. Quartal 201145171,001100,00%
4. Quartal 2011(39633,00)0 
    
1. Quartal 2012(41812,00)10,00%
2. Quartal 2012(136351,00)10,00%
3. Quartal 2012(8997,00)10,00%
4. Quartal 20121634,000 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
1999137175,001100,00%
200033020,001100,00%
2001127351,000 
2002197589,001100,00%
200361017,001100,00%
20044092,001100,00%
2005115218,000 
200658146,001100,00%
2007147040,000 
2008161263,001100,00%
2009104639,001100,00%
201049837,002100,00%
201151743,001100,00%
2012(185526,00)30,00%