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

Tradesignal - Strategy Performance Report

Zusammengestellt am 29.12.2012 17:35:51
Performance für EUR/JPY Spot - EURJPY FXD LAST Wöchentlich
 Alle TradesLong TradesShort Trades
Total Net ProfitJPY 617625,00JPY 270175,00JPY 347450,00
Gross ProfitJPY 787275,00JPY 377650,00JPY 409625,00
Gross Loss(JPY 169650,00)(JPY 107475,00)(JPY 62175,00)
Profit Factor4,643,516,59
    
Open Position P/LJPY 27255,00JPY 27255,00JPY 0,00
    
Total Number of Trades1055
Percent Profitable60,00%60,00%60,00%
Number of Winning Trades633
Number of Losing Trades422
Number of Even Trades000
Number of Winning Bars553336217
Number of Losing Bars721359
Number of Even Bars000
    
Average Trade Net ProfitJPY 61762,50JPY 54035,00JPY 69490,00
Average Winning TradeJPY 131212,50JPY 125883,33JPY 136541,67
Average Losing Trade(JPY 42412,50)(JPY 53737,50)(JPY 31087,50)
Ratio Avg.Win.:Avg.Los.3,092,344,39
Largest Winning TradeJPY 215600,00JPY 194800,00JPY 215600,00
Largest Losing Trade(JPY 83150,00)(JPY 83150,00)(JPY 47675,00)
    
Max. Consecutive Winning Trades432
Max. Consecutive Losing Trades322
Average Bars In Total Tradesk.A.69,8055,20
Total Bars in Tradek.A.349276
Average Bars in Winning Trades92,17112,0072,33
Average Bars in Losing Trades18,006,5029,50
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades122
Number of Consecutive Winning Trades132
    
Max. Shares/Contracts Held100001000010000
Total Shares/Contracts Held1100006000050000
Total CommissionJPY 0,00JPY 0,00JPY 0,00
Total SlippageJPY 0,00JPY 0,00JPY 0,00
Account Size RequiredJPY 145325,00JPY 107475,00JPY 62175,00
    
Return On Account425,00%251,38%558,83%
    
Sharpe Ratio0,240,230,24
Average Sharpe Ratio0,160,110,16
Fröhlich-Faktor6,45  
    
Startdatum01.01.1999  
Enddatum30.12.2012  
Handelsperiode5112 Tage  
Im Markt aktiv4312 Tage  
Percent of Time in the Market84,35%  
    
Max. Drawdown(JPY 145325,00)(JPY 107475,00)(JPY 62175,00)
Datum Max. Drawdown16.08.200924.07.201116.08.2009
Max. Intraday Drawdown(JPY 308999,98)(JPY 258549,98)(JPY 297650,05)
Total Positions1165
Position Changes211110
Total Closed Positions1055
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 1999(30099,96)0 
Feb. 19998099,980 
Mrz. 199918099,980 
Apr. 199926200,030 
Mai 19994199,980 
Jun. 1999(1800,00)0 
Jul. 199940299,990 
Aug. 199958700,030 
Sep. 199978099,980 
Okt. 1999(22099,99)0 
Nov. 199973099,980 
Dez. 1999(5700,00)0 
    
Jan. 2000(3600,01)0 
Feb. 2000(28399,96)0 
Mrz. 200029199,980 
Apr. 200059899,980 
Mai 2000(12599,95)0 
Jun. 200017299,960 
Jul. 2000(31199,95)0 
Aug. 200048899,990 
Sep. 200016899,950 
Okt. 200045900,040 
Nov. 2000(34899,98)0 
Dez. 2000(143050,00)0 
    
Jan. 20014149,971100,00%
Feb. 2001(22099,97)0 
Mrz. 200135899,960 
Apr. 20017600,020 
Mai 2001(67500,00)0 
Jun. 200128699,950 
Jul. 200116000,060 
Aug. 200114199,980 
Sep. 2001950,010 
Okt. 2001(3450,01)0 
Nov. 2001(2799,99)0 
Dez. 200168799,970 
    
Jan. 20022050,020 
Feb. 20029749,980 
Mrz. 2002(16100,01)0 
Apr. 2002(4300,00)0 
Mai 2002(4450,00)0 
Jun. 200236849,980 
Jul. 2002(13799,97)0 
Aug. 2002(7900,01)0 
Sep. 200236900,020 
Okt. 200213399,960 
Nov. 200211350,020 
Dez. 200225299,990 
    
Jan. 200325500,030 
Feb. 20032299,960 
Mrz. 200314000,090 
Apr. 200334499,970 
Mai 200356199,950 
Jun. 2003(15849,91)0 
Jul. 2003499,880 
Aug. 2003(83799,90)0 
Sep. 2003(3099,98)0 
Okt. 20036299,900 
Nov. 200328399,960 
Dez. 200319200,130 
    
Jan. 20044699,860 
Feb. 200424300,080 
Mrz. 2004(78600,01)0 
Apr. 2004(5100,00)1100,00%
Mai 200411399,950 
Jun. 2004(33399,96)0 
Jul. 200421100,010 
Aug. 2004(16000,06)0 
Sep. 200443900,150 
Okt. 2004(7000,12)0 
Nov. 200410599,980 
Dez. 200438500,060 
    
Jan. 2005(61399,99)0 
Feb. 200551800,080 
Mrz. 2005(15200,04)0 
Apr. 20057299,960 
Mai 2005(32049,99)1100,00%
Jun. 20050,000 
Jul. 20050,000 
Aug. 20050,000 
Sep. 20050,000 
Okt. 20050,000 
Nov. 20056200,000 
Dez. 2005(23200,07)0 
    
Jan. 200640200,040 
Feb. 2006(31299,90)0 
Mrz. 200625399,930 
Apr. 200623899,990 
Mai 2006(2400,05)0 
Jun. 200622400,050 
Jul. 20065200,040 
Aug. 200633000,030 
Sep. 2006(5700,07)0 
Okt. 20068224,950 
Nov. 200619100,040 
Dez. 200653874,970 
    
Jan. 2007(1674,96)0 
Feb. 200724375,000 
Mrz. 2007(25000,00)0 
Apr. 200763975,070 
Mai 20073899,990 
Jun. 200731649,930 
Jul. 2007(51399,99)0 
Aug. 2007(23574,98)0 
Sep. 200743249,970 
Okt. 20076725,010 
Nov. 2007(36524,96)0 
Dez. 200746524,960 
    
Jan. 2008(93824,99)1100,00%
Feb. 2008(7000,04)0 
Mrz. 200821750,030 
Apr. 2008(64550,02)0 
Mai 20082400,050 
Jun. 2008(275,02)10,00%
Jul. 200818199,960 
Aug. 2008(97874,91)0 
Sep. 2008(3475,05)10,00%
Okt. 2008180099,990 
Nov. 2008(23050,00)0 
Dez. 2008(52575,00)0 
    
Jan. 2009114349,980 
Feb. 2009(42749,94)0 
Mrz. 2009(106399,99)0 
Apr. 200913775,020 
Mai 2009(63125,00)0 
Jun. 200910874,940 
Jul. 2009(6699,98)0 
Aug. 2009(39000,02)10,00%
Sep. 20090,000 
Okt. 20090,000 
Nov. 20090,000 
Dez. 20090,000 
    
Jan. 20100,000 
Feb. 20100,000 
Mrz. 20100,000 
Apr. 2010(12450,01)0 
Mai 2010140674,970 
Jun. 201013275,070 
Jul. 2010(23150,02)0 
Aug. 201039874,950 
Sep. 2010(48799,97)0 
Okt. 201014925,000 
Nov. 20107399,980 
Dez. 201026500,020 
    
Jan. 2011(30224,99)0 
Feb. 2011(5875,02)0 
Mrz. 2011(23524,98)1100,00%
Apr. 20110,000 
Mai 20110,000 
Jun. 20110,000 
Jul. 2011(24325,00)10,00%
Aug. 20110,000 
Sep. 201177950,020 
Okt. 2011(38800,05)0 
Nov. 201143750,000 
Dez. 201110550,000 
    
Jan. 20124875,030 
Feb. 2012(78700,03)0 
Mrz. 2012(974,96)0 
Apr. 201228949,970 
Mai 201266700,060 
Jun. 2012(13400,04)0 
Jul. 201244100,040 
Aug. 2012(17500,00)0 
Sep. 2012(18250,05)0 
Okt. 2012(13849,99)1100,00%
Nov. 20120,000 
Dez. 201227255,000 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 1999(3900,01)0 
2. Quartal 199928600,010 
3. Quartal 1999177099,990 
4. Quartal 199945299,990 
    
1. Quartal 2000(2799,99)0 
2. Quartal 200064599,990 
3. Quartal 200034599,990 
4. Quartal 2000(132049,94)0 
    
1. Quartal 200117949,961100,00%
2. Quartal 2001(31200,03)0 
3. Quartal 200131150,050 
4. Quartal 200162549,970 
    
1. Quartal 2002(4300,00)0 
2. Quartal 200228099,980 
3. Quartal 200215200,040 
4. Quartal 200250049,970 
    
1. Quartal 200341800,080 
2. Quartal 200374850,010 
3. Quartal 2003(86399,99)0 
4. Quartal 200353899,990 
    
1. Quartal 2004(49600,07)0 
2. Quartal 2004(27100,02)1100,00%
3. Quartal 200449000,090 
4. Quartal 200442099,910 
    
1. Quartal 2005(24799,96)0 
2. Quartal 2005(24750,03)1100,00%
3. Quartal 20050,000 
4. Quartal 2005(17000,07)0 
    
1. Quartal 200634300,080 
2. Quartal 200643899,990 
3. Quartal 200632500,000 
4. Quartal 200681199,950 
    
1. Quartal 2007(2299,96)0 
2. Quartal 200799524,990 
3. Quartal 2007(31725,01)0 
4. Quartal 200716725,010 
    
1. Quartal 2008(79075,00)1100,00%
2. Quartal 2008(62424,99)10,00%
3. Quartal 2008(83150,00)10,00%
4. Quartal 2008104474,990 
    
1. Quartal 2009(34799,96)0 
2. Quartal 2009(38475,04)0 
3. Quartal 2009(45700,00)10,00%
4. Quartal 20090,000 
    
1. Quartal 20100,000 
2. Quartal 2010141500,030 
3. Quartal 2010(32075,04)0 
4. Quartal 201048825,000 
    
1. Quartal 2011(59624,99)1100,00%
2. Quartal 20110,000 
3. Quartal 201153625,0210,00%
4. Quartal 201115499,950 
    
1. Quartal 2012(74799,96)0 
2. Quartal 201282249,980 
3. Quartal 20128349,990 
4. Quartal 201213405,011100,00%
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
1999247099,980 
2000(35649,95)0 
200180449,961100,00%
200289049,990 
200384150,090 
200414399,921100,00%
2005(66550,06)1100,00%
2006191900,020 
200782225,040 
2008(120174,99)333,33%
2009(118974,99)10,00%
2010158249,990 
20119499,98250,00%
201229205,031100,00%