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

Tradesignal - Strategy Performance Report

Zusammengestellt am 15.11.2012 18:41:06
Performance für EUR/USD Spot - EURUSD FXD LAST Wöchentlich
 Alle TradesLong TradesShort Trades
Total Net Profit$851812,00$512774,00$339038,00
Gross Profit$916302,00$542328,00$373974,00
Gross Loss($64490,00)($29554,00)($34936,00)
Profit Factor14,2118,3510,70
    
Open Position P/L($3834,00)($3834,00)$0,00
    
Total Number of Trades1679
Percent Profitable68,75%57,14%77,78%
Number of Winning Trades1147
Number of Losing Trades532
Number of Even Trades000
Number of Winning Bars474253221
Number of Losing Bars1046638
Number of Even Bars000
    
Average Trade Net Profit$53238,25$73253,43$37670,89
Average Winning Trade$83300,18$135582,00$53424,86
Average Losing Trade($12898,00)($9851,33)($17468,00)
Ratio Avg.Win.:Avg.Los.6,4613,763,06
Largest Winning Trade$278082,00$278082,00$107282,00
Largest Losing Trade($34518,00)($25418,00)($34518,00)
    
Max. Consecutive Winning Trades644
Max. Consecutive Losing Trades221
Average Bars In Total Tradesk.A.45,5728,78
Total Bars in Tradek.A.319259
Average Bars in Winning Trades43,0963,2531,57
Average Bars in Losing Trades20,8022,0019,00
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades121
Number of Consecutive Winning Trades144
    
Max. Shares/Contracts Held100000010000001000000
Total Shares/Contracts Held1700000080000009000000
Total Commission$297,00$135,00$162,00
Total Slippage$0,00$0,00$0,00
Account Size Required$34527,00$25418,00$34518,00
    
Return On Account2467,09%2017,37%982,21%
    
Sharpe Ratio0,290,260,31
Average Sharpe Ratio0,260,080,28
Fröhlich-Faktor34,87  
    
Startdatum01.01.1999  
Enddatum18.11.2012  
Handelsperiode5070 Tage  
Im Markt aktiv3941 Tage  
Percent of Time in the Market77,73%  
    
Max. Drawdown($34527,00)($25418,00)($34518,00)
Datum Max. Drawdown11.11.201205.05.200223.09.2012
Max. Intraday Drawdown($238899,95)($151318,03)($238899,95)
Total Positions1789
Position Changes331518
Total Closed Positions1679
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 19990,000 
Feb. 19990,000 
Mrz. 199917090,950 
Apr. 199918100,020 
Mai 199915500,070 
Jun. 19993600,000 
Jul. 1999(5300,05)0 
Aug. 1999(11008,99)1100,00%
Sep. 19990,000 
Okt. 19990,000 
Nov. 199913041,060 
Dez. 19994099,970 
    
Jan. 200036650,000 
Feb. 20001899,960 
Mrz. 2000(3899,99)0 
Apr. 200066749,990 
Mai 2000(19750,00)0 
Jun. 2000(4700,01)0 
Jul. 200013650,000 
Aug. 200020300,030 
Sep. 200025749,980 
Okt. 200045549,990 
Nov. 2000(7200,00)0 
Dez. 2000(84858,98)1100,00%
    
Jan. 20010,000 
Feb. 20010,000 
Mrz. 20010,000 
Apr. 2001(3309,02)0 
Mai 200130700,030 
Jun. 20013700,020 
Jul. 2001(20000,04)0 
Aug. 2001(108,99)1100,00%
Sep. 2001(3208,98)0 
Okt. 2001(18650,00)0 
Nov. 2001(14500,02)0 
Dez. 200114931,9710,00%
    
Jan. 200220750,050 
Feb. 2002(10650,04)0 
Mrz. 20023250,000 
Apr. 2002(17758,99)10,00%
Mai 200218941,020 
Jun. 200270750,000 
Jul. 2002(5800,01)0 
Aug. 2002(12799,98)0 
Sep. 20026800,000 
Okt. 2002(3400,03)0 
Nov. 200221049,980 
Dez. 200247400,060 
    
Jan. 200338399,930 
Feb. 2003(5199,91)0 
Mrz. 2003799,890 
Apr. 200325300,030 
Mai 200379300,050 
Jun. 2003(39749,98)0 
Jul. 20037599,950 
Aug. 2003(52399,99)0 
Sep. 200347999,980 
Okt. 200331600,000 
Nov. 200321800,040 
Dez. 200342400,000 
    
Jan. 200416799,930 
Feb. 2004(10399,94)0 
Mrz. 2004(36200,05)0 
Apr. 2004(29699,92)0 
Mai 2004(3209,04)1100,00%
Jun. 20040,000 
Jul. 20040,000 
Aug. 2004(35708,94)0 
Sep. 200426499,990 
Okt. 200450899,980 
Nov. 200450799,970 
Dez. 200423100,020 
    
Jan. 2005(47299,98)0 
Feb. 200518599,990 
Mrz. 2005(29000,04)0 
Apr. 2005(6708,97)1100,00%
Mai 20050,000 
Jun. 200515691,040 
Jul. 2005(2799,99)0 
Aug. 2005(16800,05)0 
Sep. 200525200,010 
Okt. 2005(3100,04)0 
Nov. 200534500,000 
Dez. 2005(14400,01)0 
    
Jan. 2006(27708,98)1100,00%
Feb. 20060,000 
Mrz. 20060,000 
Apr. 200626390,980 
Mai 200610300,040 
Jun. 2006(23100,02)0 
Jul. 200625200,010 
Aug. 2006(599,98)0 
Sep. 20063099,920 
Okt. 2006(10308,94)1100,00%
Nov. 20060,000 
Dez. 20067890,990 
    
Jan. 2007(28074,98)0 
Feb. 200724950,030 
Mrz. 200711699,910 
Apr. 200736949,990 
Mai 2007(21149,99)0 
Jun. 20072800,110 
Jul. 200716574,980 
Aug. 20074849,910 
Sep. 200759050,080 
Okt. 200711999,960 
Nov. 200744299,960 
Dez. 2007(11150,00)0 
    
Jan. 2008(4349,95)0 
Feb. 200814500,020 
Mrz. 200896849,920 
Apr. 2008(16549,94)0 
Mai 200813275,030 
Jun. 20083224,970 
Jul. 2008(8450,03)0 
Aug. 2008(77108,96)1100,00%
Sep. 20088616,040 
Okt. 2008199074,980 
Nov. 2008(6625,06)0 
Dez. 2008(126500,01)0 
    
Jan. 200997375,040 
Feb. 200914500,020 
Mrz. 2009(81959,01)1100,00%
Apr. 20090,000 
Mai 20090,000 
Jun. 20090,000 
Jul. 20090,000 
Aug. 200913016,030 
Sep. 200938149,950 
Okt. 200932000,060 
Nov. 2009(1625,06)0 
Dez. 2009(65330,03)0 
    
Jan. 2010(18428,96)10,00%
Feb. 20100,000 
Mrz. 201021091,060 
Apr. 20102499,940 
Mai 2010111374,970 
Jun. 2010(9750,01)0 
Jul. 2010(53449,99)0 
Aug. 201014199,970 
Sep. 2010(13383,94)1100,00%
Okt. 20100,000 
Nov. 20100,000 
Dez. 20100,000 
    
Jan. 20110,000 
Feb. 20110,000 
Mrz. 2011(9509,03)0 
Apr. 201147400,000 
Mai 2011(24199,96)0 
Jun. 2011(13125,06)0 
Jul. 201121425,010 
Aug. 20119750,010 
Sep. 2011(26343,02)10,00%
Okt. 2011(64424,99)0 
Nov. 201190500,000 
Dez. 201119175,050 
    
Jan. 2012(17549,99)0 
Feb. 2012(22600,05)0 
Mrz. 201217775,060 
Apr. 2012(109,01)1100,00%
Mai 201226390,990 
Jun. 2012(5550,03)0 
Jul. 201224950,030 
Aug. 2012(18800,02)0 
Sep. 2012(61508,97)10,00%
Okt. 20120,000 
Nov. 2012(3834,00)0 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 199917090,950 
2. Quartal 199937200,090 
3. Quartal 1999(16309,04)1100,00%
4. Quartal 199917141,020 
    
1. Quartal 200034649,970 
2. Quartal 200042299,990 
3. Quartal 200059700,010 
4. Quartal 2000(46508,99)1100,00%
    
1. Quartal 20010,000 
2. Quartal 200131091,030 
3. Quartal 2001(23318,01)1100,00%
4. Quartal 2001(18218,04)10,00%
    
1. Quartal 200213350,010 
2. Quartal 200271932,0310,00%
3. Quartal 2002(11799,99)0 
4. Quartal 200265050,010 
    
1. Quartal 200333999,920 
2. Quartal 200364850,090 
3. Quartal 20033199,930 
4. Quartal 200395800,040 
    
1. Quartal 2004(29800,06)0 
2. Quartal 2004(32908,96)1100,00%
3. Quartal 2004(9208,96)0 
4. Quartal 2004124799,970 
    
1. Quartal 2005(57700,04)0 
2. Quartal 20058982,071100,00%
3. Quartal 20055599,980 
4. Quartal 200516999,960 
    
1. Quartal 2006(27708,98)1100,00%
2. Quartal 200613591,000 
3. Quartal 200627699,950 
4. Quartal 2006(2417,96)1100,00%
    
1. Quartal 20078574,960 
2. Quartal 200718600,110 
3. Quartal 200780474,970 
4. Quartal 200745149,920 
    
1. Quartal 2008106999,990 
2. Quartal 2008(49,95)0 
3. Quartal 2008(76942,96)1100,00%
4. Quartal 200865949,920 
    
1. Quartal 200929916,051100,00%
2. Quartal 20090,000 
3. Quartal 200951165,980 
4. Quartal 2009(34955,02)0 
    
1. Quartal 20102662,1010,00%
2. Quartal 2010104124,900 
3. Quartal 2010(52633,96)1100,00%
4. Quartal 20100,000 
    
1. Quartal 2011(9509,03)0 
2. Quartal 201110074,970 
3. Quartal 20114831,9910,00%
4. Quartal 201145250,060 
    
1. Quartal 2012(22374,99)0 
2. Quartal 201220731,951100,00%
3. Quartal 2012(55358,96)10,00%
4. Quartal 2012(3834,00)0 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
199955123,021100,00%
200090140,981100,00%
2001(10445,02)250,00%
2002138532,0510,00%
2003197849,990 
200452881,991100,00%
2005(26118,03)1100,00%
200611164,012100,00%
2007152799,960 
200895957,001100,00%
200946127,011100,00%
201054153,04250,00%
201150648,0010,00%
2012(60836,00)250,00%