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

Tradesignal - Strategy Performance Report

Zusammengestellt am 13.10.2012 16:53:00
Performance für DJ EURO STOXX 50 - .SX5E LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net ProfitXXP 590063,00XXP 224601,00XXP 365462,00
Gross ProfitXXP 659385,00XXP 256273,00XXP 403112,00
Gross Loss(XXP 69322,00)(XXP 31672,00)(XXP 37650,00)
Profit Factor9,518,0910,71
    
Open Position P/L(XXP 6161,00)(XXP 6161,00)XXP 0,00
    
Total Number of Trades21138
Percent Profitable66,67%69,23%62,50%
Number of Winning Trades1495
Number of Losing Trades743
Number of Even Trades000
Number of Winning Bars225512401015
Number of Losing Bars267140127
Number of Even Bars000
    
Average Trade Net ProfitXXP 28098,24XXP 17277,00XXP 45682,75
Average Winning TradeXXP 47098,93XXP 28474,78XXP 80622,40
Average Losing Trade(XXP 9903,14)(XXP 7918,00)(XXP 12550,00)
Ratio Avg.Win.:Avg.Los.4,763,606,42
Largest Winning TradeXXP 137885,00XXP 137885,00XXP 127124,00
Largest Losing Trade(XXP 25040,00)(XXP 16573,00)(XXP 25040,00)
    
Max. Consecutive Winning Trades1093
Max. Consecutive Losing Trades231
Average Bars In Total Tradesk.A.106,15142,75
Total Bars in Tradek.A.13801142
Average Bars in Winning Trades161,07137,78203,00
Average Bars in Losing Trades38,1435,0042,33
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades231
Number of Consecutive Winning Trades191
    
Max. Shares/Contracts Held100100100
Total Shares/Contracts Held22001400800
Total CommissionXXP 0,00XXP 0,00XXP 0,00
Total SlippageXXP 0,00XXP 0,00XXP 0,00
Account Size RequiredXXP 41613,00XXP 27874,00XXP 25040,00
    
Return On Account1417,98%805,77%1459,51%
    
Sharpe Ratio0,340,350,34
Average Sharpe Ratio0,250,250,24
Fröhlich-Faktor27,44  
    
Startdatum28.07.1999  
Enddatum12.10.2012  
Handelsperiode4825 Tage  
Im Markt aktiv3647 Tage  
Percent of Time in the Market75,59%  
    
Max. Drawdown(XXP 41613,00)(XXP 27874,00)(XXP 25040,00)
Datum Max. Drawdown13.08.201211.04.201213.08.2012
Max. Intraday Drawdown(XXP 112439,99)(XXP 72348,00)(XXP 112439,99)
Total Positions22148
Position Changes432716
Total Closed Positions21138
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jul. 19990,000 
Aug. 1999483,990 
Sep. 1999(20841,99)10,00%
Okt. 199925320,000 
Nov. 199939147,000 
Dez. 199959008,010 
    
Jan. 2000(21998,00)0 
Feb. 200049814,010 
Mrz. 20006692,970 
Apr. 20005440,040 
Mai 2000(10306,01)0 
Jun. 2000(5554,00)0 
Jul. 20006880,991100,00%
Aug. 20000,000 
Sep. 20000,000 
Okt. 20000,000 
Nov. 20000,000 
Dez. 200011259,990 
    
Jan. 2001(750,98)0 
Feb. 200146102,000 
Mrz. 200113387,990 
Apr. 2001(34000,98)0 
Mai 20019876,950 
Jun. 200118233,010 
Jul. 200115253,030 
Aug. 200134740,990 
Sep. 200144731,010 
Okt. 2001(18197,00)0 
Nov. 2001(17964,01)0 
Dez. 2001(14785,99)0 
    
Jan. 200210392,991100,00%
Feb. 20020,000 
Mrz. 20020,000 
Apr. 2002(1114,00)10,00%
Mai 200214843,990 
Jun. 200229240,010 
Jul. 200244759,990 
Aug. 2002(2350,00)0 
Sep. 200250490,010 
Okt. 2002(31460,01)0 
Nov. 2002(15085,00)1100,00%
Dez. 200219273,010 
    
Jan. 200313824,000 
Feb. 200310743,990 
Mrz. 200310387,000 
Apr. 2003(28737,00)0 
Mai 2003(583,01)0 
Jun. 2003(4576,99)1100,00%
Jul. 20033395,000 
Aug. 20033691,990 
Sep. 2003(16083,98)0 
Okt. 20039310,991100,00%
Nov. 20035457,000 
Dez. 200313019,000 
    
Jan. 20047767,000 
Feb. 20045484,990 
Mrz. 2004(10568,99)0 
Apr. 2004(1,00)0 
Mai 2004(10069,00)1100,00%
Jun. 20040,000 
Jul. 20040,000 
Aug. 20040,000 
Sep. 20040,000 
Okt. 20040,000 
Nov. 20041412,000 
Dez. 20047485,000 
    
Jan. 20053335,000 
Feb. 20057373,000 
Mrz. 2005(259,00)0 
Apr. 2005(12563,00)0 
Mai 20055294,001100,00%
Jun. 2005296,000 
Jul. 200514497,000 
Aug. 2005(6273,00)0 
Sep. 200516473,000 
Okt. 2005(10836,00)0 
Nov. 200512692,000 
Dez. 200513186,000 
    
Jan. 200611248,000 
Feb. 20068310,000 
Mrz. 20067923,000 
Apr. 2006(1384,00)0 
Mai 2006(23249,00)1100,00%
Jun. 20060,000 
Jul. 20060,000 
Aug. 20060,000 
Sep. 20069842,000 
Okt. 200610539,000 
Nov. 2006(1757,00)0 
Dez. 200613271,000 
    
Jan. 20075860,000 
Feb. 2007(9142,00)0 
Mrz. 2007(6591,00)1100,00%
Apr. 200721131,000 
Mai 200712031,000 
Jun. 2007(2288,00)0 
Jul. 2007(17408,00)0 
Aug. 2007(12666,00)1100,00%
Sep. 20070,000 
Okt. 20070,000 
Nov. 20070,000 
Dez. 20070,000 
    
Jan. 2008(10251,00)0 
Feb. 20086830,000 
Mrz. 20089644,000 
Apr. 2008(19696,00)0 
Mai 20084717,000 
Jun. 200842504,000 
Jul. 2008(1501,00)0 
Aug. 2008219,000 
Sep. 200832743,000 
Okt. 200844644,000 
Nov. 200816145,000 
Dez. 2008(2117,00)0 
    
Jan. 200921450,000 
Feb. 200926075,000 
Mrz. 2009(9490,00)0 
Apr. 2009(30421,00)0 
Mai 2009(4371,00)1100,00%
Jun. 2009(11726,00)0 
Jul. 200923644,000 
Aug. 200913704,000 
Sep. 20099746,000 
Okt. 2009(12913,00)0 
Nov. 20095375,000 
Dez. 200916899,000 
    
Jan. 2010(15638,00)1100,00%
Feb. 20100,000 
Mrz. 20100,000 
Apr. 20100,000 
Mai 20100,000 
Jun. 20106313,000 
Jul. 2010(16882,00)0 
Aug. 201011919,000 
Sep. 2010(12479,00)10,00%
Okt. 20109709,000 
Nov. 2010(9605,00)1100,00%
Dez. 2010(5383,00)0 
    
Jan. 201116081,000 
Feb. 20115946,000 
Mrz. 2011(22521,00)10,00%
Apr. 2011(5424,00)10,00%
Mai 20110,000 
Jun. 2011(9667,00)0 
Jul. 201117816,000 
Aug. 201136829,000 
Sep. 201112242,000 
Okt. 2011(20556,00)0 
Nov. 20115479,000 
Dez. 20114437,001100,00%
    
Jan. 20120,000 
Feb. 20122602,000 
Mrz. 2012(3483,00)0 
Apr. 2012(15692,00)10,00%
Mai 20125018,000 
Jun. 2012(14578,00)0 
Jul. 2012(6100,00)0 
Aug. 2012(9380,00)10,00%
Sep. 2012(7644,00)0 
Okt. 20121483,000 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
3. Quartal 1999(20358,00)10,00%
4. Quartal 1999123475,000 
    
1. Quartal 200034508,980 
2. Quartal 2000(10419,97)0 
3. Quartal 20006880,991100,00%
4. Quartal 200011259,990 
    
1. Quartal 200158739,010 
2. Quartal 2001(5891,02)0 
3. Quartal 200194725,020 
4. Quartal 2001(50947,00)0 
    
1. Quartal 200210392,991100,00%
2. Quartal 200242970,0110,00%
3. Quartal 200292900,000 
4. Quartal 2002(27272,00)1100,00%
    
1. Quartal 200334954,990 
2. Quartal 2003(33897,00)1100,00%
3. Quartal 2003(8996,99)0 
4. Quartal 200327786,991100,00%
    
1. Quartal 20042683,000 
2. Quartal 2004(10070,00)1100,00%
3. Quartal 20040,000 
4. Quartal 20048897,000 
    
1. Quartal 200510449,000 
2. Quartal 2005(6973,00)1100,00%
3. Quartal 200524697,000 
4. Quartal 200515042,000 
    
1. Quartal 200627481,000 
2. Quartal 2006(24633,00)1100,00%
3. Quartal 20069842,000 
4. Quartal 200622053,000 
    
1. Quartal 2007(9873,00)1100,00%
2. Quartal 200730874,000 
3. Quartal 2007(30074,00)1100,00%
4. Quartal 20070,000 
    
1. Quartal 20086223,000 
2. Quartal 200827525,000 
3. Quartal 200831461,000 
4. Quartal 200858672,000 
    
1. Quartal 200938035,000 
2. Quartal 2009(46518,00)1100,00%
3. Quartal 200947094,000 
4. Quartal 20099361,000 
    
1. Quartal 2010(15638,00)1100,00%
2. Quartal 20106313,000 
3. Quartal 2010(17442,00)10,00%
4. Quartal 2010(5279,00)1100,00%
    
1. Quartal 2011(494,00)10,00%
2. Quartal 2011(15091,00)10,00%
3. Quartal 201166887,000 
4. Quartal 2011(10640,00)1100,00%
    
1. Quartal 2012(881,00)0 
2. Quartal 2012(25252,00)10,00%
3. Quartal 2012(23124,00)10,00%
4. Quartal 20121483,000 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
1999103117,0010,00%
200042229,991100,00%
200196626,030 
2002118991,00366,67%
200319847,992100,00%
20041510,001100,00%
200543215,001100,00%
200634743,001100,00%
2007(9073,00)2100,00%
2008123881,000 
200947972,001100,00%
2010(32046,00)366,67%
201140662,00333,33%
2012(47774,00)20,00%