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

Tradesignal - Strategy Performance Report

Zusammengestellt am 13.10.2012 16:57:48
Performance für DJ Euro STXX 50 Inx - FESX c1 EUX LAST Wöchentlich
 Alle TradesLong TradesShort Trades
Total Net Profit€284568,00€108828,00€175740,00
Gross Profit€301254,00€109540,00€191714,00
Gross Loss(€16686,00)(€712,00)(€15974,00)
Profit Factor18,05153,8512,00
    
Open Position P/L(€5456,00)(€5456,00)€0,00
    
Total Number of Trades1165
Percent Profitable72,73%83,33%60,00%
Number of Winning Trades853
Number of Losing Trades312
Number of Even Trades000
Number of Winning Bars470275195
Number of Losing Bars733439
Number of Even Bars000
    
Average Trade Net Profit€25869,82€18138,00€35148,00
Average Winning Trade€37656,75€21908,00€63904,67
Average Losing Trade(€5562,00)(€712,00)(€7987,00)
Ratio Avg.Win.:Avg.Los.6,7730,778,00
Largest Winning Trade€76638,00€39788,00€76638,00
Largest Losing Trade(€15662,00)(€712,00)(€15662,00)
    
Max. Consecutive Winning Trades853
Max. Consecutive Losing Trades312
Average Bars In Total Tradesk.A.51,5046,80
Total Bars in Tradek.A.309234
Average Bars in Winning Trades58,7555,0065,00
Average Bars in Losing Trades24,3334,0019,50
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades312
Number of Consecutive Winning Trades853
    
Max. Shares/Contracts Held505050
Total Shares/Contracts Held600350250
Total Commission€138,00€78,00€60,00
Total Slippage€0,00€0,00€0,00
Account Size Required€16692,00€718,00€15974,00
    
Return On Account1704,82%15157,10%1100,16%
    
Sharpe Ratio0,240,250,24
Average Sharpe Ratio0,200,210,16
Fröhlich-Faktor47,14  
    
Startdatum31.10.1999  
Enddatum14.10.2012  
Handelsperiode4732 Tage  
Im Markt aktiv3745 Tage  
Percent of Time in the Market79,14%  
    
Max. Drawdown(€16692,00)(€718,00)(€15974,00)
Datum Max. Drawdown23.09.201223.09.201209.09.2012
Max. Intraday Drawdown(€56750,00)(€40350,00)(€56750,00)
Total Positions1275
Position Changes231310
Total Closed Positions1165
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Okt. 19990,000 
Nov. 19990,000 
Dez. 199918394,000 
    
Jan. 2000(1450,00)0 
Feb. 200023900,000 
Mrz. 20007650,000 
Apr. 2000(3900,00)0 
Mai 2000(13450,00)0 
Jun. 20009350,000 
Jul. 2000(9400,00)0 
Aug. 20006544,001100,00%
Sep. 20000,000 
Okt. 20000,000 
Nov. 20000,000 
Dez. 200010244,000 
    
Jan. 2001850,000 
Feb. 200126500,000 
Mrz. 200113700,000 
Apr. 2001(24500,00)0 
Mai 2001(1600,00)0 
Jun. 200115000,000 
Jul. 200111000,000 
Aug. 20014850,000 
Sep. 200131050,000 
Okt. 2001(15400,00)0 
Nov. 2001(7550,00)0 
Dez. 2001(1450,00)0 
    
Jan. 20025750,000 
Feb. 200214450,000 
Mrz. 2002(16606,00)1100,00%
Apr. 20020,000 
Mai 2002(906,00)0 
Jun. 200216700,000 
Jul. 200230850,000 
Aug. 2002(13100,00)0 
Sep. 200226500,000 
Okt. 2002(9050,00)0 
Nov. 2002(9650,00)0 
Dez. 200215750,000 
    
Jan. 20036450,000 
Feb. 2003400,000 
Mrz. 20034850,000 
Apr. 2003(8300,00)0 
Mai 2003400,000 
Jun. 2003(12106,00)1100,00%
Jul. 2003(1506,00)0 
Aug. 20035600,000 
Sep. 2003(6200,00)0 
Okt. 20031550,000 
Nov. 20037950,000 
Dez. 20034100,000 
    
Jan. 20048050,000 
Feb. 2004250,000 
Mrz. 2004(6600,00)0 
Apr. 20046750,000 
Mai 2004(5700,00)0 
Jun. 20043700,000 
Jul. 2004(5206,00)1100,00%
Aug. 20040,000 
Sep. 20040,000 
Okt. 20040,000 
Nov. 20043494,000 
Dez. 20042700,000 
    
Jan. 2005100,000 
Feb. 20055600,000 
Mrz. 200550,000 
Apr. 2005(4650,00)0 
Mai 20057400,000 
Jun. 20053600,000 
Jul. 20058750,000 
Aug. 2005(5200,00)0 
Sep. 20055700,000 
Okt. 2005(4100,00)0 
Nov. 200510250,000 
Dez. 20056000,000 
    
Jan. 20063550,000 
Feb. 20067200,000 
Mrz. 20061600,000 
Apr. 2006(1250,00)0 
Mai 2006(4800,00)0 
Jun. 2006(6650,00)0 
Jul. 2006444,001100,00%
Aug. 20060,000 
Sep. 2006(6,00)0 
Okt. 20068750,000 
Nov. 20061100,000 
Dez. 20064700,000 
    
Jan. 20071250,000 
Feb. 20073800,000 
Mrz. 2007(3100,00)0 
Apr. 200710050,000 
Mai 20077100,000 
Jun. 2007(1350,00)0 
Jul. 2007(12750,00)0 
Aug. 20073350,000 
Sep. 20074200,000 
Okt. 20073950,000 
Nov. 2007(9850,00)0 
Dez. 20075450,000 
    
Jan. 20082988,001100,00%
Feb. 2008(1250,00)0 
Mrz. 20088300,000 
Apr. 2008(10950,00)0 
Mai 20081900,000 
Jun. 200819500,000 
Jul. 2008(400,00)0 
Aug. 2008(100,00)0 
Sep. 20088300,000 
Okt. 200843550,000 
Nov. 2008(5750,00)0 
Dez. 20084400,000 
    
Jan. 200910150,000 
Feb. 20097850,000 
Mrz. 2009(5700,00)0 
Apr. 2009(10650,00)0 
Mai 2009(3906,00)1100,00%
Jun. 20090,000 
Jul. 20090,000 
Aug. 20095744,000 
Sep. 20091350,000 
Okt. 20093000,000 
Nov. 2009(3500,00)0 
Dez. 20098300,000 
    
Jan. 2010(11350,00)0 
Feb. 2010(2406,00)1100,00%
Mrz. 20100,000 
Apr. 20100,000 
Mai 20100,000 
Jun. 20100,000 
Jul. 20100,000 
Aug. 20100,000 
Sep. 20100,000 
Okt. 20100,000 
Nov. 2010(7406,00)0 
Dez. 20106650,000 
    
Jan. 20114100,000 
Feb. 20112350,000 
Mrz. 2011(3750,00)0 
Apr. 20111900,000 
Mai 2011(3150,00)0 
Jun. 2011(4500,00)0 
Jul. 20113094,0010,00%
Aug. 20116944,000 
Sep. 20118150,000 
Okt. 2011(22100,00)0 
Nov. 201118450,000 
Dez. 2011(10600,00)0 
    
Jan. 2012(1156,00)10,00%
Feb. 20120,000 
Mrz. 20120,000 
Apr. 20120,000 
Mai 2012(1256,00)0 
Jun. 2012(2450,00)0 
Jul. 2012(6950,00)0 
Aug. 2012(5150,00)0 
Sep. 2012(5762,00)10,00%
Okt. 2012450,000 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
4. Quartal 199918394,000 
    
1. Quartal 200030100,000 
2. Quartal 2000(8000,00)0 
3. Quartal 2000(2856,00)1100,00%
4. Quartal 200010244,000 
    
1. Quartal 200141050,000 
2. Quartal 2001(11100,00)0 
3. Quartal 200146900,000 
4. Quartal 2001(24400,00)0 
    
1. Quartal 20023594,001100,00%
2. Quartal 200215794,000 
3. Quartal 200244250,000 
4. Quartal 2002(2950,00)0 
    
1. Quartal 200311700,000 
2. Quartal 2003(20006,00)1100,00%
3. Quartal 2003(2106,00)0 
4. Quartal 200313600,000 
    
1. Quartal 20041700,000 
2. Quartal 20044750,000 
3. Quartal 2004(5206,00)1100,00%
4. Quartal 20046194,000 
    
1. Quartal 20055750,000 
2. Quartal 20056350,000 
3. Quartal 20059250,000 
4. Quartal 200512150,000 
    
1. Quartal 200612350,000 
2. Quartal 2006(12700,00)0 
3. Quartal 2006438,001100,00%
4. Quartal 200614550,000 
    
1. Quartal 20071950,000 
2. Quartal 200715800,000 
3. Quartal 2007(5200,00)0 
4. Quartal 2007(450,00)0 
    
1. Quartal 200810038,001100,00%
2. Quartal 200810450,000 
3. Quartal 20087800,000 
4. Quartal 200842200,000 
    
1. Quartal 200912300,000 
2. Quartal 2009(14556,00)1100,00%
3. Quartal 20097094,000 
4. Quartal 20097800,000 
    
1. Quartal 2010(13756,00)1100,00%
2. Quartal 20100,000 
3. Quartal 20100,000 
4. Quartal 2010(756,00)0 
    
1. Quartal 20112700,000 
2. Quartal 2011(5750,00)0 
3. Quartal 201118188,0010,00%
4. Quartal 2011(14250,00)0 
    
1. Quartal 2012(1156,00)10,00%
2. Quartal 2012(3706,00)0 
3. Quartal 2012(17862,00)10,00%
4. Quartal 2012450,000 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
199918394,000 
200029488,001100,00%
200152450,000 
200260688,001100,00%
20033188,001100,00%
20047438,001100,00%
200533500,000 
200614638,001100,00%
200712100,000 
200870488,001100,00%
200912638,001100,00%
2010(14512,00)1100,00%
2011888,0010,00%
2012(22274,00)20,00%