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

Tradesignal - Strategy Performance Report

Zusammengestellt am 15.10.2012 12:22:54
Performance für GOLD USD/OZ - XAUUSD GTM LAST Wöchentlich
 Alle TradesLong TradesShort Trades
Total Net Profit$1181164,00$1181164,00$0,00
Gross Profit$1188676,00$1188676,00$0,00
Gross Loss($7512,00)($7512,00)$0,00
Profit Factor158,24158,24k.A.
    
Open Position P/L($6846,04)($6846,04)$0,00
    
Total Number of Trades330
Percent Profitable66,67%66,67%0,00%
Number of Winning Trades220
Number of Losing Trades110
Number of Even Trades000
Number of Winning Bars5365360
Number of Losing Bars35350
Number of Even Bars000
    
Average Trade Net Profit$393721,33$393721,33$0,00
Average Winning Trade$594338,00$594338,00$0,00
Average Losing Trade($7512,00)($7512,00)$0,00
Ratio Avg.Win.:Avg.Los.79,1279,121,00
Largest Winning Trade$638688,00$638688,00$0,00
Largest Losing Trade($7512,00)($7512,00)$0,00
    
Max. Consecutive Winning Trades220
Max. Consecutive Losing Trades110
Average Bars In Total Tradesk.A.190,330,00
Total Bars in Tradek.A.5710
Average Bars in Winning Trades268,00268,000,00
Average Bars in Losing Trades35,0035,000,00
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades110
Number of Consecutive Winning Trades220
    
Max. Shares/Contracts Held100010000
Total Shares/Contracts Held400040000
Total Commission$42,00$42,00$0,00
Total Slippage$0,00$0,00$0,00
Account Size Required$7512,00$7512,00$0,00
    
Return On Account15723,70%15723,70%0,00%
    
Sharpe Ratio0,110,110,00
Average Sharpe Ratio(0,05)(0,05)0,00
Fröhlich-Faktor285,91  
    
Startdatum01.01.1999  
Enddatum21.10.2012  
Handelsperiode5042 Tage  
Im Markt aktiv3976 Tage  
Percent of Time in the Market78,86%  
    
Max. Drawdown($7512,00)($7512,00)k.A.
Datum Max. Drawdown19.08.200119.08.2001k.A.
Max. Intraday Drawdown($398539,92)($398539,92)$0,00
Total Positions440
Position Changes770
Total Closed Positions330
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 19990,000 
Feb. 19990,000 
Mrz. 19990,000 
Apr. 19990,000 
Mai 19990,000 
Jun. 19990,000 
Jul. 19990,000 
Aug. 19990,000 
Sep. 19990,000 
Okt. 19990,000 
Nov. 19995864,000 
Dez. 1999(9370,00)0 
    
Jan. 2000(4399,99)0 
Feb. 20009250,000 
Mrz. 2000(7600,01)0 
Apr. 2000(11649,99)0 
Mai 2000(950,01)0 
Jun. 200010750,000 
Jul. 2000594,0110,00%
Aug. 20000,000 
Sep. 20000,000 
Okt. 20000,000 
Nov. 20000,000 
Dez. 20000,000 
    
Jan. 20010,000 
Feb. 20010,000 
Mrz. 20010,000 
Apr. 20010,000 
Mai 20010,000 
Jun. 20010,000 
Jul. 20010,000 
Aug. 2001(905,99)0 
Sep. 200120350,010 
Okt. 2001(15850,01)0 
Nov. 2001(4450,01)0 
Dez. 20013649,990 
    
Jan. 20022900,020 
Feb. 200213299,990 
Mrz. 20029750,000 
Apr. 20028850,010 
Mai 20029199,980 
Jun. 2002(2049,99)0 
Jul. 2002(13549,99)0 
Aug. 20021000,000 
Sep. 200214099,980 
Okt. 2002(8299,99)0 
Nov. 20025949,980 
Dez. 200231600,010 
    
Jan. 200316700,010 
Feb. 2003(13700,01)0 
Mrz. 2003(21549,99)0 
Apr. 20032500,000 
Mai 200337250,000 
Jun. 2003(25000,00)0 
Jul. 200317500,000 
Aug. 200312600,010 
Sep. 200316250,000 
Okt. 2003(7250,00)0 
Nov. 200313500,000 
Dez. 200311499,970 
    
Jan. 20041800,020 
Feb. 2004(16350,01)0 
Mrz. 200426450,010 
Apr. 2004(27000,00)0 
Mai 2004(899,99)0 
Jun. 20047899,990 
Jul. 2004(8649,99)0 
Aug. 200412250,000 
Sep. 20044349,980 
Okt. 200416100,010 
Nov. 200425450,010 
Dez. 2004(8800,02)0 
    
Jan. 2005(15799,99)0 
Feb. 20056000,000 
Mrz. 2005(7500,00)0 
Apr. 20058500,000 
Mai 2005(14800,02)0 
Jun. 200521950,010 
Jul. 2005(11549,99)0 
Aug. 20057750,000 
Sep. 200525899,990 
Okt. 20058100,010 
Nov. 200525149,990 
Dez. 20057950,010 
    
Jan. 200655749,970 
Feb. 2006(2500,00)0 
Mrz. 20063200,010 
Apr. 200694200,010 
Mai 2006(830,02)0 
Jun. 2006(69519,96)0 
Jul. 200652949,950 
Aug. 2006(14349,98)0 
Sep. 2006(33049,99)0 
Okt. 20069849,980 
Nov. 200638419,980 
Dez. 2006(1169,98)0 
    
Jan. 20079299,990 
Feb. 200736450,010 
Mrz. 2007(25649,96)0 
Apr. 200724349,980 
Mai 2007(25450,01)0 
Jun. 2007(1849,98)0 
Jul. 20076849,980 
Aug. 20077000,000 
Sep. 200775400,020 
Okt. 200741599,980 
Nov. 200738600,040 
Dez. 200716699,950 
    
Jan. 200873400,020 
Feb. 200831500,000 
Mrz. 2008(13400,02)0 
Apr. 2008(44299,99)0 
Mai 200838700,010 
Jun. 20082599,980 
Jul. 20081100,040 
Aug. 2008(105956,01)1100,00%
Sep. 20080,000 
Okt. 20080,000 
Nov. 20080,000 
Dez. 20080,000 
    
Jan. 20090,000 
Feb. 20090,000 
Mrz. 2009(15906,01)0 
Apr. 2009(11200,01)0 
Mai 200966050,050 
Jun. 2009(39550,05)0 
Jul. 200911750,000 
Aug. 20093650,020 
Sep. 200936299,990 
Okt. 200964100,040 
Nov. 2009121799,930 
Dez. 2009(72699,95)0 
    
Jan. 2010(23250,00)0 
Feb. 201036750,000 
Mrz. 2010(11900,02)0 
Apr. 201051750,000 
Mai 201056460,080 
Jun. 201041620,000 
Jul. 2010(66680,05)0 
Aug. 201048969,970 
Sep. 201058580,080 
Okt. 201062829,960 
Nov. 20102989,990 
Dez. 201022979,980 
    
Jan. 2011(48510,01)0 
Feb. 201173700,070 
Mrz. 201119199,950 
Apr. 201178010,010 
Mai 201128680,050 
Jun. 2011(34080,08)0 
Jul. 2011124530,030 
Aug. 2011200770,020 
Sep. 2011(171420,04)0 
Okt. 201189900,020 
Nov. 2011(63280,03)0 
Dez. 2011(76199,95)0 
    
Jan. 2012131949,950 
Feb. 201233670,040 
Mrz. 2012(110310,06)0 
Apr. 2012590,090 
Mai 2012(83906,05)1100,00%
Jun. 20120,000 
Jul. 20120,000 
Aug. 20120,000 
Sep. 20120,000 
Okt. 2012(6846,04)0 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 19990,000 
2. Quartal 19990,000 
3. Quartal 19990,000 
4. Quartal 1999(3506,00)0 
    
1. Quartal 2000(2750,00)0 
2. Quartal 2000(1850,01)0 
3. Quartal 2000594,0110,00%
4. Quartal 20000,000 
    
1. Quartal 20010,000 
2. Quartal 20010,000 
3. Quartal 200119444,010 
4. Quartal 2001(16650,02)0 
    
1. Quartal 200225950,010 
2. Quartal 200216000,000 
3. Quartal 20021549,990 
4. Quartal 200229250,000 
    
1. Quartal 2003(18549,99)0 
2. Quartal 200314750,000 
3. Quartal 200346350,010 
4. Quartal 200317749,970 
    
1. Quartal 200411900,020 
2. Quartal 2004(20000,00)0 
3. Quartal 20047949,980 
4. Quartal 200432750,000 
    
1. Quartal 2005(17299,99)0 
2. Quartal 200515649,990 
3. Quartal 200522100,010 
4. Quartal 200541200,010 
    
1. Quartal 200656449,980 
2. Quartal 200623850,040 
3. Quartal 20065549,990 
4. Quartal 200647099,980 
    
1. Quartal 200720100,040 
2. Quartal 2007(2950,01)0 
3. Quartal 200789250,000 
4. Quartal 200796899,960 
    
1. Quartal 200891500,000 
2. Quartal 2008(3000,00)0 
3. Quartal 2008(104855,98)1100,00%
4. Quartal 20080,000 
    
1. Quartal 2009(15906,01)0 
2. Quartal 200915299,990 
3. Quartal 200951700,010 
4. Quartal 2009113200,010 
    
1. Quartal 20101599,980 
2. Quartal 2010149830,080 
3. Quartal 201040870,000 
4. Quartal 201088799,930 
    
1. Quartal 201144390,010 
2. Quartal 201172609,990 
3. Quartal 2011153880,000 
4. Quartal 2011(49579,96)0 
    
1. Quartal 201255309,940 
2. Quartal 2012(83315,96)1100,00%
3. Quartal 20120,000 
4. Quartal 2012(6846,04)0 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
1999(3506,00)0 
2000(4006,00)10,00%
20012793,990 
200272750,000 
200360299,990 
200432600,010 
200561650,020 
2006132949,980 
2007203299,990 
2008(16355,98)1100,00%
2009164294,000 
2010281099,980 
2011221300,050 
2012(34852,06)1100,00%