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

Tradesignal - Strategy Performance Report

Zusammengestellt am 10.11.2012 14:46:53
Performance für NIKKEI 225 - .N225 LAST Wöchentlich
 Alle TradesLong TradesShort Trades
Total Net ProfitJPY 17722674,00JPY 3726462,00JPY 13996212,00
Gross ProfitJPY 19626878,00JPY 4918154,00JPY 14708724,00
Gross Loss(JPY 1904204,00)(JPY 1191692,00)(JPY 712512,00)
Profit Factor10,314,1320,64
    
Open Position P/L(JPY 243222,39)(JPY 243222,39)JPY 0,00
    
Total Number of Trades1477
Percent Profitable57,14%57,14%57,14%
Number of Winning Trades844
Number of Losing Trades633
Number of Even Trades000
Number of Winning Bars452193259
Number of Losing Bars1025745
Number of Even Bars000
    
Average Trade Net ProfitJPY 1265905,29JPY 532351,71JPY 1999458,86
Average Winning TradeJPY 2453359,75JPY 1229538,50JPY 3677181,00
Average Losing Trade(JPY 317367,33)(JPY 397230,67)(JPY 237504,00)
Ratio Avg.Win.:Avg.Los.7,733,1015,48
Largest Winning TradeJPY 7572146,00JPY 2430906,00JPY 7572146,00
Largest Losing Trade(JPY 476914,00)(JPY 476914,00)(JPY 370644,00)
    
Max. Consecutive Winning Trades423
Max. Consecutive Losing Trades321
Average Bars In Total Tradesk.A.35,7143,43
Total Bars in Tradek.A.250304
Average Bars in Winning Trades56,5048,2564,75
Average Bars in Losing Trades17,0019,0015,00
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades121
Number of Consecutive Winning Trades121
    
Max. Shares/Contracts Held100010001000
Total Shares/Contracts Held1500080007000
Total CommissionJPY 348,00JPY 180,00JPY 168,00
Total SlippageJPY 0,00JPY 0,00JPY 0,00
Account Size RequiredJPY 802934,00JPY 778700,00JPY 370644,00
    
Return On Account2207,24%478,55%3776,19%
    
Sharpe Ratio0,250,270,25
Average Sharpe Ratio0,150,210,12
Fröhlich-Faktor20,64  
    
Startdatum01.01.1999  
Enddatum11.11.2012  
Handelsperiode5063 Tage  
Im Markt aktiv3780 Tage  
Percent of Time in the Market74,66%  
    
Max. Drawdown(JPY 802934,00)(JPY 778700,00)(JPY 370644,00)
Datum Max. Drawdown26.06.201111.11.201228.05.2000
Max. Intraday Drawdown(JPY 4211142,21)(JPY 5074301,26)(JPY 3122230,47)
Total Positions1587
Position Changes291514
Total Closed Positions1477
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 1999(720212,00)0 
Feb. 1999349568,0010,00%
Mrz. 19990,000 
Apr. 1999126158,000 
Mai 1999(950570,31)0 
Jun. 19991463839,840 
Jul. 199997919,920 
Aug. 199964929,690 
Sep. 1999(727638,67)0 
Okt. 19991070349,610 
Nov. 1999972419,920 
Dez. 1999(329550,78)0 
    
Jan. 2000849830,080 
Feb. 2000383101,560 
Mrz. 2000140199,220 
Apr. 2000(1984380,86)0 
Mai 20001286507,131100,00%
Jun. 2000(955071,29)0 
Jul. 20001124640,630 
Aug. 2000(1072759,77)0 
Sep. 20001093080,080 
Okt. 20001236049,800 
Nov. 2000266850,590 
Dez. 2000529659,180 
    
Jan. 200189630,860 
Feb. 2001450059,570 
Mrz. 200131459,960 
Apr. 2001(719780,27)0 
Mai 2001168400,390 
Jun. 2001721309,570 
Jul. 20011246530,270 
Aug. 2001631770,510 
Sep. 20011391629,880 
Okt. 2001(1020480,47)0 
Nov. 200198339,840 
Dez. 2001154200,200 
    
Jan. 2002398480,470 
Feb. 2002(212640,63)0 
Mrz. 2002(585731,73)1100,00%
Apr. 20020,000 
Mai 20020,000 
Jun. 20020,000 
Jul. 20020,000 
Aug. 2002(230152,20)0 
Sep. 2002337009,770 
Okt. 2002804150,390 
Nov. 2002(46269,53)0 
Dez. 200258509,770 
    
Jan. 2003(17600,59)0 
Feb. 2003218110,350 
Mrz. 2003233379,880 
Apr. 2003580660,160 
Mai 2003(485259,77)0 
Jun. 2003(605282,23)1100,00%
Jul. 20030,000 
Aug. 20030,000 
Sep. 2003(265931,57)0 
Okt. 200317259,770 
Nov. 2003(235129,88)0 
Dez. 2003316839,840 
    
Jan. 2004651599,610 
Feb. 2004(27089,84)0 
Mrz. 2004728730,470 
Apr. 2004350009,770 
Mai 2004(811090,82)0 
Jun. 2004470830,080 
Jul. 2004(593069,34)0 
Aug. 200487107,921100,00%
Sep. 20040,000 
Okt. 20040,000 
Nov. 20040,000 
Dez. 20040,000 
    
Jan. 2005(137701,92)0 
Feb. 2005337669,920 
Mrz. 2005102849,610 
Apr. 2005(715149,41)0 
Mai 2005(672,20)10,00%
Jun. 20050,000 
Jul. 20050,000 
Aug. 2005184937,490 
Sep. 2005719879,880 
Okt. 2005187180,660 
Nov. 20051396040,040 
Dez. 20051198790,040 
    
Jan. 2006519309,570 
Feb. 2006(358770,51)0 
Mrz. 2006458959,960 
Apr. 2006345361,330 
Mai 2006(935470,70)0 
Jun. 2006(1285311,77)1100,00%
Jul. 20060,000 
Aug. 20060,000 
Sep. 20060,000 
Okt. 20065858,310 
Nov. 2006(934470,70)0 
Dez. 20061491230,470 
    
Jan. 2007196099,610 
Feb. 2007766490,230 
Mrz. 2007(707810,55)0 
Apr. 2007(80199,22)0 
Mai 200780798,830 
Jun. 2007707419,920 
Jul. 2007(904818,36)0 
Aug. 2007(492022,55)1100,00%
Sep. 2007(356691,45)0 
Okt. 2007280060,550 
Nov. 20071616859,370 
Dez. 2007(419009,77)0 
    
Jan. 20081678619,140 
Feb. 2008128700,200 
Mrz. 2008679990,230 
Apr. 2008(1043000,00)0 
Mai 2008(148729,49)0 
Jun. 2008467839,840 
Jul. 2008209599,610 
Aug. 2008261889,650 
Sep. 20081179709,960 
Okt. 20084244080,570 
Nov. 2008(863189,94)0 
Dez. 2008(227250,00)0 
    
Jan. 2009994269,530 
Feb. 2009328870,120 
Mrz. 2009(1210589,84)0 
Apr. 2009(229882,27)1100,00%
Mai 20090,000 
Jun. 20090,000 
Jul. 20090,000 
Aug. 20090,000 
Sep. 20090,000 
Okt. 20090,000 
Nov. 20090,000 
Dez. 20090,000 
    
Jan. 20100,000 
Feb. 2010(86341,73)0 
Mrz. 2010870339,840 
Apr. 2010(81910,16)0 
Mai 2010(1151479,49)0 
Jun. 2010344255,0610,00%
Jul. 2010306520,510 
Aug. 2010439900,390 
Sep. 2010(480610,35)0 
Okt. 2010269219,730 
Nov. 2010(931041,80)10,00%
Dez. 2010203518,430 
    
Jan. 201181149,410 
Feb. 2011166419,920 
Mrz. 2011(990629,88)0 
Apr. 2011237768,1210,00%
Mai 20110,000 
Jun. 2011(295481,96)0 
Jul. 2011(154320,31)0 
Aug. 20111035250,000 
Sep. 2011237520,510 
Okt. 2011(490209,96)0 
Nov. 2011890459,960 
Dez. 2011(235150,39)0 
    
Jan. 2012(446059,57)0 
Feb. 2012(112822,27)1100,00%
Mrz. 20120,000 
Apr. 20120,000 
Mai 20120,000 
Jun. 20120,000 
Jul. 20120,000 
Aug. 2012(387571,77)0 
Sep. 2012200599,610 
Okt. 2012(62899,41)0 
Nov. 2012(310984,82)10,00%
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 1999(370644,00)10,00%
2. Quartal 1999639427,530 
3. Quartal 1999(564789,06)0 
4. Quartal 19991713218,750 
    
1. Quartal 20001373130,860 
2. Quartal 2000(1652945,02)1100,00%
3. Quartal 20001144960,940 
4. Quartal 20002032559,570 
    
1. Quartal 2001571150,390 
2. Quartal 2001169929,690 
3. Quartal 20013269930,660 
4. Quartal 2001(767940,43)0 
    
1. Quartal 2002(399891,88)1100,00%
2. Quartal 20020,000 
3. Quartal 2002106857,570 
4. Quartal 2002816390,630 
    
1. Quartal 2003433889,650 
2. Quartal 2003(509881,84)1100,00%
3. Quartal 2003(265931,57)0 
4. Quartal 200398969,730 
    
1. Quartal 20041353240,230 
2. Quartal 20049749,020 
3. Quartal 2004(505961,41)1100,00%
4. Quartal 20040,000 
    
1. Quartal 2005302817,610 
2. Quartal 2005(715821,61)10,00%
3. Quartal 2005904817,380 
4. Quartal 20052782010,740 
    
1. Quartal 2006619499,020 
2. Quartal 2006(1875421,14)1100,00%
3. Quartal 20060,000 
4. Quartal 2006562618,080 
    
1. Quartal 2007254779,300 
2. Quartal 2007708019,530 
3. Quartal 2007(1753532,36)1100,00%
4. Quartal 20071477910,160 
    
1. Quartal 20082487309,570 
2. Quartal 2008(723889,65)0 
3. Quartal 20081651199,220 
4. Quartal 20083153640,620 
    
1. Quartal 2009112549,800 
2. Quartal 2009(229882,27)1100,00%
3. Quartal 20090,000 
4. Quartal 20090,000 
    
1. Quartal 2010783998,120 
2. Quartal 2010(889134,59)10,00%
3. Quartal 2010265810,550 
4. Quartal 2010(458303,65)10,00%
    
1. Quartal 2011(743060,55)0 
2. Quartal 2011(57713,84)10,00%
3. Quartal 20111118450,200 
4. Quartal 2011165099,610 
    
1. Quartal 2012(558881,84)1100,00%
2. Quartal 20120,000 
3. Quartal 2012(186972,16)0 
4. Quartal 2012(373884,23)10,00%
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
19991417213,2210,00%
20002897706,351100,00%
20013243070,310 
2002523356,311100,00%
2003(242954,04)1100,00%
2004857027,841100,00%
20053273824,1210,00%
2006(693304,04)1100,00%
2007687176,621100,00%
20086568259,770 
2009(117332,47)1100,00%
2010(297629,57)20,00%
2011482775,4110,00%
2012(1119738,23)250,00%