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

Tradesignal - Strategy Performance Report

Zusammengestellt am 16.12.2012 18:46:03
Performance für NASDAQ 100 INDEX - .NDX.X LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net ProfitXXP 4434046,00XXP 2264258,00XXP 2169788,00
Gross ProfitXXP 5495248,00XXP 2481476,00XXP 3013772,00
Gross Loss(XXP 1061202,00)(XXP 217218,00)(XXP 843984,00)
Profit Factor5,1811,423,57
    
Open Position P/LXXP 0,00XXP 0,00XXP 0,00
    
Total Number of Trades221111
Percent Profitable50,00%63,64%36,36%
Number of Winning Trades1174
Number of Losing Trades1147
Number of Even Trades000
Number of Winning Bars26751706969
Number of Losing Bars322139183
Number of Even Bars000
    
Average Trade Net ProfitXXP 201547,55XXP 205841,64XXP 197253,45
Average Winning TradeXXP 499568,00XXP 354496,57XXP 753443,00
Average Losing Trade(XXP 96472,91)(XXP 54304,50)(XXP 120569,14)
Ratio Avg.Win.:Avg.Los.5,186,536,25
Largest Winning TradeXXP 2110528,00XXP 1246568,00XXP 2110528,00
Largest Losing Trade(XXP 267982,00)(XXP 133952,00)(XXP 267982,00)
    
Max. Consecutive Winning Trades543
Max. Consecutive Losing Trades736
Average Bars In Total Tradesk.A.167,73104,73
Total Bars in Tradek.A.18451152
Average Bars in Winning Trades243,18243,71242,25
Average Bars in Losing Trades29,2734,7526,14
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades136
Number of Consecutive Winning Trades111
    
Max. Shares/Contracts Held100010001000
Total Shares/Contracts Held220001100011000
Total CommissionXXP 264,00XXP 132,00XXP 132,00
Total SlippageXXP 0,00XXP 0,00XXP 0,00
Account Size RequiredXXP 724570,00XXP 210692,00XXP 767932,00
    
Return On Account611,96%1074,68%282,55%
    
Sharpe Ratio0,340,350,33
Average Sharpe Ratio0,230,240,19
Fröhlich-Faktor7,40  
    
Startdatum01.01.1999  
Enddatum14.12.2012  
Handelsperiode5096 Tage  
Im Markt aktiv4318 Tage  
Percent of Time in the Market84,73%  
    
Max. Drawdown(XXP 724570,00)(XXP 210692,00)(XXP 767932,00)
Datum Max. Drawdown19.01.201219.01.201213.12.2012
Max. Intraday Drawdown(XXP 1919080,08)(XXP 1919080,08)(XXP 1201862,05)
Total Positions221111
Position Changes442222
Total Closed Positions221111
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 1999272793,940 
Feb. 1999(201909,91)0 
Mrz. 1999181109,860 
Apr. 199930000,000 
Mai 1999(46689,94)0 
Jun. 1999207070,070 
Jul. 1999(25840,09)0 
Aug. 1999125940,190 
Sep. 199911029,790 
Okt. 1999229540,040 
Nov. 1999329270,020 
Dez. 1999741120,120 
    
Jan. 2000(137780,03)0 
Feb. 2000696889,890 
Mrz. 2000130899,900 
Apr. 2000(624659,91)0 
Mai 2000(672215,93)1100,00%
Jun. 20000,000 
Jul. 20000,000 
Aug. 20000,000 
Sep. 2000147533,890 
Okt. 2000288310,060 
Nov. 2000775760,010 
Dez. 2000164840,090 
    
Jan. 2001(251300,05)0 
Feb. 2001684680,050 
Mrz. 2001335069,950 
Apr. 2001(281900,02)0 
Mai 200155260,010 
Jun. 2001(30299,93)0 
Jul. 2001146579,960 
Aug. 2001213910,030 
Sep. 2001301329,960 
Okt. 2001(196410,03)0 
Nov. 2001(242835,97)1100,00%
Dez. 20010,000 
    
Jan. 20020,000 
Feb. 2002117024,030 
Mrz. 2002(93590,09)0 
Apr. 2002175740,110 
Mai 200268729,980 
Jun. 2002156929,930 
Jul. 200289310,060 
Aug. 200219719,970 
Sep. 2002109859,990 
Okt. 2002(157019,96)0 
Nov. 2002(126560,00)0 
Dez. 2002131729,980 
    
Jan. 20031320,010 
Feb. 2003(26690,00)0 
Mrz. 200318133,991100,00%
Apr. 20030,000 
Mai 200393504,010 
Jun. 20033799,930 
Jul. 200375250,000 
Aug. 200364260,010 
Sep. 2003(37500,00)0 
Okt. 2003112690,060 
Nov. 20037859,990 
Dez. 200343670,040 
    
Jan. 200425159,910 
Feb. 2004(22699,95)0 
Mrz. 2004(31969,97)0 
Apr. 2004(37050,05)0 
Mai 20047694,011100,00%
Jun. 20040,000 
Jul. 200432873,990 
Aug. 200431710,080 
Sep. 2004(44060,06)0 
Okt. 200434947,961100,00%
Nov. 200484780,030 
Dez. 200449620,000 
    
Jan. 2005(101489,99)0 
Feb. 2005(8609,99)0 
Mrz. 2005(28490,11)0 
Apr. 2005(56805,91)10,00%
Mai 20050,000 
Jun. 20050,000 
Jul. 200534824,010 
Aug. 2005(23430,05)0 
Sep. 200519949,950 
Okt. 2005(22479,98)0 
Nov. 200593380,000 
Dez. 2005(27359,99)0 
    
Jan. 200665550,050 
Feb. 2006(40180,05)0 
Mrz. 200633089,970 
Apr. 2006(2949,95)0 
Mai 2006(61061,92)1100,00%
Jun. 20064349,980 
Jul. 200665800,050 
Aug. 2006(70300,05)0 
Sep. 2006(86306,02)10,00%
Okt. 20064303,920 
Nov. 200658710,080 
Dez. 2006(34350,10)0 
    
Jan. 200735380,000 
Feb. 2007(30630,00)0 
Mrz. 200710710,080 
Apr. 200795390,010 
Mai 200760439,940 
Jun. 20075910,030 
Jul. 2007(2040,04)0 
Aug. 200756670,040 
Sep. 2007102379,880 
Okt. 2007147870,120 
Nov. 2007(149880,13)0 
Dez. 2007(4169,92)0 
    
Jan. 2008(116121,85)1100,00%
Feb. 200896149,900 
Mrz. 2008(36659,91)0 
Apr. 2008(135770,02)0 
Mai 2008(114870,00)0 
Jun. 2008195479,980 
Jul. 2008(12059,94)0 
Aug. 2008(23390,01)0 
Sep. 2008277909,910 
Okt. 2008259849,980 
Nov. 2008149030,030 
Dez. 2008(25900,02)0 
    
Jan. 200931400,020 
Feb. 200963260,010 
Mrz. 2009(120020,02)0 
Apr. 2009(157319,95)0 
Mai 2009(26786,04)1100,00%
Jun. 20090,000 
Jul. 20090,000 
Aug. 20091693,940 
Sep. 200993800,050 
Okt. 2009(51859,99)0 
Nov. 2009100299,930 
Dez. 200992880,000 
    
Jan. 2010(119270,02)0 
Feb. 201077640,010 
Mrz. 2010139660,030 
Apr. 201042290,040 
Mai 2010(148239,99)0 
Jun. 2010(46526,01)1100,00%
Jul. 20100,000 
Aug. 2010(4755,93)0 
Sep. 2010(156546,07)10,00%
Okt. 2010109973,950 
Nov. 2010(7120,12)0 
Dez. 2010100530,030 
    
Jan. 201164050,050 
Feb. 201169080,080 
Mrz. 2011(12000,00)0 
Apr. 201165089,840 
Mai 2011(31539,79)0 
Jun. 2011(162796,04)1100,00%
Jul. 20110,000 
Aug. 2011(64476,01)0 
Sep. 2011(77545,99)10,00%
Okt. 2011(267982,00)10,00%
Nov. 2011(133952,00)10,00%
Dez. 2011(94741,83)30,00%
    
Jan. 2012(53062,21)10,00%
Feb. 2012155149,900 
Mrz. 2012132170,170 
Apr. 2012(31590,09)0 
Mai 2012(198810,06)0 
Jun. 201290850,100 
Jul. 201226810,060 
Aug. 2012129709,960 
Sep. 201226949,950 
Okt. 2012(113645,94)1100,00%
Nov. 2012(103265,88)0 
Dez. 201210513,8810,00%
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 1999251993,890 
2. Quartal 1999190380,130 
3. Quartal 1999111129,880 
4. Quartal 19991299930,180 
    
1. Quartal 2000690009,770 
2. Quartal 2000(1296875,84)1100,00%
3. Quartal 2000147533,890 
4. Quartal 20001228910,160 
    
1. Quartal 2001768449,950 
2. Quartal 2001(256939,94)0 
3. Quartal 2001661819,950 
4. Quartal 2001(439246,00)1100,00%
    
1. Quartal 200223433,940 
2. Quartal 2002401400,020 
3. Quartal 2002218890,010 
4. Quartal 2002(151849,98)0 
    
1. Quartal 2003(7236,00)1100,00%
2. Quartal 200397303,940 
3. Quartal 2003102010,010 
4. Quartal 2003164220,090 
    
1. Quartal 2004(29510,01)0 
2. Quartal 2004(29356,03)1100,00%
3. Quartal 200420524,010 
4. Quartal 2004169347,991100,00%
    
1. Quartal 2005(138590,09)0 
2. Quartal 2005(56805,91)10,00%
3. Quartal 200531343,910 
4. Quartal 200543540,040 
    
1. Quartal 200658459,960 
2. Quartal 2006(59661,89)1100,00%
3. Quartal 2006(90806,02)10,00%
4. Quartal 200628663,900 
    
1. Quartal 200715460,080 
2. Quartal 2007161739,990 
3. Quartal 2007157009,890 
4. Quartal 2007(6179,93)0 
    
1. Quartal 2008(56631,86)1100,00%
2. Quartal 2008(55160,03)0 
3. Quartal 2008242459,960 
4. Quartal 2008382979,980 
    
1. Quartal 2009(25359,99)0 
2. Quartal 2009(184105,99)1100,00%
3. Quartal 200995493,990 
4. Quartal 2009141319,950 
    
1. Quartal 201098030,030 
2. Quartal 2010(152475,97)1100,00%
3. Quartal 2010(161302,00)10,00%
4. Quartal 2010203383,860 
    
1. Quartal 2011121130,130 
2. Quartal 2011(129245,99)1100,00%
3. Quartal 2011(142022,00)10,00%
4. Quartal 2011(496675,83)50,00%
    
1. Quartal 2012234257,8510,00%
2. Quartal 2012(139550,05)0 
3. Quartal 2012183469,970 
4. Quartal 2012(206397,94)250,00%
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
19991853434,080 
2000769577,971100,00%
2001734083,951100,00%
2002491874,000 
2003356298,041100,00%
2004131005,952100,00%
2005(120512,04)10,00%
2006(63344,05)250,00%
2007328030,030 
2008513648,041100,00%
200927347,961100,00%
2010(12364,07)250,00%
2011(646813,70)714,29%
201271779,83333,33%