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

Tradesignal - Strategy Performance Report

Zusammengestellt am 15.11.2012 18:05:59
Performance für NASDAQ 100 INDEX - .NDX.X LAST Wöchentlich
 Alle TradesLong TradesShort Trades
Total Net ProfitXXP 5728318,00XXP 3339254,00XXP 2389064,00
Gross ProfitXXP 6473192,00XXP 3394526,00XXP 3078666,00
Gross Loss(XXP 744874,00)(XXP 55272,00)(XXP 689602,00)
Profit Factor8,6961,414,46
    
Open Position P/LXXP 0,00XXP 0,00XXP 0,00
    
Total Number of Trades1688
Percent Profitable56,25%87,50%25,00%
Number of Winning Trades972
Number of Losing Trades716
Number of Even Trades000
Number of Winning Bars544394150
Number of Losing Bars1172691
Number of Even Bars000
    
Average Trade Net ProfitXXP 358019,88XXP 417406,75XXP 298633,00
Average Winning TradeXXP 719243,56XXP 484932,29XXP 1539333,00
Average Losing Trade(XXP 106410,57)(XXP 55272,00)(XXP 114933,67)
Ratio Avg.Win.:Avg.Los.6,768,7713,39
Largest Winning TradeXXP 2665638,00XXP 1973838,00XXP 2665638,00
Largest Losing Trade(XXP 156812,00)(XXP 55272,00)(XXP 156812,00)
    
Max. Consecutive Winning Trades351
Max. Consecutive Losing Trades314
Average Bars In Total Tradesk.A.52,5030,12
Total Bars in Tradek.A.420241
Average Bars in Winning Trades60,4456,2975,00
Average Bars in Losing Trades16,7126,0015,17
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades112
Number of Consecutive Winning Trades151
    
Max. Shares/Contracts Held100010001000
Total Shares/Contracts Held1600080008000
Total CommissionXXP 192,00XXP 96,00XXP 96,00
Total SlippageXXP 0,00XXP 0,00XXP 0,00
Account Size RequiredXXP 409346,00XXP 55278,00XXP 502394,00
    
Return On Account1399,38%6040,84%475,54%
    
Sharpe Ratio0,310,310,30
Average Sharpe Ratio0,220,220,14
Fröhlich-Faktor15,40  
    
Startdatum01.01.1999  
Enddatum18.11.2012  
Handelsperiode5070 Tage  
Im Markt aktiv4515 Tage  
Percent of Time in the Market89,05%  
    
Max. Drawdown(XXP 409346,00)(XXP 55278,00)(XXP 502394,00)
Datum Max. Drawdown29.10.200621.08.200521.09.2008
Max. Intraday Drawdown(XXP 1919080,08)(XXP 1919080,08)(XXP 971118,07)
Total Positions1688
Position Changes321616
Total Closed Positions1688
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 1999291173,940 
Feb. 1999(201909,91)0 
Mrz. 1999142020,020 
Apr. 1999143139,890 
Mai 1999(120739,99)0 
Jun. 199996060,060 
Jul. 1999116260,010 
Aug. 1999100550,050 
Sep. 1999(2989,99)0 
Okt. 1999237859,860 
Nov. 1999479180,180 
Dez. 1999473659,910 
    
Jan. 2000(144150,15)0 
Feb. 2000732450,200 
Mrz. 2000513029,790 
Apr. 2000(918429,93)0 
Mai 2000(671739,99)0 
Jun. 2000583860,110 
Jul. 2000(207989,99)0 
Aug. 2000211147,941100,00%
Sep. 2000230070,070 
Okt. 2000525929,930 
Nov. 2000345159,910 
Dez. 2000488390,140 
    
Jan. 2001(290080,08)0 
Feb. 2001575719,970 
Mrz. 2001351040,040 
Apr. 2001(105449,95)0 
Mai 2001(150270,02)0 
Jun. 2001233270,020 
Jul. 200144289,920 
Aug. 2001103560,060 
Sep. 2001411250,000 
Okt. 2001(286530,03)0 
Nov. 2001(122569,95)0 
Dez. 2001(43660,03)0 
    
Jan. 200262870,000 
Feb. 2002202099,980 
Mrz. 2002(96650,02)0 
Apr. 2002201920,040 
Mai 2002(2140,01)0 
Jun. 2002201620,000 
Jul. 2002140500,060 
Aug. 2002(99580,02)0 
Sep. 2002150140,010 
Okt. 2002(135200,01)0 
Nov. 2002(120460,02)0 
Dez. 2002(28205,99)1100,00%
    
Jan. 20030,000 
Feb. 20030,000 
Mrz. 200330843,970 
Apr. 200336469,970 
Mai 200346860,110 
Jun. 200375189,940 
Jul. 200373070,070 
Aug. 200362889,890 
Sep. 2003(31889,89)0 
Okt. 200361299,930 
Nov. 200353640,010 
Dez. 200319609,990 
    
Jan. 200487349,980 
Feb. 2004(60829,96)0 
Mrz. 2004(54989,99)0 
Apr. 200481620,000 
Mai 2004(101806,01)1100,00%
Jun. 20040,000 
Jul. 200423434,020 
Aug. 2004(13079,96)0 
Sep. 2004(10489,99)0 
Okt. 2004(87670,04)0 
Nov. 200492467,9810,00%
Dez. 200435510,010 
    
Jan. 2005(114310,06)0 
Feb. 200527440,060 
Mrz. 2005(56960,08)0 
Apr. 2005(48729,98)0 
Mai 2005(118131,89)10,00%
Jun. 200549620,000 
Jul. 2005(36276,07)10,00%
Aug. 2005(28756,03)0 
Sep. 200512910,030 
Okt. 2005(14640,01)0 
Nov. 2005143939,940 
Dez. 2005(18130,00)0 
    
Jan. 200628190,060 
Feb. 2006(34609,99)0 
Mrz. 20063309,940 
Apr. 200620900,020 
Mai 2006(112735,96)1100,00%
Jun. 20062594,070 
Jul. 200640750,000 
Aug. 2006(47400,02)0 
Sep. 2006(64670,04)0 
Okt. 2006(72392,02)10,00%
Nov. 200697919,920 
Dez. 2006(58630,00)0 
    
Jan. 200716070,070 
Feb. 200766800,050 
Mrz. 2007(45730,10)0 
Apr. 200797020,020 
Mai 2007(1809,94)0 
Jun. 200732689,940 
Jul. 200734250,000 
Aug. 20075190,060 
Sep. 2007129729,860 
Okt. 2007103479,980 
Nov. 2007(165689,94)0 
Dez. 200778150,150 
    
Jan. 2008(169206,05)1100,00%
Feb. 200814674,060 
Mrz. 20085870,000 
Apr. 2008(151010,01)0 
Mai 2008(40380,00)0 
Jun. 200822903,9610,00%
Jul. 20080,000 
Aug. 20080,000 
Sep. 200841234,080 
Okt. 2008469769,900 
Nov. 200816520,020 
Dez. 2008310,060 
    
Jan. 20099549,930 
Feb. 20093180,050 
Mrz. 2009(78760,01)0 
Apr. 2009(48776,03)1100,00%
Mai 200968363,950 
Jun. 200944630,000 
Jul. 2009118859,990 
Aug. 200944180,050 
Sep. 200950909,910 
Okt. 200959480,100 
Nov. 200911829,960 
Dez. 2009104380,000 
    
Jan. 2010(128800,05)0 
Feb. 201077640,010 
Mrz. 2010133950,070 
Apr. 2010102699,830 
Mai 2010(202939,82)0 
Jun. 2010(13870,00)0 
Jul. 2010(85546,02)1100,00%
Aug. 201041683,990 
Sep. 2010(232199,95)0 
Okt. 2010168017,9210,00%
Nov. 201029459,960 
Dez. 201076360,110 
    
Jan. 201140239,990 
Feb. 201175780,030 
Mrz. 2011(29930,18)0 
Apr. 201160940,190 
Mai 2011(41210,21)0 
Jun. 2011(148885,84)1100,00%
Jul. 20110,000 
Aug. 201127514,030 
Sep. 2011(44889,89)0 
Okt. 2011(194430,18)0 
Nov. 2011181404,0410,00%
Dez. 20110,000 
    
Jan. 201224704,020 
Feb. 2012142439,940 
Mrz. 2012124340,090 
Apr. 201212789,790 
Mai 2012(214289,79)0 
Jun. 201258479,980 
Jul. 201261500,000 
Aug. 2012131020,020 
Sep. 201221139,890 
Okt. 2012(133360,11)0 
Nov. 2012(2275,83)1100,00%
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 1999231284,050 
2. Quartal 1999118459,960 
3. Quartal 1999213820,070 
4. Quartal 19991190699,950 
    
1. Quartal 20001101329,830 
2. Quartal 2000(1006309,81)0 
3. Quartal 2000233228,021100,00%
4. Quartal 20001359479,980 
    
1. Quartal 2001636679,930 
2. Quartal 2001(22449,95)0 
3. Quartal 2001559099,980 
4. Quartal 2001(452760,01)0 
    
1. Quartal 2002168319,950 
2. Quartal 2002401400,020 
3. Quartal 2002191060,060 
4. Quartal 2002(283866,02)1100,00%
    
1. Quartal 200330843,970 
2. Quartal 2003158520,020 
3. Quartal 2003104070,070 
4. Quartal 2003134549,930 
    
1. Quartal 2004(28469,97)0 
2. Quartal 2004(20186,01)1100,00%
3. Quartal 2004(135,93)0 
4. Quartal 200440307,9510,00%
    
1. Quartal 2005(143830,08)0 
2. Quartal 2005(117241,87)10,00%
3. Quartal 2005(52122,07)10,00%
4. Quartal 2005111169,920 
    
1. Quartal 2006(3109,99)0 
2. Quartal 2006(89241,86)1100,00%
3. Quartal 2006(71320,07)0 
4. Quartal 2006(33102,10)10,00%
    
1. Quartal 200737140,010 
2. Quartal 2007127900,020 
3. Quartal 2007169169,920 
4. Quartal 200715940,190 
    
1. Quartal 2008(148662,00)1100,00%
2. Quartal 2008(168486,05)10,00%
3. Quartal 200841234,080 
4. Quartal 2008486599,980 
    
1. Quartal 2009(66030,03)0 
2. Quartal 200964217,921100,00%
3. Quartal 2009213949,950 
4. Quartal 2009175690,060 
    
1. Quartal 201082790,040 
2. Quartal 2010(114109,99)0 
3. Quartal 2010(276061,99)1100,00%
4. Quartal 2010273837,9910,00%
    
1. Quartal 201186089,840 
2. Quartal 2011(129155,86)1100,00%
3. Quartal 2011(17375,86)0 
4. Quartal 2011(13026,14)10,00%
    
1. Quartal 2012291484,050 
2. Quartal 2012(143020,02)0 
3. Quartal 2012213659,910 
4. Quartal 2012(135635,94)1100,00%
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
19991754264,030 
20001687728,021100,00%
2001720569,950 
2002476914,001100,00%
2003427983,990 
2004(8483,97)250,00%
2005(202024,10)20,00%
2006(196774,02)250,00%
2007350150,150 
2008210686,01250,00%
2009387827,911100,00%
2010(33543,95)250,00%
2011(73468,02)250,00%
2012226488,001100,00%