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

Tradesignal - Strategy Performance Report

Zusammengestellt am 13.10.2012 17:06:44
Performance für S&P 500 INDEX - .INX LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net ProfitXXP 1360778,00XXP 647020,00XXP 713758,00
Gross ProfitXXP 1553686,00XXP 696056,00XXP 857630,00
Gross Loss(XXP 192908,00)(XXP 49036,00)(XXP 143872,00)
Profit Factor8,0514,195,96
    
Open Position P/LXXP 147813,97XXP 147813,97XXP 0,00
    
Total Number of Trades16106
Percent Profitable75,00%70,00%83,33%
Number of Winning Trades1275
Number of Losing Trades431
Number of Even Trades000
Number of Winning Bars22621400862
Number of Losing Bars39732374
Number of Even Bars000
    
Average Trade Net ProfitXXP 85048,63XXP 64702,00XXP 118959,67
Average Winning TradeXXP 129473,83XXP 99436,57XXP 171526,00
Average Losing Trade(XXP 48227,00)(XXP 16345,33)(XXP 143872,00)
Ratio Avg.Win.:Avg.Los.2,686,081,19
Largest Winning TradeXXP 365688,00XXP 168718,00XXP 365688,00
Largest Losing Trade(XXP 143872,00)(XXP 33812,00)(XXP 143872,00)
    
Max. Consecutive Winning Trades635
Max. Consecutive Losing Trades221
Average Bars In Total Tradesk.A.172,30156,00
Total Bars in Tradek.A.1723936
Average Bars in Winning Trades188,50200,00172,40
Average Bars in Losing Trades99,25107,6774,00
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades121
Number of Consecutive Winning Trades535
    
Max. Shares/Contracts Held100010001000
Total Shares/Contracts Held17000110006000
Total CommissionXXP 198,00XXP 126,00XXP 72,00
Total SlippageXXP 0,00XXP 0,00XXP 0,00
Account Size RequiredXXP 143878,00XXP 41540,00XXP 143872,00
    
Return On Account945,79%1557,58%496,11%
    
Sharpe Ratio0,260,260,26
Average Sharpe Ratio0,270,280,19
Fröhlich-Faktor16,77  
    
Startdatum01.01.1999  
Enddatum12.10.2012  
Handelsperiode5033 Tage  
Im Markt aktiv4108 Tage  
Percent of Time in the Market81,62%  
    
Max. Drawdown(XXP 143878,00)(XXP 41540,00)(XXP 143872,00)
Datum Max. Drawdown10.01.201211.09.200610.01.2012
Max. Intraday Drawdown(XXP 279952,01)(XXP 213709,96)(XXP 395071,93)
Total Positions17116
Position Changes332112
Total Closed Positions16106
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 199951534,010 
Feb. 1999(41310,06)0 
Mrz. 199948040,040 
Apr. 199948810,060 
Mai 1999(33340,09)0 
Jun. 199970870,000 
Jul. 1999(43989,99)0 
Aug. 1999(8309,94)0 
Sep. 1999(1816,03)1100,00%
Okt. 19990,000 
Nov. 1999(26875,97)0 
Dez. 199980339,970 
    
Jan. 2000(74790,04)0 
Feb. 2000(28039,92)0 
Mrz. 2000132159,910 
Apr. 2000(46149,90)0 
Mai 2000(44146,05)10,00%
Jun. 20008853,980 
Jul. 2000(23770,02)0 
Aug. 200086850,100 
Sep. 2000(69396,05)1100,00%
Okt. 20000,000 
Nov. 200046704,050 
Dez. 2000(5330,08)0 
    
Jan. 2001(45729,98)0 
Feb. 2001126070,070 
Mrz. 200179609,990 
Apr. 2001(89130,00)0 
Mai 2001(6359,99)0 
Jun. 200131399,900 
Jul. 200113190,060 
Aug. 200177650,020 
Sep. 200192640,010 
Okt. 2001(18840,09)0 
Nov. 2001(79669,92)0 
Dez. 2001(8630,00)0 
    
Jan. 200217880,000 
Feb. 200223469,970 
Mrz. 2002(54416,02)1100,00%
Apr. 2002(11476,04)0 
Mai 20029780,030 
Jun. 200277320,010 
Jul. 200278200,010 
Aug. 2002(4450,01)0 
Sep. 2002100789,980 
Okt. 2002(70479,98)0 
Nov. 2002(50549,99)0 
Dez. 200256489,990 
    
Jan. 2003(28675,99)1100,00%
Feb. 200310013,980 
Mrz. 2003(7029,97)0 
Apr. 2003(876,01)1100,00%
Mai 200333964,030 
Jun. 200310909,970 
Jul. 200315810,000 
Aug. 200317700,010 
Sep. 2003(12040,04)0 
Okt. 200354739,990 
Nov. 20037489,990 
Dez. 200353720,090 
    
Jan. 200419209,960 
Feb. 200413809,940 
Mrz. 2004(18729,98)0 
Apr. 2004(18909,91)0 
Mai 200413380,000 
Jun. 200420159,910 
Jul. 2004(44005,97)1100,00%
Aug. 20040,000 
Sep. 20040,000 
Okt. 2004363,950 
Nov. 200443620,000 
Dez. 200438100,100 
    
Jan. 2005(30650,02)0 
Feb. 200522329,960 
Mrz. 2005(23010,01)0 
Apr. 2005(38195,97)1100,00%
Mai 20050,000 
Jun. 2005(23016,04)0 
Jul. 200542850,100 
Aug. 2005(13850,10)0 
Sep. 20058480,100 
Okt. 2005(48276,06)10,00%
Nov. 20050,000 
Dez. 2005(15985,96)0 
    
Jan. 200631789,920 
Feb. 2006580,080 
Mrz. 200614159,910 
Apr. 200615790,040 
Mai 2006(54055,99)10,00%
Jun. 20060,000 
Jul. 20060,000 
Aug. 20060,000 
Sep. 200637134,000 
Okt. 200641939,940 
Nov. 200622690,060 
Dez. 200617670,040 
    
Jan. 200719939,940 
Feb. 2007(31420,04)0 
Mrz. 200714040,040 
Apr. 200761510,010 
Mai 200748250,000 
Jun. 2007(27270,02)0 
Jul. 2007(48079,96)0 
Aug. 200718719,970 
Sep. 200752760,010 
Okt. 200722630,000 
Nov. 2007(81796,00)1100,00%
Dez. 20070,000 
    
Jan. 200841653,950 
Feb. 200847920,040 
Mrz. 20087930,050 
Apr. 2008(62890,01)0 
Mai 2008(14790,04)0 
Jun. 2008120380,000 
Jul. 200812620,000 
Aug. 2008(15449,95)0 
Sep. 2008100437,971100,00%
Okt. 2008197609,990 
Nov. 200872510,010 
Dez. 2008(7010,01)0 
    
Jan. 200977370,000 
Feb. 200990789,980 
Mrz. 2009(62779,97)0 
Apr. 2009(74940,00)0 
Mai 2009(24111,99)1100,00%
Jun. 2009179,990 
Jul. 200968159,970 
Aug. 200933140,010 
Sep. 200936459,960 
Okt. 2009(20890,01)0 
Nov. 200959440,060 
Dez. 200919469,970 
    
Jan. 2010(41229,98)0 
Feb. 201030620,000 
Mrz. 201064940,060 
Apr. 201017250,000 
Mai 2010(119426,05)1100,00%
Jun. 20100,000 
Jul. 20100,000 
Aug. 20100,000 
Sep. 20100,000 
Okt. 201011934,010 
Nov. 2010(2709,96)0 
Dez. 201077089,970 
    
Jan. 201128479,980 
Feb. 201141099,980 
Mrz. 2011(1390,01)0 
Apr. 201137780,030 
Mai 2011(18410,03)0 
Jun. 2011(76625,95)1100,00%
Jul. 20110,000 
Aug. 20110,000 
Sep. 20115484,080 
Okt. 2011(121880,00)0 
Nov. 20116339,970 
Dez. 2011(10640,01)0 
    
Jan. 20128458,0110,00%
Feb. 201253270,020 
Mrz. 201242789,920 
Apr. 2012(10559,94)0 
Mai 2012(87580,08)0 
Jun. 201251830,080 
Jul. 201217159,910 
Aug. 201227260,010 
Sep. 201234090,090 
Okt. 2012(12080,08)0 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 199958264,000 
2. Quartal 199986339,970 
3. Quartal 1999(54115,96)1100,00%
4. Quartal 199953464,000 
    
1. Quartal 200029329,960 
2. Quartal 2000(81441,98)10,00%
3. Quartal 2000(6315,98)1100,00%
4. Quartal 200041373,970 
    
1. Quartal 2001159950,070 
2. Quartal 2001(64090,09)0 
3. Quartal 2001183480,100 
4. Quartal 2001(107140,01)0 
    
1. Quartal 2002(13066,04)1100,00%
2. Quartal 200275623,990 
3. Quartal 2002174539,980 
4. Quartal 2002(64539,98)0 
    
1. Quartal 2003(25691,99)1100,00%
2. Quartal 200343997,991100,00%
3. Quartal 200321469,970 
4. Quartal 2003115950,070 
    
1. Quartal 200414289,920 
2. Quartal 200414630,000 
3. Quartal 2004(44005,97)1100,00%
4. Quartal 200482084,040 
    
1. Quartal 2005(31330,08)0 
2. Quartal 2005(61212,01)1100,00%
3. Quartal 200537480,100 
4. Quartal 2005(64262,02)10,00%
    
1. Quartal 200646529,910 
2. Quartal 2006(38265,95)10,00%
3. Quartal 200637134,000 
4. Quartal 200682300,050 
    
1. Quartal 20072559,940 
2. Quartal 200782489,990 
3. Quartal 200723400,020 
4. Quartal 2007(59166,00)1100,00%
    
1. Quartal 200897504,050 
2. Quartal 200842699,950 
3. Quartal 200897608,011100,00%
4. Quartal 2008263109,990 
    
1. Quartal 2009105380,000 
2. Quartal 2009(98872,00)1100,00%
3. Quartal 2009137759,950 
4. Quartal 200958020,020 
    
1. Quartal 201054330,080 
2. Quartal 2010(102176,05)1100,00%
3. Quartal 20100,000 
4. Quartal 201086314,010 
    
1. Quartal 201168189,940 
2. Quartal 2011(57255,96)1100,00%
3. Quartal 20115484,080 
4. Quartal 2011(126180,05)0 
    
1. Quartal 2012104517,9510,00%
2. Quartal 2012(46309,94)0 
3. Quartal 201278510,010 
4. Quartal 2012(12080,08)0 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
1999143952,001100,00%
2000(17054,03)250,00%
2001172200,070 
2002172557,951100,00%
2003155726,052100,00%
200466998,001100,00%
2005(119324,00)250,00%
2006127698,0110,00%
200749283,951100,00%
2008500922,001100,00%
2009202287,981100,00%
201038468,041100,00%
2011(109761,99)1100,00%
2012124637,9410,00%